On the Wiener chaos expansion of the signature of a Gaussian process (Q6582359)
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scientific article; zbMATH DE number 7891475
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Wiener chaos expansion of the signature of a Gaussian process |
scientific article; zbMATH DE number 7891475 |
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On the Wiener chaos expansion of the signature of a Gaussian process (English)
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2 August 2024
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Gaussian process
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Wiener chaos expansion
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fractional Brownian motion
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