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arXiv · 1406.7871

The Signature of a Rough Path: Uniqueness

Horatio Boedihardjo·Xi Geng·Terry Lyons·Danyu Yang
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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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Horatio Boedihardjo, Xi Geng, Terry Lyons, Danyu Yang. 2014-06-30. The Signature of a Rough Path: Uniqueness. https://arxiv.org/abs/1406.7871

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