Emilio Ferrucci

works on

controlled differential equations 1 log-signature 1 numerical approximation 1 path signatures 1 rough paths 1 stochastic differential equations 1

From the 1 of 7 linked papers with an AI index.

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math.NA2026

Concise $(ε, r)$ -representations of a path

The paper investigates how to store a path using a truncated log-signature with the optimal balance between the number of intervals and signature degree, minimizing memory while gu…

Concise (ε,r)-representations of a path

Concise $(ε, r)$ -representations of a path