Characteristic functions of path signatures and applications

<p>The main object of study in this work is the extension of the classical characteristic function to the setting of path signatures. Our first fundamental result exhibits the following geometric interpretation: the path signature is completely determined by the development of the path into co...

Olles dieđut

Bibliográfalaš dieđut
Váldodahkki: Chevyrev, I
Eará dahkkit: Lyons, T
Materiálatiipa: Oahppočájánas
Giella:English
Almmustuhtton: 2015
Fáttát: