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On the lack of Gaussian tail for rough line integrals along fractional Brownian paths (2023)

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/10.1007/s00440-023-01242-4

Publication URI: http://dx.doi.org/10.1007/s00440-023-01242-4

Type: Journal Article/Review

Parent Publication: Probability Theory and Related Fields

Issue: 3-4