Expected signature of stopped Brownian motion on d-dimensional C2,-domains has finite radius of convergence everywhere: 2 = d = 8 (2022)
Attributed to:
The Alan Turing Institute
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jfa.2022.109447
Publication URI: http://dx.doi.org/10.1016/j.jfa.2022.109447
Type: Journal Article/Review
Parent Publication: Journal of Functional Analysis
Issue: 12
ISSN: 10960783 00221236