Expected signature of stopped Brownian motion on \(d\)-dimensional \(C^{2, \alpha }\)-domains has finite radius of convergence everywhere: \(2 \leq d \leq 8\)
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Publication:2123100
DOI10.1016/j.jfa.2022.109447zbMath1505.60092arXiv2011.07917OpenAlexW4221055442MaRDI QIDQ2123100
Publication date: 8 April 2022
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2011.07917
Partial differential inequalities and systems of partial differential inequalities (35R45) Rough paths (60L20)
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