The insertion method to invert the signature of a path

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...

Bibliografiset tiedot
Päätekijät:	Fermanian, A, Chang, J, Lyons, T, Biau, G
Aineistotyyppi:	Journal article
Kieli:	English
Julkaistu:	Cornell University 2023

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