Stochastic calculus, statistical asymptotics, Taylor strings and phyla

Ole E. Barndorff-Nielsen; Peter E. Jupp; Wilfrid S. Kendall

Annales de la Faculté des sciences de Toulouse : Mathématiques (1994)

  • Volume: 3, Issue: 1, page 5-62
  • ISSN: 0240-2963

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Barndorff-Nielsen, Ole E., Jupp, Peter E., and Kendall, Wilfrid S.. "Stochastic calculus, statistical asymptotics, Taylor strings and phyla." Annales de la Faculté des sciences de Toulouse : Mathématiques 3.1 (1994): 5-62. <http://eudml.org/doc/73329>.

@article{Barndorff1994,
author = {Barndorff-Nielsen, Ole E., Jupp, Peter E., Kendall, Wilfrid S.},
journal = {Annales de la Faculté des sciences de Toulouse : Mathématiques},
keywords = {computer algebra; connection; connection string; coordinate string; derivative string; differential string; invariant Taylor series; Ito calculus; phyla; phylon group; REDUCE; semi-holonomic jets; semimartingale; statistical asymptotics; string field; symbolic Ito calculus; survey; Taylor strings; second-order stochastic calculus; invariance considerations; statistical yokes; jet bundles; natural bundles; higher-order calculus},
language = {eng},
number = {1},
pages = {5-62},
publisher = {UNIVERSITE PAUL SABATIER},
title = {Stochastic calculus, statistical asymptotics, Taylor strings and phyla},
url = {http://eudml.org/doc/73329},
volume = {3},
year = {1994},
}

TY - JOUR
AU - Barndorff-Nielsen, Ole E.
AU - Jupp, Peter E.
AU - Kendall, Wilfrid S.
TI - Stochastic calculus, statistical asymptotics, Taylor strings and phyla
JO - Annales de la Faculté des sciences de Toulouse : Mathématiques
PY - 1994
PB - UNIVERSITE PAUL SABATIER
VL - 3
IS - 1
SP - 5
EP - 62
LA - eng
KW - computer algebra; connection; connection string; coordinate string; derivative string; differential string; invariant Taylor series; Ito calculus; phyla; phylon group; REDUCE; semi-holonomic jets; semimartingale; statistical asymptotics; string field; symbolic Ito calculus; survey; Taylor strings; second-order stochastic calculus; invariance considerations; statistical yokes; jet bundles; natural bundles; higher-order calculus
UR - http://eudml.org/doc/73329
ER -

References

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