All Questions

I understand this is not a research level question but I really want to know, would anyone please help. This question is related to the signatures that arises in rough path theory. https://en....

Question When, does the process $\tilde{X}_t$, defined path-wise by $$ \tilde{X}_t(\omega)\triangleq \rho_{\frac1{2}}\left((y_t,\mathbb{Y}_t),(x_t(\omega),\mathbb{X}_t(\omega))\right), $$ define a ...

The time-derivative $\frac{dB_H}{dt}$ of the fractional Brownian motion may be interpreted as a random Schwartz distribution acting on a test function by $$ \left\langle \frac{dB_H}{dt}, f \right\...