Expected Signature Kernels for Rough Paths

arXiv:2509.07893 · math.PR, stat.ML · Submitted 2025-09-09 · Read on arXiv

math.PR, stat.ML

Submitted: 2025-09-09

Updated: 2026-10-15

Terminology

• Magnus Expansion — 1× in this paper · explained in 4 episodes

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