On the Wiener chaos expansion of the signature of a Gaussian process (2024)
Attributed to:
Unparameterised multi-modal data, high order signatures, and the mathematics of data science
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s00440-023-01255-z
Publication URI: http://dx.doi.org/10.1007/s00440-023-01255-z
Type: Journal Article/Review
Parent Publication: Probability Theory and Related Fields