In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or quasi-surely), the signature path (which consists of iterated path integrals in every degree) of Brownian motion is non-selfintersecting. This property relates closely to a non-degeneracy property for the Brownian rough path arising naturally from the uniqueness of signature problem in rough path theory. As an important consequence we conclude that quasi-surely, the Brownian rough path does not have any tree-like pieces and every sample path of Brownian motion is uniquely determined by its signature up to reparametrization
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. Thi...
The signature of a path \gamma is a sequence whose n-th term is the order-n iterated integrals of \g...
In the context of controlled differential equations, the signature is the exponential function on pa...
In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or qua...
In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or qua...
In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or qua...
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. Th...
In the context of controlled differential equations, the signature is the exponential function on pa...
In both physical and social sciences, we usually use controlled differential equation to model vario...
The main contribution of the present thesis is in two aspects. The first one, which is the heart of ...
The expected signature is an analogue of the Laplace transform for probability measures on rough pat...
The expected signature is an analogue of the Laplace transform for probability measures on rough pat...
The expected signature is an analogue of the Laplace transform for probability measures on rough pat...
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. Thi...
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. Thi...
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. Thi...
The signature of a path \gamma is a sequence whose n-th term is the order-n iterated integrals of \g...
In the context of controlled differential equations, the signature is the exponential function on pa...
In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or qua...
In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or qua...
In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or qua...
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. Th...
In the context of controlled differential equations, the signature is the exponential function on pa...
In both physical and social sciences, we usually use controlled differential equation to model vario...
The main contribution of the present thesis is in two aspects. The first one, which is the heart of ...
The expected signature is an analogue of the Laplace transform for probability measures on rough pat...
The expected signature is an analogue of the Laplace transform for probability measures on rough pat...
The expected signature is an analogue of the Laplace transform for probability measures on rough pat...
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. Thi...
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. Thi...
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. Thi...
The signature of a path \gamma is a sequence whose n-th term is the order-n iterated integrals of \g...
In the context of controlled differential equations, the signature is the exponential function on pa...