2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2010
A Distributed Procedure for Computing Stochastic Expansions with Mathematica
Christophe Ladroue, Anastasia Papavasiliou
The solution of a (stochastic) differential equation can be locally approximated by a (stochastic) expansion. If the vector field of the differential equation is a polynomial, the…
math.PR2010★ 2 cited
Expectation of Stratonovich iterated integrals of Wiener processes
Christophe Ladroue
The solution of a (stochastic) differential equation (SDE) can be locally approximated by a stochastic expansion, a linear combination of iterated integrals. Quantities of interest…