2 papers
math.PR2024
The Exponential Lie Series and a Chen-Strichartz Formula for Levy Processes
Kurusch Ebrahimi-Fard, Frederic Patras, Anke Wiese
In this paper, we derive a Chen-Strichartz formula for stochastic differential equations driven by Levy processes, that is, we derive a series expansion of the logarithm of the flo…
math.RA2024
Algebraic groups in non-commutative probability theory revisited
Ilya Chevyrev, Kurusch Ebrahimi-Fard, Frédéric Patras
The role of coalgebras as well as algebraic groups in non-commutative probability has long been advocated by the school of von Waldenfels and Schürmann. Another algebraic approach…