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-self-intersecting. 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
The signature of Brownian motion in {Mathematical expression} over a running time interval {Mathemat...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
In both physical and social sciences, we usually use controlled differential equation to model vario...
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...
The main contribution of the present thesis is in two aspects. The first one, which is the heart of ...
We establish a general framework for a class of multidimensional stochastic processes over [0,1] und...
We establish a general framework for a class of multidimensional stochastic processes over [0,1] und...
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...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. Thi...
In the context of controlled differential equations, the signature is the exponential function on pa...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
The signature of Brownian motion in {Mathematical expression} over a running time interval {Mathemat...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
In both physical and social sciences, we usually use controlled differential equation to model vario...
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...
The main contribution of the present thesis is in two aspects. The first one, which is the heart of ...
We establish a general framework for a class of multidimensional stochastic processes over [0,1] und...
We establish a general framework for a class of multidimensional stochastic processes over [0,1] und...
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...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. Thi...
In the context of controlled differential equations, the signature is the exponential function on pa...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
The signature of Brownian motion in {Mathematical expression} over a running time interval {Mathemat...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
In both physical and social sciences, we usually use controlled differential equation to model vario...