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Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU
3 references·1 citing·13 second hop
Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU (2020)Signatory: differentiable computations of…Rough paths, Signatures and the modelling of functions on streams (2014)Rough paths, Signatures and t…Differential Equations Driven by Rough Paths (2007)Differential Equations Driven…Differential equations driven by rough signals (1998)Differential equations driven…Sig-SDEs model for quantitative finance (2020)Sig-SDEs model for quantitati…UNIQUENESS FOR THE SIGNATURE OF A PATH OF BOUNDED VARIATION AND THE REDUCED PATH GROUP (2006)Multidimensional Stochastic Processes as Rough Paths (2010)Characteristic functions of measures on geometric rough paths (2016)Discretely sampled signals and the rough Hoff process (2016)A Data-Driven Market Simulator for Small Data Environments (2020)Prices of State-Contingent Claims Implicit in Option Prices (1978)Brownian Motion and Stochastic Calculus (2007)Integration with respect to fractal functions and stochastic calculus. I (1998)Stochastic analysis, rough path analysis and fractional Brownian motions (2002)Smoothness of the density for solutions to Gaussian rough differential equations (2014)The signature of a rough path: Uniqueness (2016)Differential equations driven by fractional Brownian motion (2002)Controlling rough paths (2004)
this work references cited by second hop

References

  • 1998Differential equations driven by rough signals1,077 cited
  • 2007Differential Equations Driven by Rough Paths237 cited
  • 2014Rough paths, Signatures and the modelling of functions on streams73 cited

Cited by

  • 2020Sig-SDEs model for quantitative finance28 cited

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