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