Inverting the signature of a path

<p>This thesis consists of two parts. The first part (Chapters 2-4) focuses on the problem of inverting the signature of a path of bounded variation, and we present three results here. First, we give an explicit inversion formula for any axis path in terms of its signature. Second, we show tha...

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Détails bibliographiques
Auteur principal: Xu, W
Autres auteurs: Lyons, T
Format: Thèse
Langue:English
Publié: 2013
Sujets: