The uniqueness of signature problem in the non-Markov setting
type: Item
instance of: scholarly article
title: The uniqueness of signature problem in the non-Markov setting
zbMATH Open document ID: 1333.60111
author: X. Geng
author: Horatio Boedihardjo
published in: Stochastic Processes and their Applications
publication date: 2015-10-12T00:00:00Z
full work available at URL: https://arxiv.org/abs/1401.6165
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 6493307
zbMATH Keywords: Gaussian rough paths
zbMATH Keywords: signature problem
zbMATH Keywords: Malliavin calculus
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2159361824
arXiv ID: 1401.6165
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DOI: 10.1016/J.SPA.2015.07.012
description: scientific article