Pages that link to "Item:Q888541"

The following pages link to Expected signature of Brownian motion up to the first exit time from a bounded domain (Q888541):

Displaying 7 items.

• Canonical RDEs and general semimartingales as rough paths (Q1731892) (← links)
• Expected signature of stopped Brownian motion on \(d\)-dimensional \(C^{2, \alpha }\)-domains has finite radius of convergence everywhere: \(2 \leq d \leq 8\) (Q2123100) (← links)
• The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence (Q4996913) (← links)
• Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
• Unified signature cumulants and generalized Magnus expansions (Q5866307) (← links)
• Signature-Based Models: Theory and Calibration (Q6048449) (← links)
• Sig‐Wasserstein GANs for conditional time series generation (Q6196300) (← links)