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

University of Melbourne Researchers


Awarded by Engineering and Physical Sciences Research Council

Funding Acknowledgements

Supported by the Oxford-Man Institute at University of Oxford