The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence (Q4996913): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1905.13034 / rank | |||
Normal rank |
Revision as of 22:30, 19 April 2024
scientific article; zbMATH DE number 7367036
Language | Label | Description | Also known as |
---|---|---|---|
English | The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence |
scientific article; zbMATH DE number 7367036 |
Statements
The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence (English)
0 references
2 July 2021
0 references
expected signature
0 references
rough paths
0 references
Brownian motion
0 references