13 citations · 63 across the 22 of their papers we have counts for
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math.CA2016★ 1 cited
Factorial Decay of Iterated Rough Integrals
Horatio Boedihardjo
In this complementary note to [1] (arXiv:1501.05641), we provide an alternative proof for the factorial decay estimate of iterated integrals for geometric rough paths without using…
math.PR2016★ 3 cited
The Tail Asymptotics of the Brownian Signature
Horatio Boedihardjo, Xi Geng
The signature of a path γis a sequence whose n-th term is the order-n iterated integrals of γ. It arises from solving multidimensional linear differential equations driven by γ. We…
math.PR2016★ 2 cited
A Quasi-sure Non-degeneracy Property for the Brownian Rough Path
Horatio Boedihardjo, Xi Geng, Xuan Liu +1
In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or quasi-surely), the signature path (which consists of iterated path integrals in eve…