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