Journal article
On an inversion theorem for Stratonovich's signatures of multidimensional diffusion paths
X Geng, Z Qian
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques | INST MATHEMATICAL STATISTICS | Published : 2016
DOI: 10.1214/14-AIHP644
Grants
Awarded by Engineering and Physical Sciences Research Council
Funding Acknowledgements
Supported by the Oxford-Man Institute at University of Oxford