Density of the signature process of fBm
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Publication:5147432
DOI10.1090/tran/8165zbMath1469.60176arXiv1904.09384OpenAlexW3016025291MaRDI QIDQ5147432
Cheng Ouyang, Qi Feng, Fabrice Baudoin
Publication date: 26 January 2021
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.09384
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Rough paths (60L20)
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