Signature cumulants, ordered partitions, and independence of stochastic processes (Q2203621)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Signature cumulants, ordered partitions, and independence of stochastic processes
scientific article

    Statements

    Signature cumulants, ordered partitions, and independence of stochastic processes (English)
    0 references
    0 references
    0 references
    0 references
    7 October 2020
    0 references
    cumulants
    0 references
    geometric rough paths
    0 references
    partitions
    0 references
    path signatures
    0 references
    stochastic processes
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references