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20122024
most citedThe expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence

11 citations · 16 across the 9 of their papers we have counts for

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math.PR2023

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,…