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Document type:
Masterarbeit
Author(s):
Benčić, Josip
Title:
The Signature Transform and Applications
Abstract:
The Signature transform is a way to encode paths and distributions of random paths in Rn. It is a collection of all iterated integrals of a path. The theory for piecewise differentiable paths follows naturally from the classical analysis and the Riemann-Stieltjes integral. Path space of realizations of stochastic processes of finite quadratic variation can have signatures with respect to Ito or Stratonovich Integral. Even wider path space can be characterized with signatures in the Rough Path T...     »
Supervisor:
Prof. Dr. Blanka Horvath
Advisor:
Prof. Dr. Blanka Horvath
Year:
2022
University:
Technische Universität München
Commencing Date:
15.12.2021
End of processing:
15.12.2022
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