On an inversion theorem for Stratonovich's signatures of multidimensional diffusion paths

DOI10.1214/14-AIHP644zbMath1333.60171arXiv1304.6985OpenAlexW2224711030MaRDI QIDQ5963224

Zhongmin Qian, X. Geng

Publication date: 4 March 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.6985

zbMATH Keywords

inversion theoremrough pathshypoelliptic diffusionsStratonovich signatures

Mathematics Subject Classification ID

Diffusion processes (60J60) Probabilistic potential theory (60J45) Sample path properties (60G17) Stochastic integrals (60H05)

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