Generalized Euler-Maclaurin formula and Signatures
C Bellingeri, PK Friz, S Paycha - arXiv preprint arXiv:2403.09335, 2024 - arxiv.org
The Euler-Maclaurin formula which relates a discrete sum with an integral, is generalised to
the setting of Riemann-Stieltjes sums and integrals on stochastic processes whose paths …
the setting of Riemann-Stieltjes sums and integrals on stochastic processes whose paths …