English

Inverting the signature of a path

Classical Analysis and ODEs 2018-06-05 v5 Probability

Abstract

The aim of this article is to develop an explicit procedure that enables one to reconstruct any C1C^1 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 behavior of the path at small and large scales.

Keywords

Cite

@article{arxiv.1406.7833,
  title  = {Inverting the signature of a path},
  author = {Terry Lyons and Weijun Xu},
  journal= {arXiv preprint arXiv:1406.7833},
  year   = {2018}
}

Comments

31 pages; minor changes

R2 v1 2026-06-22T04:51:38.417Z