The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence (Q4996913): Difference between revisions
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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)
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2 July 2021
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expected signature
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rough paths
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Brownian motion
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