Expected signatures via partial integration, coordinate change and symmetrization | Paper Citation Record

Observation ceeb1e1f-7d6e-49d6-b718-f3bd285035af · outbound

This paper cites Stochastic control with signatures via riccati equations on the tensor algebra, 2026.

Expected signatures via partial integration, coordinate change and symmetrization Stochastic control with signatures via riccati equations on the tensor algebra, 2026

Reference 1

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Observation ce99ebf6-cb18-4e9e-bdd6-6024d110e684 · outbound

This paper cites Polynomial Volterra processes.Electronic Journal of Probability, 29:1–37, 2024.

Expected signatures via partial integration, coordinate change and symmetrization Polynomial Volterra processes.Electronic Journal of Probability, 29:1–37, 2024

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:49.342424Z

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Observation 08f2fad9-ff96-4d9a-a433-177a774d10fa · outbound

This paper cites Signature volatility models: Pricing and hedging with fourier.SIAM Journal on Financial Mathematics, 16(2):606–642, 2025.

Expected signatures via partial integration, coordinate change and symmetrization Signature volatility models: Pricing and hedging with fourier.SIAM Journal on Financial Mathematics, 16(2):606–642, 2025

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:49.394588Z

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Observation abe2e9ab-4d93-49eb-b562-bd2c29e84ee1 · outbound

This paper cites Signature approach for pricing and hedging path- dependent options with frictions, 2025.

Expected signatures via partial integration, coordinate change and symmetrization Signature approach for pricing and hedging path- dependent options with frictions, 2025

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:49.479119Z

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Observation 82e9fa7d-225b-4831-b3dc-d5b2ab2c0870 · outbound

This paper cites Signature-based validation of real-world economic scenarios.ASTIN Bulletin, 54(2):410–440, 2024.

Expected signatures via partial integration, coordinate change and symmetrization Signature-based validation of real-world economic scenarios.ASTIN Bulletin, 54(2):410–440, 2024

Reference 5

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:49.540234Z

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Observation 1c9268e3-8fef-4a45-aa37-49949fff63af · outbound

This paper cites Solving linear-quadratic stochastic control problems with signatures.arXiv preprint arXiv:2602.23473, 2026.

Expected signatures via partial integration, coordinate change and symmetrization Solving linear-quadratic stochastic control problems with signatures.arXiv preprint arXiv:2602.23473, 2026

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:49.599556Z

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Observation 86cb24b0-55da-44a8-884d-184621abd361 · outbound

This paper cites Stochastic Control with Signatures.

Expected signatures via partial integration, coordinate change and symmetrization Stochastic Control with Signatures

Reference 7

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:49.687192Z

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Observation 58d52138-8698-401c-a7fc-f55f9d9add79 · outbound

This paper cites Hedging with temporary price impact.Mathematics and financial economics, 11(2):215–239, 2017.

Expected signatures via partial integration, coordinate change and symmetrization Hedging with temporary price impact.Mathematics and financial economics, 11(2):215–239, 2017

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:49.779448Z

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Observation b1a2a4f6-5075-44fa-911d-367e4f06c494 · outbound

This paper cites Operators associated with a stochastic differential equation driven by fractional brownian motions.Stochastic Processes and Their Applications, 117(5):550–574, 2007.

Expected signatures via partial integration, coordinate change and symmetrization Operators associated with a stochastic differential equation driven by fractional brownian motions.Stochastic Processes and Their Applications, 117(5):550–574, 2007

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:49.872656Z

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Observation daa17172-b3cb-40da-8c0e-e68172cd3e82 · outbound

This paper cites an unresolved cited work.

Expected signatures via partial integration, coordinate change and symmetrization Unresolved cited work

Reference 10

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:49.964606Z

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Observation 4f81d004-ba85-46f0-8f34-bc8017cdb45c · outbound

This paper cites Rough volatility.

Expected signatures via partial integration, coordinate change and symmetrization Rough volatility

Reference 11

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.063047Z

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Observation fc80d847-f019-4293-916b-5dc91b13a0dc · outbound

This paper cites A regularity structure for rough volatility.Mathematical Finance, 30(3):782–832, 2020.

Expected signatures via partial integration, coordinate change and symmetrization A regularity structure for rough volatility.Mathematical Finance, 30(3):782–832, 2020

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.150058Z

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Observation 28c2d050-4226-4a70-85ec-e0256efee7c5 · outbound

This paper cites Optimal stopping with signatures.The Annals of Applied Probability, 33(1):238–273, 2023.

Expected signatures via partial integration, coordinate change and symmetrization Optimal stopping with signatures.The Annals of Applied Probability, 33(1):238–273, 2023

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.161159Z

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Observation 41ab4b19-9604-46f5-abb9-e02e60b5f96f · outbound

This paper cites Primal and dual optimal stopping with signatures.

Expected signatures via partial integration, coordinate change and symmetrization Primal and dual optimal stopping with signatures

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.268886Z

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Observation 710d1595-a977-4e9c-94a3-bacbab141135 · outbound

This paper cites Correlators of polynomial processes.SIAM Journal on Financial Mathe- matics, 12(4):1374–1415, 2021.

Expected signatures via partial integration, coordinate change and symmetrization Correlators of polynomial processes.SIAM Journal on Financial Mathe- matics, 12(4):1374–1415, 2021

Reference 15

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.402104Z

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Observation dce2cd71-5d60-40bf-a0a8-42ffd54df15a · outbound

This paper cites The expected signature of brownian motion stopped on the boundary of a circle has finite radius of convergence.Bulletin of the London Mathematical Society, 53(1):285–299, 2021.

Expected signatures via partial integration, coordinate change and symmetrization The expected signature of brownian motion stopped on the boundary of a circle has finite radius of convergence.Bulletin of the London Mathematical Society, 53(1):285–299, 2021

Reference 16

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.487300Z

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Observation 1571f082-6f94-43d1-8bda-fd4418e48787 · outbound

This paper cites The signature of a rough path: uniqueness.Advances in Mathematics, 293:720–737, 2016.

Expected signatures via partial integration, coordinate change and symmetrization The signature of a rough path: uniqueness.Advances in Mathematics, 293:720–737, 2016

Reference 17

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.586297Z

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Observation bdf73f45-cb91-4d5e-870c-645f1892c324 · outbound

This paper cites A representation for the expected signature of brownian motion up to the first exit time of the planar unit disc.

Expected signatures via partial integration, coordinate change and symmetrization A representation for the expected signature of brownian motion up to the first exit time of the planar unit disc

Reference 18

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.675256Z

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Observation d360807d-2119-4ca7-9992-7560234ae8c2 · outbound

This paper cites Expected signature of gaussian processes with strictly regular kernels, 2013.

Expected signatures via partial integration, coordinate change and symmetrization Expected signature of gaussian processes with strictly regular kernels, 2013

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.731513Z

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Observation 1cb631e3-e22d-4ef4-807a-7ee56d23357c · outbound

This paper cites Rough differential equations for volatil- ity.arXiv preprint arXiv:2412.21192, 2024.

Expected signatures via partial integration, coordinate change and symmetrization Rough differential equations for volatil- ity.arXiv preprint arXiv:2412.21192, 2024

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.845746Z

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Observation 457db301-7076-4061-ba57-046374d9dd16 · outbound

This paper cites Adapted topologies and higher rank signatures.The Annals of Applied Probability, 33(3):2136–2175, 2023.

Expected signatures via partial integration, coordinate change and symmetrization Adapted topologies and higher rank signatures.The Annals of Applied Probability, 33(3):2136–2175, 2023

Reference 21

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.904115Z

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Observation 59c11e7a-06ae-4f0b-bd1e-7ab017d1cbda · outbound

This paper cites Signature cumulants, ordered partitions, and independence of stochastic processes.Bernoulli, 26(4):2727–2757, 2020.

Expected signatures via partial integration, coordinate change and symmetrization Signature cumulants, ordered partitions, and independence of stochastic processes.Bernoulli, 26(4):2727–2757, 2020

Reference 22

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:50.984950Z

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Observation 3bd1ea2d-5345-4989-9f8a-9b5412e22f3d · outbound

This paper cites Proper scoring rules, gradients, divergences, and entropies for paths and time series.Bayesian Analysis, 20(4):1615–1646, 2025.

Expected signatures via partial integration, coordinate change and symmetrization Proper scoring rules, gradients, divergences, and entropies for paths and time series.Bayesian Analysis, 20(4):1615–1646, 2025

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:51.061110Z

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Observation fd7d3229-7c53-44a7-9190-c3b7d946ddc1 · outbound

This paper cites Double-execution strategies using path signatures.SIAM Journal on Financial Mathematics, 13(4):1379–1417, 2022.

Expected signatures via partial integration, coordinate change and symmetrization Double-execution strategies using path signatures.SIAM Journal on Financial Mathematics, 13(4):1379–1417, 2022

Reference 24

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:51.138975Z

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Observation 6dca917b-5983-4acd-92a6-6ee68a2c4ad1 · outbound

This paper cites On the wiener chaos expansion of the signature of a gaussian process.Probability Theory and Related Fields, 189:909–947, 2024.

Expected signatures via partial integration, coordinate change and symmetrization On the wiener chaos expansion of the signature of a gaussian process.Probability Theory and Related Fields, 189:909–947, 2024

Reference 25

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:51.271838Z

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Observation 7bdb0ad8-6c72-479f-b41d-2f8b75c0d87b · outbound

This paper cites Lyons, and Xingcheng Xu.

Expected signatures via partial integration, coordinate change and symmetrization Lyons, and Xingcheng Xu

Reference 26

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:51.424988Z

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Observation a9953a49-5997-4358-a136-e645a3de003d · outbound

This paper cites Iterated integrals and exponential homomorphisms.Proceedings of the London Mathematical So- ciety, 3(1):502–512, 1954.

Expected signatures via partial integration, coordinate change and symmetrization Iterated integrals and exponential homomorphisms.Proceedings of the London Mathematical So- ciety, 3(1):502–512, 1954

Reference 27

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:51.589125Z

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Observation 0f885390-9e4c-452e-acd0-f650ddb9b602 · outbound

This paper cites Integration of paths, geometric invariants and a generalized baker-hausdorff formula.Annals of Mathematics, 65(1):163–178, 1957.

Expected signatures via partial integration, coordinate change and symmetrization Integration of paths, geometric invariants and a generalized baker-hausdorff formula.Annals of Mathematics, 65(1):163–178, 1957

Reference 28

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:51.704703Z

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Observation 08f3c08d-99fd-4c54-be6e-bd99058c6508 · outbound

This paper cites Orthogonal polynomials on path-space, 2026.

Expected signatures via partial integration, coordinate change and symmetrization Orthogonal polynomials on path-space, 2026

Reference 29

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:51.818208Z

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Observation d21fc865-d923-4c4f-96ea-36ced13517c3 · outbound

This paper cites Characteristic functions of measures on geometric rough paths.

Expected signatures via partial integration, coordinate change and symmetrization Characteristic functions of measures on geometric rough paths

Reference 30

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:51.909779Z

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Observation 0b29e723-20f6-48f4-8634-c780735f9c58 · outbound

This paper cites Signature moments to characterize laws of stochastic processes.The Journal of Machine Learning Research, 23(1):7928–7969, 2022.

Expected signatures via partial integration, coordinate change and symmetrization Signature moments to characterize laws of stochastic processes.The Journal of Machine Learning Research, 23(1):7928–7969, 2022

Reference 31

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Observation dbdc0a85-34d8-4d11-93ba-f06ff8224b34 · outbound

This paper cites Friz, and Harald Oberhauser.

Expected signatures via partial integration, coordinate change and symmetrization Friz, and Harald Oberhauser

Reference 32

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.025839Z

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Observation f2b9125c-ce9b-4fda-8561-525775d742d2 · outbound

This paper cites Solving backward stochastic differential equations using the cubature method: Application to nonlinear pricing.SIAM Journal on Financial Mathematics, 3(1):534–571, 2012.

Expected signatures via partial integration, coordinate change and symmetrization Solving backward stochastic differential equations using the cubature method: Application to nonlinear pricing.SIAM Journal on Financial Mathematics, 3(1):534–571, 2012

Reference 33

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.119121Z

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Observation 8c5005b5-adeb-4331-b1d6-042228a99444 · outbound

This paper cites Signature-Based Models: Theory and calibration.SIAM Journal on Financial Mathematics, 14(3):910–957, 2023.

Expected signatures via partial integration, coordinate change and symmetrization Signature-Based Models: Theory and calibration.SIAM Journal on Financial Mathematics, 14(3):910–957, 2023

Reference 34

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.175019Z

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Observation 01406c7a-fb27-4f4f-bf1f-6a76f4e702f8 · outbound

This paper cites Polynomial processes and their applications to mathematical finance.Finance and Stochastics, 16(4):711–740, 2012.

Expected signatures via partial integration, coordinate change and symmetrization Polynomial processes and their applications to mathematical finance.Finance and Stochastics, 16(4):711–740, 2012

Reference 35

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.227281Z

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Observation a8716c51-6d48-4974-af90-fd461fcffc11 · outbound

This paper cites Probability measure-valued polynomial diffusions.

Expected signatures via partial integration, coordinate change and symmetrization Probability measure-valued polynomial diffusions

Reference 36

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.248186Z

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Observation ac5f963e-70bf-44e2-804c-18c0c1fb0894 · outbound

This paper cites Polynomial McKean-Vlasov SDEs.

Expected signatures via partial integration, coordinate change and symmetrization Polynomial McKean-Vlasov SDEs

Reference 37

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.251265Z

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Observation 6e7a76e2-1b56-49a2-a14c-65c464a6e143 · outbound

This paper cites Infinite-dimensional polynomial processes.Finance and Stochastics, 25(2):383–426, 2021.

Expected signatures via partial integration, coordinate change and symmetrization Infinite-dimensional polynomial processes.Finance and Stochastics, 25(2):383–426, 2021

Reference 38

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.254672Z

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Observation 63dde7b6-29fa-45a9-a070-dd0ebde20c91 · outbound

This paper cites Signature SDEs from an affine and polynomial perspective.

Expected signatures via partial integration, coordinate change and symmetrization Signature SDEs from an affine and polynomial perspective

Reference 39

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Observation 60dc3300-a525-4f8a-b52e-b20f7120bcee · outbound

This paper cites an unresolved cited work.

Expected signatures via partial integration, coordinate change and symmetrization Unresolved cited work

Reference 40

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.262323Z

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Observation 841f0a3f-c259-4cdd-b0e5-46688d195b06 · outbound

This paper cites an unresolved cited work.

Expected signatures via partial integration, coordinate change and symmetrization Unresolved cited work

Reference 41

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.265835Z

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Observation 364eb723-0b1d-442d-b8d1-6fa9ec8f907c · outbound

This paper cites Invariants of multidimensional time series based on their iterated-integral signature.Acta Applicandae Mathematicae, 164(1):83–122, 2019.

Expected signatures via partial integration, coordinate change and symmetrization Invariants of multidimensional time series based on their iterated-integral signature.Acta Applicandae Mathematicae, 164(1):83–122, 2019

Reference 42

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.268978Z

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Observation 50cc3e9d-bf04-4801-9eb2-ab6a43bac7aa · outbound

This paper cites PhD thesis, University of Oxford, 2003.

Expected signatures via partial integration, coordinate change and symmetrization PhD thesis, University of Oxford, 2003

Reference 43

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.271867Z

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Observation ac921b8e-e752-4090-af68-a69045b9ceea · outbound

This paper cites an unresolved cited work.

Expected signatures via partial integration, coordinate change and symmetrization Unresolved cited work

Reference 44

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.274854Z

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Observation 10e9963c-2b5e-4322-bc6c-b8adcb277c91 · outbound

This paper cites Polynomial diffusions and applications in finance.Finance and Stochastics, 20(4):931–972, 2016.

Expected signatures via partial integration, coordinate change and symmetrization Polynomial diffusions and applications in finance.Finance and Stochastics, 20(4):931–972, 2016

Reference 45

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.277670Z

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Observation b158de76-0ebb-4bce-8228-99af7cbc3578 · outbound

This paper cites Polynomial jump-diffusion models.Stochastic Systems, 10(1):71–97, 2020.

Expected signatures via partial integration, coordinate change and symmetrization Polynomial jump-diffusion models.Stochastic Systems, 10(1):71–97, 2020

Reference 46

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.280526Z

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Observation 0102608c-0b4f-4eff-8d4f-72bdd28d264e · outbound

This paper cites Rough semimartingales and $p$-variation estimates for martingale transforms.

Expected signatures via partial integration, coordinate change and symmetrization Rough semimartingales and $p$-variation estimates for martingale transforms

Reference 47

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.283566Z

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Observation 6e0cf895-f6bb-4a06-bbcc-74b9429043aa · outbound

This paper cites Friz and Paul P.

Expected signatures via partial integration, coordinate change and symmetrization Friz and Paul P

Reference 48

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.286815Z

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Observation 17a70805-0d70-4c11-8d60-02cface69f28 · outbound

This paper cites Friz, Paul P.

Expected signatures via partial integration, coordinate change and symmetrization Friz, Paul P

Reference 49

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.289836Z

Source-reported events for the cited work

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Observation 9fa3fb4c-8ba5-4717-9dfb-c3baf19e2ca8 · outbound

This paper cites Friz, Paul P.

Expected signatures via partial integration, coordinate change and symmetrization Friz, Paul P

Reference 50

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.292479Z

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Observation b7f84ace-63fc-42a5-9d3c-b0810c4613da · outbound

This paper cites Springer, 2020.

Expected signatures via partial integration, coordinate change and symmetrization Springer, 2020

Reference 51

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.295702Z

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Observation fdd31452-2d97-40a2-85f3-28a4a07ee603 · outbound

This paper cites Rough stochastic differential equations.arXiv preprint arXiv:2106.10340, 2021.

Expected signatures via partial integration, coordinate change and symmetrization Rough stochastic differential equations.arXiv preprint arXiv:2106.10340, 2021

Reference 52

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.298691Z

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Observation 3b864f19-fc7e-465c-b58f-04a84378a2e6 · outbound

This paper cites Friz and Atul Shekhar.

Expected signatures via partial integration, coordinate change and symmetrization Friz and Atul Shekhar

Reference 53

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.301441Z

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Observation 6378f030-fcdf-46d2-b4f6-14fb8cd98a9e · outbound

This paper cites Cambridge University Press, 2010.

Expected signatures via partial integration, coordinate change and symmetrization Cambridge University Press, 2010

Reference 54

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.304354Z

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Observation 808a3c90-20dd-4f20-a2d0-7f3a17dd79e0 · outbound

This paper cites A partial rough path space for rough volatility.Electronic Journal of Prob- ability, 29:1–28, 2024.

Expected signatures via partial integration, coordinate change and symmetrization A partial rough path space for rough volatility.Electronic Journal of Prob- ability, 29:1–28, 2024

Reference 55

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.307148Z

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Observation 2aa3ac7d-8b10-4ae8-811e-d3cf51dad692 · outbound

This paper cites Signature trading: A path-dependent extension of the mean- variance framework with exogenous signals, 2023.

Expected signatures via partial integration, coordinate change and symmetrization Signature trading: A path-dependent extension of the mean- variance framework with exogenous signals, 2023

Reference 56

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.310273Z

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Observation 83304491-aa0b-488e-a643-0ded0455845c · outbound

This paper cites Springer, New York, 2 edition, 2011.

Expected signatures via partial integration, coordinate change and symmetrization Springer, New York, 2 edition, 2011

Reference 57

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.313200Z

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Observation 519d9a4d-365b-4ac0-9d9d-77a970fefe01 · outbound

This paper cites Gaussian rough paths lifts via complementary Young regularity.Electronic Commu- nications in Probability, 29:1–13, 2024.

Expected signatures via partial integration, coordinate change and symmetrization Gaussian rough paths lifts via complementary Young regularity.Electronic Commu- nications in Probability, 29:1–13, 2024

Reference 58

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.316065Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f3c2cc38-ffef-4bda-8ff3-bbe5b77e35f9 · outbound

This paper cites Expected signature on a riemannian manifold and its geometric implications,.

Expected signatures via partial integration, coordinate change and symmetrization Expected signature on a riemannian manifold and its geometric implications,

Reference 59

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.319060Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 491aeddc-b5b7-4ce3-b903-61b52f0da79a · outbound

This paper cites Differential equations driven by Π-rough paths.Proceedings of the Edinburgh Mathematical Society, 59(3):741–758, 2016.

Expected signatures via partial integration, coordinate change and symmetrization Differential equations driven by Π-rough paths.Proceedings of the Edinburgh Mathematical Society, 59(3):741–758, 2016

Reference 60

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.325744Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation adf674b2-bdc6-4ce3-bdd7-abd63e478f74 · outbound

This paper cites an unresolved cited work.

Expected signatures via partial integration, coordinate change and symmetrization Unresolved cited work

Reference 61

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.328563Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 3162779d-929b-4091-83b7-64fcf5558b2c · outbound

This paper cites Hager and Luca Pelizzari.

Expected signatures via partial integration, coordinate change and symmetrization Hager and Luca Pelizzari

Reference 62

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.331466Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 66639d73-d3ad-43b6-8adf-30dfaf5ce80d · outbound

This paper cites Uniqueness for the signature of a path of bounded variation and the reduced path group.Ann.

Expected signatures via partial integration, coordinate change and symmetrization Uniqueness for the signature of a path of bounded variation and the reduced path group.Ann

Reference 63

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.334394Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f4c9b863-9d70-4a5c-92b0-a997909cb8b9 · outbound

This paper cites Monte carlo construction of cubature on wiener space.Japan Journal of Industrial and Applied Mathematics, 39(2):543–571, 2022.

Expected signatures via partial integration, coordinate change and symmetrization Monte carlo construction of cubature on wiener space.Japan Journal of Industrial and Applied Mathematics, 39(2):543–571, 2022

Reference 64

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.338019Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 25975b33-00d4-4e8e-90e7-a7329903ce3c · outbound

This paper cites Optimal execution with rough path signatures.SIAM Journal on Financial Mathematics, 11(2):470–493, 2020.

Expected signatures via partial integration, coordinate change and symmetrization Optimal execution with rough path signatures.SIAM Journal on Financial Mathematics, 11(2):470–493, 2020

Reference 65

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.340971Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c53ab276-5870-4b15-98bb-c289210fd07d · outbound

This paper cites Kloeden and Eckhard Platen.Numerical Solution of Stochastic Differential Equations, volume 23 of Stochastic Modelling and Applied Probability.

Expected signatures via partial integration, coordinate change and symmetrization Kloeden and Eckhard Platen.Numerical Solution of Stochastic Differential Equations, volume 23 of Stochastic Modelling and Applied Probability

Reference 66

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.343966Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 58c62325-d6d1-4e92-8e93-563d54483017 · outbound

This paper cites On (p, q)-rough paths.Journal of Differential Equations, 225(1):103–133, 2006.

Expected signatures via partial integration, coordinate change and symmetrization On (p, q)-rough paths.Journal of Differential Equations, 225(1):103–133, 2006

Reference 67

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.346873Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c02d995b-500c-485c-9b19-1c6d52a7d10d · outbound

This paper cites Bonilla, and Terry Lyons.

Expected signatures via partial integration, coordinate change and symmetrization Bonilla, and Terry Lyons

Reference 68

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.350011Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation be1f1b47-8663-47fc-a9db-e9adb5cc0da5 · outbound

This paper cites Learning from the past, predicting the statistics for the future, learning an evolving system, 2013.

Expected signatures via partial integration, coordinate change and symmetrization Learning from the past, predicting the statistics for the future, learning an evolving system, 2013

Reference 69

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.352918Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 90b64497-4073-43ad-ae52-a9bb1180ce8a · outbound

This paper cites Expected signature of stopped brownian motion ond-dimensionalC 2,α-domains has finite radius of convergence everywhere: 2≤d≤8.Journal of Functional Analysis, 282(12):109447, 2022.

Expected signatures via partial integration, coordinate change and symmetrization Expected signature of stopped brownian motion ond-dimensionalC 2,α-domains has finite radius of convergence everywhere: 2≤d≤8.Journal of Functional Analysis, 282(12):109447, 2022

Reference 70

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.356263Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 91f1566b-24a1-48cb-b862-70b75a632294 · outbound

This paper cites Sig-Wasserstein GANs for conditional time series generation.Mathematical Finance, 34(2):622–670, 2024.

Expected signatures via partial integration, coordinate change and symmetrization Sig-Wasserstein GANs for conditional time series generation.Mathematical Finance, 34(2):622–670, 2024

Reference 71

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.359148Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 239d8b49-87a8-4eeb-9509-8f6405d8ccce · outbound

This paper cites High order recombination and an application to cubature on Wiener space.

Expected signatures via partial integration, coordinate change and symmetrization High order recombination and an application to cubature on Wiener space

Reference 72

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.363044Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 96695038-2cfb-44d1-ab5b-97d1bb2bec5b · outbound

This paper cites Pakkanen, and Almut E.

Expected signatures via partial integration, coordinate change and symmetrization Pakkanen, and Almut E

Reference 73

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.366816Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 2570d8b7-1fda-4aa9-881b-58c09550e6cb · outbound

This paper cites Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures.Applied Mathematical Finance, 26(6):583–597, 2019.

Expected signatures via partial integration, coordinate change and symmetrization Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures.Applied Mathematical Finance, 26(6):583–597, 2019

Reference 74

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.369673Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 980f9411-3e18-43ee-857c-36cc2c0e9e6c · outbound

This paper cites Expected signature of brownian motion up to the first exit time from a bounded domain.

Expected signatures via partial integration, coordinate change and symmetrization Expected signature of brownian motion up to the first exit time from a bounded domain

Reference 75

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.373291Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 90cdc60a-aaf9-4d58-b30b-792df1253a61 · outbound

This paper cites Cubature on wiener space.Proceedings of the Royal Society of London.

Expected signatures via partial integration, coordinate change and symmetrization Cubature on wiener space.Proceedings of the Royal Society of London

Reference 76

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.376240Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ae4dd293-380d-4f6d-9c31-a06f7a3ca459 · outbound

This paper cites Differential equations driven by rough signals.Revista Matem´ atica Iberoamericana, 14(2):215–310, 1998.

Expected signatures via partial integration, coordinate change and symmetrization Differential equations driven by rough signals.Revista Matem´ atica Iberoamericana, 14(2):215–310, 1998

Reference 77

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.381751Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 0e4e1676-546a-41e5-8abf-906f5b0b0c95 · outbound

This paper cites Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals.

Expected signatures via partial integration, coordinate change and symmetrization Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals

Reference 78

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.389171Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9526db98-45b3-4a8b-b015-22c322337251 · outbound

This paper cites PhD thesis, Oxford University, UK, 2012.

Expected signatures via partial integration, coordinate change and symmetrization PhD thesis, Oxford University, UK, 2012

Reference 79

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.403132Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 476b7787-7c2a-4615-9600-163e3fc36b39 · outbound

This paper cites Concentration and exact convergence rates for expected brownian signatures.Electronic Communications in Probability, 20(8):1–11, 2015.

Expected signatures via partial integration, coordinate change and symmetrization Concentration and exact convergence rates for expected brownian signatures.Electronic Communications in Probability, 20(8):1–11, 2015

Reference 80

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.410351Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 5ed4db84-3dd2-4433-b2ec-506ddb87f9e7 · outbound

This paper cites pathsig: A gpu-accelerated library for truncated and projected path signatures, 2026.

Expected signatures via partial integration, coordinate change and symmetrization pathsig: A gpu-accelerated library for truncated and projected path signatures, 2026

Reference 81

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.417596Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation be7fe155-d741-4a11-9c77-b787f0408f08 · outbound

This paper cites Parameter estimation for rough differential equations.The Annals of Statistics, 39(4):2047–2073, 2011.

Expected signatures via partial integration, coordinate change and symmetrization Parameter estimation for rough differential equations.The Annals of Statistics, 39(4):2047–2073, 2011

Reference 82

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.422751Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation deaa3bec-aa87-4eec-99b0-665d16589742 · outbound

This paper cites On the signature and cubature of the fractional brownian motion forH > 1 2 .Stochastic Processes and their Applications, 130(3):1226–1257, 2020.

Expected signatures via partial integration, coordinate change and symmetrization On the signature and cubature of the fractional brownian motion forH > 1 2 .Stochastic Processes and their Applications, 130(3):1226–1257, 2020

Reference 83

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.430836Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c5cf44a7-7c7e-4165-8fee-172c00bf14be · outbound

This paper cites On the relation between the multidimensional moment problem and the one-dimensional moment problem.Mathematica Scandinavica, pages 361–366, 1982.

Expected signatures via partial integration, coordinate change and symmetrization On the relation between the multidimensional moment problem and the one-dimensional moment problem.Mathematica Scandinavica, pages 361–366, 1982

Reference 84

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.437345Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation cef3deb6-9b5e-4bd0-9512-5f7668955a9c · outbound

This paper cites From hopf algebras to rough paths and regularity structures, 2021.

Expected signatures via partial integration, coordinate change and symmetrization From hopf algebras to rough paths and regularity structures, 2021

Reference 85

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.445700Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation bc72a9cc-d432-4bd4-b117-bcd9dbd4d33b · outbound

This paper cites New Series.

Expected signatures via partial integration, coordinate change and symmetrization New Series

Reference 86

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.451002Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 49de86ba-b701-4388-b898-f3a38114e3df · outbound

This paper cites Higher order kernel mean embeddings to capture filtrations of stochastic processes.

Expected signatures via partial integration, coordinate change and symmetrization Higher order kernel mean embeddings to capture filtrations of stochastic processes

Reference 87

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.465649Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 0cd7c462-42aa-4115-8833-782c57ef086d · outbound

This paper cites Nonlinear independent component analysis for discrete-time and continuous-time signals.The Annals of Statistics, 51(2):487–518, 2023.

Expected signatures via partial integration, coordinate change and symmetrization Nonlinear independent component analysis for discrete-time and continuous-time signals.The Annals of Statistics, 51(2):487–518, 2023

Reference 88

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.471659Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8ba45f64-6da7-4123-9670-8c09749d09c0 · outbound

This paper cites Construction of a third-order K-scheme and its application to financial models.SIAM Journal on Financial Mathematics, 8(1):901–932, 2017.

Expected signatures via partial integration, coordinate change and symmetrization Construction of a third-order K-scheme and its application to financial models.SIAM Journal on Financial Mathematics, 8(1):901–932, 2017

Reference 89

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.477521Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 077e8625-013b-4deb-86ca-64047eb75fd3 · outbound

This paper cites Sweedler.Hopf Algebras, volume 44 ofMathematics Lecture Note Series.

Expected signatures via partial integration, coordinate change and symmetrization Sweedler.Hopf Algebras, volume 44 ofMathematics Lecture Note Series

Reference 90

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.488616Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b22f0f28-eef9-4666-8269-ff47621f5ee6 · outbound

This paper cites nY l=1 X H rl # −E.

Expected signatures via partial integration, coordinate change and symmetrization nY l=1 X H rl # −E

Reference 91

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.492464Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f30ad48c-7253-424e-a05b-d3ad767fb49c · outbound

This paper cites an unresolved cited work.

Expected signatures via partial integration, coordinate change and symmetrization Unresolved cited work

Reference 2024

Resolution: unresolved; no resolver link, observed 2026-08-03T05:15:52.322681Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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