11 citations · 16 across the 9 of their papers we have counts for
9 papers
Expected Signature on a Riemannian Manifold and Its Geometric Implications
Xi Geng, Hao Ni, Chaorui Wang
On a compact Riemannian manifold we show that the Riemannian distance function can be explicitly reconstructed from suitable asymptotics of the expected signature of…
Generative Modelling of Lévy Area for High Order SDE Simulation
Andraž Jelinčič, Jiajie Tao, William F. Turner +3
It is well understood that, when numerically simulating SDEs with general noise, achieving a strong convergence rate better than (where h is the step size) requires t…
Small mass limit of expected signature for physical Brownian motion
Siran Li, Hao Ni, Qianyu Zhu
Physical Brownian motion describes the dynamics of a Brownian particle experiencing frictional force. It was investigated in the classical work [L. S. Ornstein and G. E. Uhlenbeck,…
Expected signature of stopped Brownian motion on -dimensional -domains has finite radius of convergence everywhere:
Siran Li, Hao Ni
A fundamental question in rough path theory is whether the expected signature of a geometric rough path completely determines the law of signature. One sufficient condition is that…
The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence
Horatio Boedihardjo, Joscha Diehl, Marc Mezzarobba +1
The expected signature is an analogue of the Laplace transform for rough paths. Chevyrev and Lyons showed that, under certain moment conditions, the expected signature determines t…
-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
Yi Chen, Jing Dong, Hao Ni
Consider the fractional Brownian Motion (fBM) with Hurst index . We construct a probability space supporting both and a fully simul…