Density of the signature process of fBm (Q5147432)

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scientific article; zbMATH DE number 7301834
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Density of the signature process of fBm
scientific article; zbMATH DE number 7301834

    Statements

    title
    Density of the signature process of fBm (English)
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    author
    Fabrice Baudoin
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    Qi Feng
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    Cheng Ouyang
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    publication date
    26 January 2021
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    zbMATH Keywords
    rough path
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    fractional Brownian motion
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    signature
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    density
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    cites work
    Q2973950
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    Q4830058
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    Q3771355
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    Q4842684
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    Identifiers

    DOI
    10.1090/tran/8165
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    Mathematics Subject Classification ID
    60H10
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    60H07
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    60L20
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    60G22
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    zbMATH DE Number
    7301834
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    OpenAlex ID
    W3016025291
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    arXiv ID
    1904.09384
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