Supplement with additional algebra and numerics from Algebraic structures and stochastic differential equations driven by Lévy processes
Charles Curry
Kurusch Ebrahimi–Fard
Simon J. A. Malham
Anke Wiese
10.6084/m9.figshare.7528487.v1
https://rs.figshare.com/articles/journal_contribution/Supplement_with_additional_algebra_and_numerics_from_Algebraic_structures_and_stochastic_differential_equations_driven_by_L_vy_processes/7528487
The file supplement.pdf contains an overview of the algebraic concepts and additional numerical simulations.
2018-12-28 11:47:07
Lévy processes
efficient integrators
quasi-shuffle algebra