Tail asymptotics of the Brownian signature (Q5222748)
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scientific article; zbMATH DE number 7076401
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Tail asymptotics of the Brownian signature |
scientific article; zbMATH DE number 7076401 |
Statements
Tail asymptotics of the Brownian signature (English)
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3 July 2019
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signature of a path
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Brownian motion
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0.795917272567749
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0.7855221033096313
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0.7826948165893555
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0.7758208513259888
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0.77485591173172
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