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Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach
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authors
Arabpour, Reza
Armstrong, John
Galimberti, Luca
Kratsios, Anastasis
Livieri, Giulia
publication date
May 30, 2024
Research
keywords
cs.LG
cs.NA
cs.NE
math.DG
math.NA
q-fin.CP
Identity
Digital Object Identifier (DOI)
10.48550/arxiv.2405.20094