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Uniqueness for the signature of a path of bounded variation and the reduced path group
1 references·6 citing·16 second hop
Uniqueness for the signature of a path of bounded variation and the reduced path group (2010)Uniqueness for the signature of a path of…Differential Equations Driven by Rough Paths (2007)Differential Equations Driven…A Data-Driven Market Simulator for Small Data Environments (2020)A Data-Driven Market Simulato…General rough integration, Lévy rough paths and a Lévy–Kintchine-type formula (2017)General rough integration, Lé…The signature of a rough path: Uniqueness (2016)The signature of a rough path…Discretely sampled signals and the rough Hoff process (2016)Discretely sampled signals an…Characteristic functions of measures on geometric rough paths (2016)Characteristic functions of m…Physical Brownian motion in a magnetic field as a rough path (2015)Physical Brownian motion in a…Differential equations driven by rough signals (1998)System Control and Rough Paths (2002)Multidimensional Stochastic Processes as Rough Paths (2010)Canonical RDEs and general semimartingales as rough paths (2018)Lévy Processes and Stochastic Calculus (2004)Signature-Based Models: Theory and Calibration (2023)Long memory in continuous‐time stochastic volatility models (1998)Volatility Is Rough (2018)Non-parametric Pricing and Hedging of Exotic Derivatives (2020)Sig-SDEs model for quantitative finance (2020)A Course on Rough Paths (2014)Empirical properties of asset returns: stylized facts and statistical issues (2001)Reinforcement learning and stochastic optimisation (2021)UNIQUENESS FOR THE SIGNATURE OF A PATH OF BOUNDED VARIATION AND THE REDUCED PATH GROUP (2006)Smoothness of the density for solutions to Gaussian rough differential equations (2014)A Wong-Zakai theorem for stochastic PDEs (2015)
this work references cited by second hop

References

  • 2007Differential Equations Driven by Rough Paths381 cited

Cited by

  • 2016The signature of a rough path: Uniqueness94 cited
  • 2015Physical Brownian motion in a magnetic field as a rough path59 cited
  • 2016Characteristic functions of measures on geometric rough paths58 cited
  • 2020A Data-Driven Market Simulator for Small Data Environments53 cited
  • 2017General rough integration, Lévy rough paths and a Lévy–Kintchine-type formula47 cited
  • 2016Discretely sampled signals and the rough Hoff process40 cited

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