The signature of a rough path: Uniqueness
- 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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- Peer review status:
- Peer reviewed
(Accepted manuscript, pdf, 246.9KB)
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- Copyright © 2016 Published by Elsevier Inc.
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