The insertion method to invert the signature of a path

The signature is a representation of a path as an infinite sequence of its iterated integrals. Under certain assumptions, the signature characterizes the path, up to translation and reparameterization. Therefore, a crucial question of interest is the development of efficient algorithms to invert the...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Fermanian, A, Chang, J, Lyons, T, Biau, G
التنسيق: Journal article
اللغة:English
منشور في: Cornell University 2023