Stratonovich's signatures of Brownian motion determine Brownian sample paths (Q377519)

The authors consider Stratonovich's signatures of Brownian motion (SSBM) in this paper, where SSBM in \(\mathbb R^d\) over a running time interval \([0,T]\) is the collection of all iterated Stratonovich path integrals along the Brownian motion. The main result of the paper states that for \(d\geq 2\) almost all \(d\)-dimensional Brownian paths can be recovered from their Stratonovich's signature, meaning theoretically, that all information recorded in Brownian motion from 0 to 1 can be read out from the Stratonovich signature over \([0,1].\)