Expected signature of Gaussian processes with strictly regular kernels

H. Boedihardjo; A. Papavasiliou; Z. Qian

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arXiv · 1304.4930

Expected signature of Gaussian processes with strictly regular kernels

H. Boedihardjo·A. Papavasiliou·Z. Qian

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Abstract

We compute the expected signature of a class of Gaussian processes which is a subclass of the Gaussian processes with regular kernels, in the sense of Alos, Mazet and Nualart.

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H. Boedihardjo, A. Papavasiliou, Z. Qian. 2013-04-17. Expected signature of Gaussian processes with strictly regular kernels. https://arxiv.org/abs/1304.4930

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