arXiv 1406.78712014-06math.CA

The Signature of a Rough Path: Uniqueness

Horatio Boedihardjo, Xi Geng, Terry Lyons, Danyu Yang

备注：: 17 pages; extension to infinite dimensional space

英文摘要：

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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