Journal article

The uniqueness of signature problem in the non-Markov setting

H Boedihardjo, X Geng

Stochastic Processes and their Applications | ELSEVIER SCIENCE BV | Published : 2015

University of Melbourne Researchers

Grants

Awarded by ERC


Funding Acknowledgements

The authors wish to thank Professor Zhongmin Qian for his valuable suggestions on this work, and the referees for their very careful reading and helpful comments on the present paper. The authors are supported by the ERC grant (Grant Agreement No. 291244 Esig).