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

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

Martin Gbur, “Tail Asymptotics of the Signature of various stochastic processes and its connection to the Quadratic Variation,” URSS SHOWCASE, accessed November 24, 2024, https://urss.warwick.ac.uk/items/show/506.