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math.PR2026
Multigraphs and Time Ordered Isserlis-Wick formulae
Sergio Cacciatori, Batu Güneysu, Sebastian Wündsch
Given a m-dimensional Gaussian process and polynomial m variables with real coefficients, we calculate the induced path odered exponenial in two different ways: one is purely algeb…
math.PR2016
On the semimartingale property of Brownian bridges on complete manifolds
Batu Güneysu
I prove that every adapted Brownian bridge on a geodesically complete connected Riemannian manifold is a semimartingale including its terminal time, without any further assumptions…