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Thesis

Inverting the signature of a path

Abstract:

This thesis consists of two parts. The first part (Chapters 2-4) focuses on the problem of inverting the signature of a path of bounded variation, and we present three results here. First, we give an explicit inversion formula for any axis path in terms of its signature. Second, we show that for relatively smooth paths, the derivative at the end point can be approximated arbitrarily closely by its signature sequence, and we provide explicit error estimates. As an application, we give an ef...

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Institution:
University of Oxford
Division:
MPLS
Department:
Mathematical Institute
Oxford college:
St Cross College
Role:
Author

Contributors

Role:
Supervisor
Publication date:
2013
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford
Language:
English
Keywords:
Subjects:
UUID:
uuid:954ff1e3-9162-456a-91a3-39734854cde2
Local pid:
ora:10105
Deposit date:
2015-02-18

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