SciCADE 2013
International Conference on Scientific Computation and Differential Equations
September 16-20, 2013, Valladolid (Spain)

Invited Talk

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Algebraic structures related to stochastic differential equations

K. Ebrahimi-Fard, C. Curry, S.J.A. Malham and A. Wiese

Abstract
In this talk we report on recent work exploring algebraic structures related to stochastic differential equations. This comprises in particular the notion of quasi-shuffle products in the context of the algebra of semimartingales.

Organized by         Universidad de Valladolid     IMUVA