Rough paths, Signatures and the modelling of functions on streams

zbMath1373.93158arXiv1405.4537MaRDI QIDQ4589001

Terence J. Lyons

Publication date: 6 November 2017

Full work available at URL: https://arxiv.org/abs/1405.4537

zbMATH Keywords

machine learningshuffle productrough pathstensor algebrafunctional regressionregularity structuresnumerical approximation of parabolic PDE

Mathematics Subject Classification ID

Computational learning theory (68Q32) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Control/observation systems governed by ordinary differential equations (93C15)

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