Branched Signature Model

MaRDI QIDQ7201153arXivFDO

Authors Munawar Ali, Qi Feng

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic models in economics (91B70)

arXiv classification

math.NA

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