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