TC

T. Carrondo do Amaral Magalhães Simões

Authored

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Universality of Signatures in Rough Path Spaces

A Kernel-Theoretic Approach to Local and Global Approximations

This thesis examines the approximation capabilities of path signatures within rough path spaces, focusing on both local and global universality. To this end, we provide a self-contained introduction to Rough Path theory, highlighting the interplay between additive and multiplicat ...