Inverting the signature of a path

The aim of this article is to develop an explicit procedure that enables one to reconstruct any C1 path (at natural parametrization) from its signature. We also explicitly quantify the distance between the reconstructed path and the original path in terms of the number of terms in the signature tha...

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Bibliographic Details
Main Authors: Lyons, TJ, Xu, W
Format: Journal article
Language:English
Published: EMS Press 2018