On an inversion theorem for Stratonovich's signatures of multidimensional diffusion paths (2016)

First Author: Geng X
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-aihp644

Publication URI: http://dx.doi.org/10.1214/14-aihp644

Type: Journal Article/Review

Parent Publication: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Issue: 1