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Expected signature of Brownian motion up to the first exit time from a bounded domain (2015)

First Author: Lyons T

Attributed to: Rough path analysis and non-linear stochastic systems funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/14-aop949

Publication URI: http://dx.doi.org/10.1214/14-aop949

Type: Journal Article/Review

Parent Publication: The Annals of Probability

Issue: 5