Highly Influential

We establish a general framework for a class of multidimensional stochastic processes over [0, 1] under which with probability one, the signature (the collection of iterated path integrals in the sense of rough paths) is well-defined and determines the sample paths of the process up to reparametrization. In particular, by using the Malliavin calculus we… (More)

Sorry, we couldn't extract any figures or tables for this paper.