201 citations · 2.4k across the 113 of their papers we have counts for
114 papers
Explicit and Effectively Symmetric Runge-Kutta Methods
Daniil Shmelev, Kurusch Ebrahimi-Fard, Nikolas Tapia +1
Symmetry is a key property of numerical methods. The geometric properties of symmetric schemes make them an attractive option for integrating Hamiltonian systems, whilst their abil…
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…
Noncrossing arithmetic
Kurusch Ebrahimi-Fard, Loïc Foissy, Joachim Kock +1
Higher-order notions of Kreweras complementation have appeared in the literature in the works of Krawczyk, Speicher, Mastnak, Nica, Arizmendi, Vargas, and others. While the theory…
A multiplicative surface signature through its Magnus expansion
Ilya Chevyrev, Joscha Diehl, Kurusch Ebrahimi-Fard +1
In the last decade, the concept of path signature has achieved significant success in data science applications. It offers a powerful set of features that effectively capture and d…
On the signature of an image
Joscha Diehl, Kurusch Ebrahimi-Fard, Fabian Harang +1
Over the past decade, the importance of the 1D signature which can be seen as a functional defined along a path, has been pivotal in both path-wise stochastic calculus and the anal…
A post-group theoretic perspective on the operator-valued S-transform in free probability
Kurusch Ebrahimi-Fard, Timothé Ringeard
We investigate the algebraic structure underlying Voiculescu's S-transform in the setting of operator-valued free probability. We show that its twisted factorisation property gives…