Cristopher Salvi Thomas Cass James M. Foster Terry J. Lyons Weixin Yang The Signature Kernel Is the Solution of a Goursat PDE. 873-899 2021 3 SIAM J. Math. Data Sci. 3 https://doi.org/10.1137/20M1366794 db/journals/simods/simods3.html#SalviCFLY21