Effective algorithms for inverting the signature of a path

<p>The signature of a path is an important concept in rough paths theory. It has been proved in the literature that the terms in the signature of a path are bounded above, and it would then be interesting to consider whether a lower bound exists for the signature of a bounded-variation path. I...

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Bibliographic Details
Main Author: Chang, J
Other Authors: Lyons, T
Format: Thesis
Published: 2018
Subjects: