8 citations · 15 across the 5 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2020★ 1 cited
Adapted Topologies and Higher Rank Signatures
Patric Bonnier, Chong Liu, Harald Oberhauser
The topology of weak convergence does not account for the growth of information over time that is captured in the filtration of an adapted stochastic process. For example, two adap…
math.PR2019★ 8 cited
Signature Cumulants, Ordered Partitions, and Independence of Stochastic Processes
Patric Bonnier, Harald Oberhauser
The sequence of so-called signature moments describes the laws of many stochastic processes in analogy with how the sequence of moments describes the laws of vector-valued random v…