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arxiv: 1304.4930 · v2 · pith:CMSFAM6Vnew · submitted 2013-04-17 · 🧮 math.PR

Expected signature of Gaussian processes with strictly regular kernels

classification 🧮 math.PR
keywords gaussianprocessesexpectedkernelsregularsignaturealosclass
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We compute the expected signature of a class of Gaussian processes which is a subclass of the Gaussian processes with regular kernels, in the sense of Alos, Mazet and Nualart.

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