On the radius of convergence of the logarithmic signature
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Publication:2505487
zbMath1103.60060MaRDI QIDQ2505487
Nadezda A. Sidorova, Terence J. Lyons
Publication date: 26 September 2006
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Multivariable systems, multidimensional control systems (93C35) Nonlinear ordinary differential equations and systems (34A34)
Related Items (6)
Perturbed linear rough differential equations ⋮ \(\mathrm{SL}_2 (\mathbb{R})\)-developments and signature asymptotics for planar paths with bounded variation ⋮ A combinatorial approach to geometric rough paths and their controlled paths ⋮ Uniqueness for the signature of a path of bounded variation and the reduced path group ⋮ Path developments and tail asymptotics of signature for pure rough paths ⋮ On the adjoint of the Eulerian idempotent in an analytic context
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