We compute the expected signature of a class of Gaussian processes which is a subclass of the Gaussian processes with regular kernels, in the sense of Alos, Mazet and Nualart.
Cite
@article{arxiv.1304.4930,
title = {Expected signature of Gaussian processes with strictly regular kernels},
author = {H. Boedihardjo and A. Papavasiliou and Z. Qian},
journal= {arXiv preprint arXiv:1304.4930},
year = {2013}
}