The Signature Kernel Is the Solution of a Goursat PDE (Q5162619)
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scientific article; zbMATH DE number 7419551
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Signature Kernel Is the Solution of a Goursat PDE |
scientific article; zbMATH DE number 7419551 |
Statements
The Signature Kernel Is the Solution of a Goursat PDE (English)
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3 November 2021
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kernel
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path signature
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Goursat PDE
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sequential data
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geometric rough path
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rough integration
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