Uniqueness for the signature of a path of bounded variation and the reduced path group

DOI10.4007/ANNALS.2010.171.109zbMath1276.58012arXivmath/0507536OpenAlexW3106415951WikidataQ56689341 ScholiaQ56689341MaRDI QIDQ974036

Terence J. Lyons, Benjamin M. Hambly

Publication date: 27 May 2010

Published in: Annals of Mathematics. Second Series (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0507536

zbMATH Keywords

classifying spacesignaturebounded variationChen seriesMagnus seriesreduced path groupCartan developmentnonlinear exponentialpaths of finite length

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Sample path properties (60G17) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05)

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• Integration of Paths--A Faithful Representation of Paths by Noncommutative Formal Power Series
• Smoothness of Itô maps and diffusion processes on path spaces (I)
• System Control and Rough Paths
• Dirichlet Problems on Riemann Surfaces and Conformal Mappings

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