Author: P. Di Tella

0000000000749402

AUTHOR

P. Di Tella

showing 1 related works from this author

Product and moment formulas for iterated stochastic integrals (associated with Lévy processes)

2019

In this paper, we obtain explicit product and moment formulas for products of iterated integrals generated by families of square integrable martingales associated with an arbitrary Levy process. We...

Statistics and ProbabilityMoment (mathematics)Pure mathematicsMathematics::ProbabilitySquare-integrable functionIterated integralsIterated functionModeling and SimulationProduct (mathematics)Lévy processMathematicsStochastics

researchProduct

PEPhysical Sciences and Engineering
- PE2Fundamental Constituents of Matter
  - PE2_1Theory of fundamental interactions
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  - PE2_6Nuclear, hadron and heavy ion physics
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  - PE2_5Classical and quantum physics of gravitational interactions
  - PE2_7Nuclear and particle astrophysics
  - PE2_9 Electromagnetism
  - PE2_10Atomic, molecular physics
  - PE2_11Ultra-cold atoms and molecules
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  - PE2_14Lasers, ultra-short lasers and laser physics
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  - PE2_12Optics, non-linear optics and nano-optics
  - PE2_13Quantum optics and quantum information
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- PE1Mathematics
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  - PE1_5Lie groups, Lie algebras
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  - PE1_3Number theory
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- PE11Materials Engineering
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  - PE11_10Soft materials engineering, e.g. gels, foams, colloids
  - PE11_11Porous materials engineering, e.g. covalent-organic, metal-organic, porous aromatic frameworks
  - PE11_12Semi-conducting and magnetic materials engineering
  - PE11_13Metamaterials engineering
  - PE11_14Computational methods for materials engineering
LSLife Sciences
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- LS2Integrative Biology: from Genes and Genomes to Systems
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- LS5Neuroscience and Disorders of the Nervous System
  - LS5_1Neuronal cells
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SHSocial Sciences and Humanities
- SH2Institutions, Governance and Legal Systems
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