Geodesic
Inverting the signature of a path
Journal of the European Mathematical Society, Tome 20 (2018) no. 7, pp. 1655-1687.

Voir la notice de l'article provenant de la source EMS Press

The aim of this article is to develop an explicit procedure that enables one to reconstruct any C1 path (at natural parametrization) from its signature. We also explicitly quantify the distance between the reconstructed path and the original path in terms of the number of terms in the signature that are used for the construction and the modulus of continuity of the derivative of the path. A key ingredient in the construction is the use of a procedure of symmetrization that separates the behaviour of the path at small and large scales.
DOI : 10.4171/jems/796
Classification : 70-XX, 93-XX
Mots-clés : Signature, inversion, symmetrization 
@article{JEMS_2018_20_7_a3,
     author = {Terry J. Lyons and Weijun Xu},
     title = {Inverting the signature of a path},
     journal = {Journal of the European Mathematical Society},
     pages = {1655--1687},
     publisher = {mathdoc},
     volume = {20},
     number = {7},
     year = {2018},
     doi = {10.4171/jems/796},
     url = {https://geodesic-test.mathdoc.fr/articles/10.4171/jems/796/}
}
TY  - JOUR
AU  - Terry J. Lyons
AU  - Weijun Xu
TI  - Inverting the signature of a path
JO  - Journal of the European Mathematical Society
PY  - 2018
SP  - 1655
EP  - 1687
VL  - 20
IS  - 7
PB  - mathdoc
UR  - https://geodesic-test.mathdoc.fr/articles/10.4171/jems/796/
DO  - 10.4171/jems/796
ID  - JEMS_2018_20_7_a3
ER  - 
%0 Journal Article
%A Terry J. Lyons
%A Weijun Xu
%T Inverting the signature of a path
%J Journal of the European Mathematical Society
%D 2018
%P 1655-1687
%V 20
%N 7
%I mathdoc
%U https://geodesic-test.mathdoc.fr/articles/10.4171/jems/796/
%R 10.4171/jems/796
%F JEMS_2018_20_7_a3
Terry J. Lyons; Weijun Xu. Inverting the signature of a path. Journal of the European Mathematical Society, Tome 20 (2018) no. 7, pp. 1655-1687. doi : 10.4171/jems/796. https://geodesic-test.mathdoc.fr/articles/10.4171/jems/796/

Cité par Sources :