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On the Lack of Gaussian Tail for Rough Line Integrals along Fractional Brownian Paths (2023)

First Author: H Boedihardjo

Attributed to: Path-to-signature isometries with applications to modelling the long-term dynamics of complex systems funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://link.springer.com/article/10.1007/s00440-023-01242-4

Type: Journal Article/Review

Volume: 188

Parent Publication: Probability Theory and Related Fields