Signature inversion of $C^1-$axial linear curves

Abstract

We introduce a signature inversion scheme for $C^1$-axial linear curves which are widely used in various areas. We show that in the presence of a linear coordinate function, the derivatives of the underlying curve at any point $x$ can be recovered by tracking the signature coefficients $S_{k,l}$ with $\frac{k}{k+l}\to x$. We furthermore give a quantitative estimates for the convergence rate in this inversion scheme and establish a modulus of continuity of the signature inverse $S^{-1}$ under different topologies by using this inversion procedure.

42 pages, comments are welcome!