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On the Lack of Gaussian Tail for Rough Line Integrals along Fractional Brownian Paths (2022)

First Author: Boedihardjo H

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

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2206.12161

Publication URI: https://arxiv.org/abs/2206.12161

Type: Preprint