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Sebastian Wündsch

Publications and source records attributed to Sebastian Wündsch.

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Multigraphs and Time Ordered Isserlis-Wick formulae

Given a m-dimensional Gaussian process and polynomial m variables with real coefficients, we calculate the induced path odered exponenial in two different ways: one is purely algebraic in spirit and the other one is diagrammatic in spirit and uses multigraph labelings (and is inspired by the use of Feynman diagrams in quantum field theory).

math.PR