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Tags: Brownian motion

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Tail Asymptotics of the Signature of various stochastic processes and its connection to the Quadratic Variation

https://davku.lnx.warwick.ac.uk/files/original/8b45411702f655fd7b00a218cb316a80.pdf

Tags: Brownian motion, Martin Gbur, quadratic variation, sequence, Statistics, stochastic process

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