13 citations · 63 across the 22 of their papers we have counts for
Showing 2013 · math.PRShow all
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math.PR2013★ 1 cited
Quasi-sure Existence of Gaussian Rough Paths and Large Deviation Principles for Capacities
Horatio Boedihardjo, Xi Geng, Zhongmin Qian
We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a la…
math.PR2013
Expected signature of Gaussian processes with strictly regular kernels
H. Boedihardjo, A. Papavasiliou, Z. Qian
We compute the expected signature of a class of Gaussian processes which is a subclass of the Gaussian processes with regular kernels, in the sense of Alos, Mazet and Nualart.
math.PR2013★ 3 cited
Uniqueness of signature for simple curves
H. Boedihardjo, H. Ni, Z. Qian
We propose a topological approach to the problem of determining a curve from its iterated integrals. In particular, we prove that a family of terms in the signature series of a two…