Showing math.PRShow all
2 papers · 1 filter
math.PR2026
Statistical Inference for Fractional Diffusions
Pablo Ramses Alonso-Martin, Horatio Boedihardjo, Anastasia Papavasiliou
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first…
math.PR2025
Cartan's Path Development, the Logarithmic Signature and a Conjecture of Lyons-Sidorova
Horatio Boedihardjo, Xi Geng, Sheng Wang
The signature transform, which is defined in terms of iterated path integrals of all orders, provides a faithful representation of the group of tree-reduced geometric rough paths.…