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The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence (2020)

First Author: Boedihardjo H

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