On expected signatures and signature cumulants in semimartingale models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Friz, Peter K., Hager, Paul P., Tapia, Nikolas
Format:	Preprint
Published:	2024
Subjects:	Machine Learning Probability 60L10, 60L90, 60E10, 60G44, 60G48, 60G51, 60J76
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.05085