4 citations · 4 across the 1 of their papers we have counts for
4 papers
Hyperbolic development and inversion of signature
Terry Lyons, Weijun Xu
We develop a simple procedure that allows one to explicitly reconstruct any piecewise linear path from its signature. The construction is based on the development of the path onto…
Inverting the signature of a path
Terry Lyons, Weijun Xu
The aim of this article is to develop an explicit procedure that enables one to reconstruct any path (at natural parametrization) from its signature. We also explicitly quant…
Inversion of signature for paths of bounded variation
Terry Lyons, Weijun Xu
We develop two methods to reconstruct a path of bounded variation from its signature. The first method gives a simple and explicit expression of any axis path in terms of its signa…
A uniform estimate for rough paths
Terry Lyons, Weijun Xu
We prove an extension to the classical continuity theorem in rough paths. We show that two -rough paths are close in all levels of iterated integrals provided the first $\lfl p…