The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence (2020)
Attributed to:
Unparameterised multi-modal data, high order signatures, and the mathematics of data science
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1112/blms.12420
Publication URI: http://dx.doi.org/10.1112/blms.12420
Type: Journal Article/Review
Parent Publication: Bulletin of the London Mathematical Society
Issue: 1