The Signature Kernel Is the Solution of a Goursat PDE

Cristopher Salvi, Thomas Cass, James Foster, Terry J. Lyons, Weixin Yang. The Signature Kernel Is the Solution of a Goursat PDE. SIMODS, 3(3):873-899, 2021. [doi]

Authors

Cristopher Salvi

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Thomas Cass

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James Foster

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Terry J. Lyons

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Weixin Yang

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