"Learning stochastic differential equations using RNN with log signature ..."

Shujian Liao et al. (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2024-03-20

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1908-08286
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  - https://dblp.org/rec/journals/corr/abs-1908-08286
Shujian Liao, Terry J. Lyons, Weixin Yang, Hao Ni:
Learning stochastic differential equations using RNN with log signature features. CoRR abs/1908.08286 (2019)

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