The signature of a rough path: uniqueness

DOI10.1016/j.aim.2016.02.011zbMath1347.60094arXiv1406.7871OpenAlexW2964143464WikidataQ56689342 ScholiaQ56689342MaRDI QIDQ261201

Horatio Boedihardjo, X. Geng, Terence J. Lyons, Dan-Yu Yang

Publication date: 22 March 2016

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.7871

zbMATH Keywords

signatureChen seriesrough pathscontrolled differential equationMagnus seriesreduced path group

Mathematics Subject Classification ID

Stochastic analysis (60H99)

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• Integration of Paths--A Faithful Representation of Paths by Noncommutative Formal Power Series
• Multidimensional Stochastic Processes as Rough Paths
• System Control and Rough Paths
• Iterated Integrals and Exponential Homomorphisms^†
• On an inversion theorem for Stratonovich's signatures of multidimensional diffusion paths

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