Signature SDEs from an affine and polynomial perspective

arXiv2302.01362MaRDI QIDQ6425277

Sara Svaluto-Ferro, Christa Cuchiero, Josef Teichmann

Publication date: 2 February 2023

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Algebraic and analytic properties of mappings on manifolds (58K20) Signatures and data streams (60L10) Algebraic structures and computation (60L70)

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