Concentration and exact convergence rates for expected Brownian signatures

DOI10.1214/ECP.v20-3636zbMath1307.60110arXiv1208.1067OpenAlexW2107841296MaRDI QIDQ2514489

Hao Ni, Wei-jun Xu

Publication date: 3 February 2015

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.1067

zbMATH Keywords

Brownian motionexpected signature

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

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