201 citations · 2.4k across the 113 of their papers we have counts for
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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…
Shifted Substitution in Non-Commutative Multivariate Power Series with a View Toward Free Probability
Kurusch Ebrahimi-Fard, Frédéric Patras, Nikolas Tapia +1
We study a particular group law on formal power series in non-commuting variables induced by their interpretation as linear forms on a suitable graded connected word Hopf algebra.…
Bogoliubov type recursions for renormalisation in regularity structures
Yvain Bruned, Kurusch Ebrahimi-Fard
Hairer's regularity structures transformed the solution theory of singular stochastic partial differential equations. The notions of positive and negative renormalisation are centr…
Cumulant-cumulant relations in free probability theory from Magnus' expansion
A. Celestino, K. Ebrahimi-Fard, F. Patras +1
Relations between moments and cumulants play a central role in both classical and non-commutative probability theory. The latter allows for several distinct families of cumulants c…
Quasi-shuffle algebras in non-commutative stochastic calculus
Kurusch Ebrahimi-Fard, Frédéric Patras
This chapter is divided into two parts. The first is largely expository and builds on Karandikar's axiomatisation of It{ô} calculus for matrix-valued semimartin-gales. Its aim is t…
Wick polynomials in non-commutative probability
K. Ebrahimi-Fard, F. Patras, N. Tapia +1
Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be d…