Stratonovich's signatures of Brownian motion determine Brownian sample paths

DOI10.1007/s00440-012-0454-zzbMath1291.60110arXiv1102.3601OpenAlexW2058621804MaRDI QIDQ377519

Yves Le Jan, Zhongmin Qian

Publication date: 6 November 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.3601

zbMATH Keywords

Brownian motionsignaturesrough paths

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Probabilistic potential theory (60J45) Stochastic integrals (60H05)

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