Symbolic Itô Calculus.

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. The other preprints describe various applications; their inspection would give an idea of the possibilities. You can read abstracts of my other papers (and some links to downloadable preprints) here. Preprint 247 is the text of a computer-illustrated talk I can give about Brownian motion, which in part provides a brief and elementary introduction to symbolic Itô calculus. Contact me at W.S.Kendall@warwick.ac.uk if you want to find out more about this. 
If you want copies of any of these reports then please mail or fax your requests to the departmental secretary at the address below, or use email:
o statistics@warwick.ac.uk.

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