Expected signature of Brownian motion up to the first exit time from a bounded domain

Date: 2015

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Lyons, T. and Ni, H. (2015) ‘Expected signature of Brownian motion up to the first exit time from a bounded domain’, The Annals of Probability, 43(5), pp. 2729–2762. doi: 10.1214/14-aop949.

Full text available at arxiv.org

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Prof. Terry Lyons

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Expected signature of Brownian motion up to the first exit time from a bounded domain

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