Density of the signature process of fBm (Q5147432)
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scientific article; zbMATH DE number 7301834
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Density of the signature process of fBm |
scientific article; zbMATH DE number 7301834 |
Statements
Density of the signature process of fBm (English)
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26 January 2021
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rough path
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fractional Brownian motion
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signature
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density
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0.7906423807144165
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0.7809966802597046
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0.7682681083679199
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0.7666007876396179
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0.7665943503379822
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