A Representation for the Expected Signature of Brownian Motion up to the First Exit Time of the Planar Unit Disc

2026 Open access

Read full text
Authors: Horatio Boedihardjo, Lin He, Lisa Wang
DOI: 10.1007/978-3-032-03914-9_7
Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications

Publication details

Pages
189–213
Publication date
1 January 2026
Language
EN