UNSPECIFIED (2001) Symbolic ito calculus in AXIOM: An ongoing story. In: Workshop on Symbolic Computation in Statistics, SEP, 1997, MONTREAL, CANADA.

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Abstract

Symbolic Ito calculus refers both to the implementation of Ito calculus in a computer algebra package and to its application. This article reports on progress in the implementation of Ito calculus in the powerful and innovative computer algebra package AXIOM, in the context of a decade of previous implementations and applications. It is shown how the elegant algebraic structure underlying the expressive and effective formalism of Ito calculus can be implemented directly in AXIOM using the package's programmable facilities for "strong typing" of computational objects. An application is given of the use of the implementation to provide calculations for a new proof, based on stochastic differentials, of the Mardia-Dryden distribution from statistical shape theory.

Item Type:	Conference Item (UNSPECIFIED)
Subjects:	Q Science > QA Mathematics > QA76 Electronic computers. Computer science. Computer software Q Science > QA Mathematics
Journal or Publication Title:	STATISTICS AND COMPUTING
Publisher:	KLUWER ACADEMIC PUBL
ISSN:	0960-3174
Date:	January 2001
Volume:	11
Number:	1
Number of Pages:	11
Page Range:	pp. 25-35
Publication Status:	Published
Title of Event:	Workshop on Symbolic Computation in Statistics
Location of Event:	MONTREAL, CANADA
Date(s) of Event:	SEP, 1997
URI:	http://wrap.warwick.ac.uk/id/eprint/12547

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