Rough paths, Signatures and the modelling of functions on streams
zbMath1373.93158arXiv1405.4537MaRDI QIDQ4589001
Publication date: 6 November 2017
Full work available at URL: https://arxiv.org/abs/1405.4537
machine learningshuffle productrough pathstensor algebrafunctional regressionregularity structuresnumerical approximation of parabolic PDE
Computational learning theory (68Q32) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Control/observation systems governed by ordinary differential equations (93C15)
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