"Numerical Schemes for Signature Kernels."

Thomas Cass, Francesco Piatti, Jeffrey Pei (2025)

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DOI: 10.1137/25M1740681

access: closed

type: Journal Article

metadata version: 2026-01-25

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Thomas Cass, Francesco Piatti, Jeffrey Pei:
Numerical Schemes for Signature Kernels. SIAM J. Numer. Anal. 63(6): 2371-2394 (2025)

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