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math.PR2026
Expected signatures via partial integration, coordinate change and symmetrization
Paul P. Hager, Luca Pelizzari
We study signature transformations of heterogeneous paths whose components may differ in regularity and probabilistic structure. We introduce an invertible change of coor…
math.PR2024
Polynomial Volterra processes
Eduardo Abi Jaber, Christa Cuchiero, Luca Pelizzari +2
We study the class of continuous polynomial Volterra processes, which we define as solutions to stochastic Volterra equations driven by a continuous semimartingale with affine drif…