Concentration and exact convergence rates for expected Brownian signatures (Q2514489)
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scientific article
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| English | Concentration and exact convergence rates for expected Brownian signatures |
scientific article |
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Concentration and exact convergence rates for expected Brownian signatures (English)
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3 February 2015
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expected signature
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Brownian motion
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0.7795975208282471
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0.7758208513259888
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0.7751532196998596
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0.7710679173469543
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