Fetching the paper…
Reading the bibliography…
The signature of a path provides a top down description of the path in terms of its effects as a control [Differential Equations Driven by Rough Paths (2007) Springer].
Lyons, Terry J.T. J., Caruana, MichaelM. andLévy, ThierryT. (2007). Differential Equations Driven by Rough Paths. Lecture Notes in Math. 1908. Springer, Berlin
1908
Earlier work this paper cites.
Gerschgorin, S.S. (1931). Über die Abgrenzung der Eigenwerte einer Matrix. Bulletin de L’Académie des Sciences de L’URSS. Classe des Sciences Mathématiques et na 6 749–754
1931
Earlier work this paper cites.
Friz, PeterP. andVictoir, NicolasN. (2008). The Burkholder–Davis–Gundy inequality for enhanced martingales. In Séminaire de Probabilités XLI. Lecture Notes in Math. 1934 421–438. Springer, Berlin
1934
Earlier work this paper cites.
Berg, ChristianC. (1988). The cube of a normal distribution is indeterminate. Ann. Probab. 16 910–913
1988
Earlier work this paper cites.
Gaines, J. G.J. G. (1994). The algebra of iterated stochastic integrals. Stochastics Stochastics Rep. 49 169–179
1994
Earlier work this paper cites.
Jost, JürgenJ. (1998). Partielle Differentialgleichungen: elliptische (und parabolische) Gleichungen
1998
Cited alongside, same era.
Fawcett, ThomasT. (2003). Problems in stochastic analysis. Connections between rough paths and non-commutative harmonic analysis. Ph.D. thesis, Univ. Oxford
2003
Cited alongside, same era.
Øksendal, BerntB. (2003). Stochastic Differential Equations: An Introduction with Applications, 6th ed. Springer, Berlin
2003
Cited alongside, same era.
Lyons, TerryT. andVictoir, NicolasN. (2004). Cubature on Wiener space. Proc. R. Soc. Lond. Ser. A Math. Phys. Eng. Sci. 460 169–198
2004
Cited alongside, same era.
Morrey, Charles B.C. B. Jr. (2008). Multiple Integrals in the Calculus of Variations. Springer, Berlin
2008
Cited alongside, same era.
Friz, Peter K.P. K. andVictoir, Nicolas B.N. B. (2010). Multidimensional Stochastic Processes as Rough Paths: Theory and Applications. Cambridge Studies in Advanced Mathematics 120. Cambridge Univ. Press, Cambridge
2010
Later among the works it cites.
2012
Closest in time.
Ni, HaoH. (2012). The expected signature of a stochastic process. Ph.D. thesis, Univ. Oxford
2012
Closest in time.
2013
Closest in time.
Lawler, Gregory F.G. F. (2013). Intersections of Random Walks. Springer, New York
2013
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Closest in time.