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ENTITY Expected Signature Kernels for Rough Paths

Expected Signature Kernels for Rough Paths

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  1. TOOL · CL_303862 ·

    New method characterizes expected signature kernels for Lévy rough paths

    Researchers have developed a method to characterize the expected signature kernel for Lévy rough paths, a measure of similarity for probability laws on path space. This work builds upon previous research and provides a …