The expected signature of a stochastic process

The expected signature of a stochastic process

The signature of the path provides a top down description of a path in terms of its eects as a control. It is a group-like element in the tensor algebra and is an essential object in rough path theory. When the path is random, the linear independence of the signatures of different paths leads one to...

Descripció completa

Dades bibliogràfiques
Autor principal:	Ni, H
Altres autors:	Lyons, T
Format:	Thesis
Idioma:	English
Publicat:	2012
Matèries:	Probability theory and stochastic processes

Ítems similars

Signatures of Gaussian processes and SLE curves
per: Boedihardjo, H
Publicat: (2014)

The signature of a rough path: uniqueness
per: Geng, X
Publicat: (2015)

Particle systems and stochastic PDEs on the half-line
per: Ledger, S
Publicat: (2015)

An introduction to probability and stochastic processes /
per: 319204 Melsa, James L., et al.
Publicat: (1973)

Probability, random variables, and stochastic processes /
per: 365759 Popoulis, Athanasios
Publicat: (1965)

Elementary probability theory stochastic processes /
per: 183874 Chung, Kai Lai
Publicat: (1979)

Elementary probability theory with stochastic processes /
per: 183874 Chung, Kai Lai
Publicat: (1975)

Limit theorems for randomly stopped stochastic processes /
per: 382015 Silvestrov, Dmitrii S.
Publicat: (2004)

Lectures in elementary probability theory and stochastic processes /
per: 189889 Falmagne, Jean-Claude
Publicat: (2003)

Inverting the signature of a path
per: Xu, W
Publicat: (2013)

Stochastic processes applied to physics and other related fields/
per: The Latin American School of Physics on stochastic Processes in Physics, (1982 : Cali, Colombia), et al.
Publicat: (1983)

Probability and stochastic processes : a friendly introduction for electrical and computer engineers /
per: 194022 Yates, Roy D., et al.
Publicat: (2005)

Topics on backward stochastic differential equations. Theoretical and practical aspects
per: Lionnet, A
Publicat: (2013)

Bayesian analysis of stochastic point processes for financial applications
per: Probst, C
Publicat: (2013)

Probaility algebra and stochastic space /
per: 222488 Kappos, Demetrios A.
Publicat: (1969)

Probability and Stochastic Processes for Engineers /
per: Helstrom, Carl W., author 422863
Publicat: (1984)

Probability, statistics, and stochastic processes/
per: Olofsson, Peter, 1963-, et al.
Publicat: (c201)

Probability, statistics, and stochastic processes /
per: Olofsson, Peter, 1963-
Publicat: (2005)

Probability and stochastic processes for engineers /
per: 422863 Helstrom, Carl W.
Publicat: (1990)

Probability, random variables, and stochastic processes /
per: Papoulis, Athanasios, 1921-
Publicat: (1984)

Probability, random variables, and stochastic processes /
per: Papoulis, Athanasios, 1921-, et al.
Publicat: (2002)

A functional approach to backward stochastic dynamics
per: Liang, G
Publicat: (2010)

Programs for probability and random processes / [disket]
per: Stark, Henry, 1938-, et al.
Publicat: (1994)

Stochastic partial differential equations applied to hydrocarbon reservoir modelling
per: Aziz, M
Publicat: (2010)

Stochastic geometry : a tribute to the memory of Rollo Davidson /
per: Harding, E. F., et al.
Publicat: (1974)

Probability, random processes, and estimation theory for engineers /
per: Stark, Henry, 1938-, et al.
Publicat: (1994)

Graphical Gaussian models with symmetries
per: Gehrmann, H
Publicat: (2011)

Stochastic population oscillators in ecology and neuroscience
per: Lai, YM
Publicat: (2012)

The segregated lambda-coalescent
per: Freeman, N
Publicat: (2012)

On the geometric and analytic properties of some random fractals
per: Charmoy, P
Publicat: (2014)

Probabilistic analysis of cost-effectiveness models: statistical representation of parameter uncertainty
per: Briggs, A
Publicat: (2005)

Barabási-Albert random graphs, scale-free distributions and bounds for approximation through Stein's method
per: Ford, E
Publicat: (2009)

Stochastic processes and filtering theory /
per: 417281 Jazwinski, Andrew H.
Publicat: (1970)

Functional analysis for probability and stochastic processes : an introduction /
per: 340170 Bobrowski, Adam
Publicat: (2005)

Probability and random processes /
per: 208677 Grimmett, Geoffrey R., et al.
Publicat: (2001)

Probability and random processes /
per: 239226 Grimment, Geoffrey
Publicat: (1982)

Probability and random processes a first course with applications /
per: 452663 Clarke, Bruce A., et al.
Publicat: (1985)

Introduction to probability and random processes /
per: 452922 Aunon, Jorge, et al.
Publicat: (1997)

Stochastic processes in queueing theory /
per: 205989 Borovkov, Aleksandr Alekseevich
Publicat: (1976)

On the weak convergence of stochastic integrals on Skorokhod space: From general theory to applications within the realm of continuous-time random walks
per: Wunderlich, F
Publicat: (2024)