Hyperbolic development and inversion of signature

DOI10.1016/J.JFA.2016.12.024zbMATH Open1362.53009OpenAlexW2962874504MaRDI QIDQ509732FDOQ509732

Authors Terence J. Lyons, Weijun Xu

Publication date 17 February 2017

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.00286

zbMATH Keywords

signaturepiecewise linear pathshyperbolic development

Mathematics Subject Classification ID

Curves in Euclidean and related spaces (53A04) Higher-dimensional and -codimensional surfaces in Euclidean and related (n)-spaces (53A07)

Abstract: We develop a simple procedure that allows one to explicitly reconstruct any piecewise linear path from its signature. The construction is based on the development of the path onto the hyperbolic space.

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Cites work

• scientific article; zbMATH DE number 1149837 (Why is no real title available?)
• Integration of Paths--A Faithful Representation of Paths by Noncommutative Formal Power Series
• Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula
• Inverting the signature of a path
• Iterated Integrals and Exponential Homomorphisms^†
• Stochastic area for Brownian motion on the Sierpiński gasket
• Uniqueness for the signature of a path of bounded variation and the reduced path group

Cited in

(22)

• Decomposing tensor spaces via path signatures
• Inverting the signature of a path
• New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
• Path developments and tail asymptotics of signature for pure rough paths
• Expected signature of stopped Brownian motion on \(d\)-dimensional \(C^{2, \alpha }\)-domains has finite radius of convergence everywhere: \(2 \leq d \leq 8\)
• Algorithm 1004: the iisignature library: efficient calculation of iterated-integral signatures and log signatures
• Uniqueness for the signature of a path of bounded variation and the reduced path group
• The accessibility problem for geometric rough differential equations
• Varieties of signature tensors
• Embedding and learning with signatures
• A topological approach to mapping space signatures
• Iterated integrals and population time series analysis
• Topologies on unparameterised path space
• Learning paths from signature tensors
• Signature inversion for monotone paths
• \(\mathrm{SL}_2 (\mathbb{R})\)-developments and signature asymptotics for planar paths with bounded variation
• Reconstruction for the signature of a rough path
• Tail asymptotics of the Brownian signature
• The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence
• Signature asymptotics, empirical processes, and optimal transport
• Weighted signature kernels
• Rough paths, signatures and the modelling of functions on streams

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