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St · 1993

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Computational aspects of the Volterra Signature

math.NA · 2026-05-18 · unverdicted · novelty 6.0

Algorithms for Volterra signature computation achieve O(J^2), O(J log J) via FFT, and O(J R^2) via recursion, plus a predictor-corrector scheme, all implemented in a public JAX package.

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  • Computational aspects of the Volterra Signature math.NA · 2026-05-18 · unverdicted · none · ref 33

    Algorithms for Volterra signature computation achieve O(J^2), O(J log J) via FFT, and O(J R^2) via recursion, plus a predictor-corrector scheme, all implemented in a public JAX package.