The signature of a rough path: uniqueness


Autoria(s): Boedihardjo, Horatio; Geng, Xi; Lyons, Terry; Yang, Danyu
Data(s)

30/04/2016

Resumo

In the context of controlled differential equations, the signature is the exponential function on paths. B. Hambly and T. Lyons proved that the signature of a bounded variation path is trivial if and only if the path is tree-like. We extend Hambly–Lyons' result and their notion of tree-like paths to the setting of weakly geometric rough paths in a Banach space. At the heart of our approach is a new definition for reduced path and a lemma identifying the reduced path group with the space of signatures.

Formato

text

Identificador

http://centaur.reading.ac.uk/58182/1/Signature%20of%20a%20rough%20path%20Uniqueness.pdf

Boedihardjo, H. <http://centaur.reading.ac.uk/view/creators/90006975.html>, Geng, X. , Lyons, T. and Yang, D. (2016) The signature of a rough path: uniqueness. Advances in Mathematics, 293. pp. 720-737. ISSN 1090-2082 doi: 10.1016/j.aim.2016.02.011 <http://dx.doi.org/10.1016/j.aim.2016.02.011>

Idioma(s)

en

Publicador

Elsevier

Relação

http://centaur.reading.ac.uk/58182/

creatorInternal Boedihardjo, Horatio

http://www.sciencedirect.com/science/article/pii/S0001870816301104

10.1016/j.aim.2016.02.011

Tipo

Article

NonPeerReviewed