Log-PDE Methods for Rough Signature Kernels

Maud Lemercier, Terry J. Lyons, Cristopher Salvi. Log-PDE Methods for Rough Signature Kernels. SIAM J. Numerical Analysis, 64(4):1095-1125, 2026. [doi]

Authors

Maud Lemercier

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Terry J. Lyons

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Cristopher Salvi

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