相关论文: A Non-vanishing Property for the Signature of a Pa…

In the context of controlled differential equations, the signature is the exponential function on paths. B. Hambly and T. Lyons proved that the signature of a bounded variation path is trivial if and only if the path is tree-like. We extend…

The signature of a rectifiable path is a tensor series in the tensor algebra whose coefficients are definite iterated integrals of the path. The signature characterises the path up to a generalised form of reparametrisation. It is a…

We introduce the notions of tree-like path and tree-like equivalence between paths and prove that the latter is an equivalence relation for paths of finite length. We show that the equivalence classes form a group with some similarity to a…

The signature transform, which is defined in terms of iterated path integrals of all orders, provides a faithful representation of the group of tree-reduced geometric rough paths. While the signature coefficients are known to decay…

We prove some results, which are used in arXiv:1406.7871, about weakly geometric rough paths that are well-known in finite dimensions, but need proof in the infinite dimensional setting.

The signature transform, defined by the formal tensor series of global iterated path integrals, is a homomorphism between the path space and the tensor algebra that has been studied in geometry, control theory, number theory as well as…

The aim of this article is to provide a simple sampling procedure to reconstruct any monotone path from its signature. For every N, we sample a lattice path of N steps with weights given by the coefficient of the corresponding word in the…

A Banach space $\X$ has the complete continuity property (CCP) if each bounded linear operator from $L_1$ into $\X$ is completely continuous (i.e., maps weakly convergent sequences to norm convergent sequences). The main theorem shows that…

The signature of a path, introduced by K.T. Chen [5] in $1954$, has been extensively studied in recent years. The $2010$ paper [12] of Hambly and Lyons showed that the signature is injective on the space of continuous finite-variation paths…

We develop two methods to reconstruct a path of bounded variation from its signature. The first method gives a simple and explicit expression of any axis path in terms of its signature, but it does not apply directlty to more general ones.…

The signature of a path is a sequence of tensors whose entries are iterated integrals, playing a key role in stochastic analysis and applications. The set of all signature tensors at a particular level gives rise to the universal signature…

In this paper we prove a characterization of continuity for polynomials on a normed space. Namely, we prove that a polynomial is continuous if and only if it maps compact sets into compact sets. We also provide a partial answer to the…

The signature of a path is a non-commutative power series whose coefficients are given by certain iterated integrals over the path coordinates. This series almost uniquely characterizes the path up to translation and reparameterization.…

An infinite dimensional notion of asymptotic structure is considered. This notion is developed in terms of trees and branches on Banach spaces. Every countably infinite countably branching tree $\mathcal T$ of a certain type on a space X is…

Paths of persistence diagrams provide a summary of the dynamic topological structure of a one-parameter family of metric spaces. These summaries can be used to study and characterize the dynamic shape of data such as swarming behavior in…

We introduce a crossed module of piecewise linear surfaces and study the signature homomorphism, defined as the surface holonomy of a universal translation invariant $2$-connection. This provides a transform whereby surfaces are represented…

We establish universal approximation theorems for infinite-dimensional geometric rough paths, i.e., we show that continuous functions on the space of infinite-dimensional weakly geometric H\"older continuous rough paths can be approximated…

An infinite structure has the finite length property (over a given field) if, for each of its finite powers, chains of equivariant subspaces in the corresponding free vector space are bounded in length. Prior work showed that the countable…

We construct a Banach space satisfying that the nearest point map (also called proximity mapping or metric projection) onto any compact and convex subset is continuous but not uniformly continuous. The space we construct is locally…

We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…