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On the Wiener chaos expansion of the signature of a Gaussian process (2024)

First Author: Thomas Cass

Attributed to: Unparameterised multi-modal data, high order signatures, and the mathematics of data science funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: https://link.springer.com/article/10.1007/s00440-023-01255-z

Type: Journal Article/Review

Parent Publication: Probability Theory and Related Fields