Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The expected signature of Brownian motion stopped on the boundary of a
  circle has finite radius of convergence   The expected signature is an analogue of the Laplace transform for rough
paths. Chevyrev and Lyons showed that, under certain moment conditions, the
expected signature determines the laws of signatures. Lyons and Ni posed the
question of whether the expected signature of Brownian motion up to the exit
time of a domain satisfies Chevyrev and Lyons' moment condition. We provide the
first example where the answer is negative.

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The categories of this paper are: alg-geom
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The categories of this paper are: econ
22
The categories of this paper are: chao-dyn
31
The categories of this paper are: ao-sci
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The categories of this paper are: supr-con
36
The categories of this paper are: cmp-lg
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The categories of this paper are: atom-ph
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The categories of this paper are: adap-org
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The categories of this paper are: q-alg
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The categories of this paper are: comp-gas
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The categories of this paper are: math-ph
8
The categories of this paper are: hep-ex
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The categories of this paper are: nlin
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The categories of this paper are: nucl-ex
4
The categories of this paper are: cond-mat
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The categories of this paper are: chem-ph