Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4665206 | Advances in Mathematics | 2016 | 18 Pages |
Abstract
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 Hambly–Lyons' result and their notion of tree-like paths to the setting of weakly geometric rough paths in a Banach space. At the heart of our approach is a new definition for reduced path and a lemma identifying the reduced path group with the space of signatures.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Horatio Boedihardjo, Xi Geng, Terry Lyons, Danyu Yang,