The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence (2019)

First Author: Boedihardjo H
Attributed to:  Computing and inverting the signatures of rough paths funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1905.13034

Publication URI: https://arxiv.org/abs/1905.13034

Type: Other