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controlled differential equations 1functional analysis 1lie groups 1rough paths 1signature methods 1universal approximation 1

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math.CA2026

Dynamic Universal Approximation via Signature Controlled Differential Equations

Tomás Carrondo, Christa Cuchiero, Paul P. Hager +1

The paper introduces signature controlled differential equations (Sig‑CDEs) and shows that they can universally approximate any well‑posed path‑dependent controlled differential eq…