[BUKU][B] A course on rough paths
Peter K. Friz Martin Hairer With an Introduction to Regularity Structures Second Edition
Page 1 Universitext Peter K. Friz Martin Hairer A Course on Rough Paths With an …
Page 1 Universitext Peter K. Friz Martin Hairer A Course on Rough Paths With an …
A primer on the signature method in machine learning
I Chevyrev, A Kormilitzin - ar** the path signature methodology and its application to landmark-based human action recognition
Landmark-based human action recognition in videos is a challenging task in computer
vision. One key step is to design a generic approach that generates discriminative features …
vision. One key step is to design a generic approach that generates discriminative features …
[HTML][HTML] The uniqueness of signature problem in the non-Markov setting
H Boedihardjo, X Geng - Stochastic Processes and their Applications, 2015 - Elsevier
We establish a general framework for a class of multidimensional stochastic processes over
[0, 1] under which with probability one, the signature (the collection of iterated path integrals …
[0, 1] under which with probability one, the signature (the collection of iterated path integrals …
Singular paths spaces and applications
Motivated by recent applications in rough volatility and regularity structures, notably the
notion of singular modeled distribution, we study paths, rough paths and related objects with …
notion of singular modeled distribution, we study paths, rough paths and related objects with …
Selective domain wall depinning by localized Oersted fields and Joule heating
Using low temperature magnetoresistance measurements, the possibility to selectively move
a domain wall locally by applying current pulses through a Au nanowire adjacent to a …
a domain wall locally by applying current pulses through a Au nanowire adjacent to a …
Iterated integrals and population time series analysis
One of the core advantages topological methods for data analysis provide is that the
language of (co) chains can be mapped onto the semantics of the data, providing a natural …
language of (co) chains can be mapped onto the semantics of the data, providing a natural …
An Asymptotic Radius of Convergence for the Loewner Equation and Simulation of Traces via Splitting
In this paper, we study the convergence of Taylor approximations for the backward SLE
maps near the origin. In addition, this result highlights the limitations of using stochastic …
maps near the origin. In addition, this result highlights the limitations of using stochastic …