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math.PR2026
Small mass limit of expected signature for physical Brownian motion
Siran Li, Hao Ni, Qianyu Zhu
Physical Brownian motion describes the dynamics of a Brownian particle experiencing frictional force. It was investigated in the classical work [L. S. Ornstein and G. E. Uhlenbeck,…
math.PR2024
Expected Signature on a Riemannian Manifold and Its Geometric Implications
Xi Geng, Hao Ni, Chaorui Wang
On a compact Riemannian manifold we show that the Riemannian distance function can be explicitly reconstructed from suitable asymptotics of the expected signature of…