On the Wiener chaos expansion of the signature of a Gaussian process
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Publication:6582359
DOI10.1007/s00440-023-01255-zMaRDI QIDQ6582359
Emilio Rossi Ferrucci, Thomas Cass
Publication date: 2 August 2024
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07)
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