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[Axiom-developer] [Symbolic Ito Calculus] (new)

From: Bill Page
Subject: [Axiom-developer] [Symbolic Ito Calculus] (new)
Date: Wed, 22 Feb 2006 20:48:41 -0600

itovsn3 (author: Wilfrid S. Kendall)

Symbolic Itô Calculus is the name for my implementation of Itô calculus 
(stochastic calculus for continuous semimartingales)in various computer algebra 
packages. See below for various Warwick Statistics Department preprints 
describing aspects of the work. If you want to get hold of the software then 
there are various possibilities depending on what is your favourite computer 
algebra package.


AXIOM: I have produced an AXIOM implementation of symbolic Itô calculus (see 
 and "Preprint 
 below describes the implementation, including AXIOM listings using the NuWeb 
implementation of literate programming. Alternatively you can download the 
AXIOM source in the following "gzipped 
 . This work was funded by EPSRC grant GR/K71677: the summary of the final 
report for this grant is to be found 
forwarded from

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