Adapted topologies and higher rank signatures
The topology of weak convergence does not account for the growth of information over time that is captured in the filtration of an adapted stochastic process. For example, two adapted stochastic processes can have very similar laws but give completely different results in applications such as optima...
| Main Authors: | , , |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
Institute of Mathematical Statistics
2023
|