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Tail asymptotics of the Brownian signature - MaRDI portal

Tail asymptotics of the Brownian signature (Q5222748)

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scientific article; zbMATH DE number 7076401
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English
Tail asymptotics of the Brownian signature
scientific article; zbMATH DE number 7076401

    Statements

    title
    Tail asymptotics of the Brownian signature (English)
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    author
    Horatio Boedihardjo
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    X. Geng
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    publication date
    3 July 2019
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    zbMATH Keywords
    signature of a path
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    Brownian motion
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    Identifiers

    DOI
    10.1090/tran/7683
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    zbMATH DE Number
    7076401
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    OpenAlex ID
    W2962890511
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    arXiv ID
    1609.08111
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    Wikidata QID
    Q129298044
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