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...

書誌詳細
第一著者:	Ni, H
その他の著者:	Lyons, T
フォーマット:	学位論文
言語:	English
出版事項:	2012
主題:	Probability theory and stochastic processes

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