Path developments and tail asymptotics of signature for pure rough paths
Author:
Funder
EPSRC
NSF
Publisher
Elsevier BV
Subject
General Mathematics
Reference30 articles.
1. Tail asymptotics of the Brownian signature;Boedihardjo;Trans. Am. Math. Soc.,2019
2. The signature of a rough path: uniqueness;Boedihardjo;Adv. Math.,2016
3. Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length;Chang;C. R. Acad. Sci. Paris,2018
4. Mathematical Methods for Financial Markets;Chesney,2009
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2. A converse to the neo-classical inequality with an application to the Mittag-Leffler function;Monatshefte für Mathematik;2023-01-14
3. Signature asymptotics, empirical processes, and optimal transport;Electronic Journal of Probability;2023-01-01
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