Signatures of Gaussian processes and SLE curves
<p>This thesis contains three main results.</p> <p>The first result states that, outside a slim set associated with a Gaussian process with long time memory, paths can be canonically enhanced to geometric rough paths. This allows us to apply the powerful Universal Limit Theorem in...
| Autor Principal: | |
|---|---|
| Outros autores: | |
| Formato: | Thesis |
| Idioma: | English |
| Publicado: |
2014
|
| Subjects: |