Signature inversion for monotone paths

DOI10.1214/17-ECP70zbMath1378.60056arXiv1612.04454MaRDI QIDQ2411763

Jiawei Chang, Hao Ni, N. G. Duffield, Wei-jun Xu

Publication date: 25 October 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.04454

zbMATH Keywords

signatureinversionmonotone paths

Mathematics Subject Classification ID

Large deviations (60F10) Probability theory on linear topological spaces (60B11)

Related Items (3)

Embedding and learning with signatures ⋮ \(\mathrm{SL}_2 (\mathbb{R})\)-developments and signature asymptotics for planar paths with bounded variation ⋮ Tail asymptotics of the Brownian signature

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