Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length
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Publication:721026
DOI10.1016/j.crma.2018.05.010zbMath1391.60163OpenAlexW2803234649WikidataQ129764078 ScholiaQ129764078MaRDI QIDQ721026
Jiawei Chang, Hao Ni, Terence J. Lyons
Publication date: 18 July 2018
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2018.05.010
Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)
Related Items (6)
\(\mathrm{SL}_2 (\mathbb{R})\)-developments and signature asymptotics for planar paths with bounded variation ⋮ Signature asymptotics, empirical processes, and optimal transport ⋮ Topologies on unparameterised path space ⋮ A non-vanishing property for the signature of a path ⋮ New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting) ⋮ Path developments and tail asymptotics of signature for pure rough paths
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