The Signature Kernel is the Solution of a Goursat PDE

Cristopher Salvi, Thomas Cass, James Foster, Terry Lyons, Weixin Yang

Research output: Contribution to journalArticlepeer-review

36 Citations (SciVal)

Fingerprint

Dive into the research topics of 'The Signature Kernel is the Solution of a Goursat PDE'. Together they form a unique fingerprint.

Mathematics

Computer Science