On the Wiener chaos expansion of the signature of a Gaussian process (Q6582359)
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scientific article; zbMATH DE number 7891475
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| English | On the Wiener chaos expansion of the signature of a Gaussian process |
scientific article; zbMATH DE number 7891475 |
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On the Wiener chaos expansion of the signature of a Gaussian process (English)
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2 August 2024
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Gaussian process
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Wiener chaos expansion
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fractional Brownian motion
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0.8038103580474854
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0.7781994342803955
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0.7578330636024475
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0.7448343634605408
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