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]
@article{SalviCFLY21,
title = {The Signature Kernel Is the Solution of a Goursat PDE},
author = {Cristopher Salvi and Thomas Cass and James Foster and Terry J. Lyons and Weixin Yang},
year = {2021},
doi = {10.1137/20M1366794},
url = {https://doi.org/10.1137/20M1366794},
researchr = {https://researchr.org/publication/SalviCFLY21},
cites = {0},
citedby = {0},
journal = {SIMODS},
volume = {3},
number = {3},
pages = {873-899},
}