Hyperbolic development and inversion of signature
Classical Analysis and ODEs
2017-06-09 v3
Abstract
We develop a simple procedure that allows one to explicitly reconstruct any piecewise linear path from its signature. The construction is based on the development of the path onto the hyperbolic space.
Keywords
Cite
@article{arxiv.1507.00286,
title = {Hyperbolic development and inversion of signature},
author = {Terry Lyons and Weijun Xu},
journal= {arXiv preprint arXiv:1507.00286},
year = {2017}
}
Comments
Revised; 19 pages. We splitted our older article (arXiv:1406.7833) into two independent ones; this is one of them