11 citations · 16 across the 9 of their papers we have counts for
8 papers · 1 filter
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…
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,…
Expected signature of stopped Brownian motion on -dimensional -domains has finite radius of convergence everywhere:
Siran Li, Hao Ni
A fundamental question in rough path theory is whether the expected signature of a geometric rough path completely determines the law of signature. One sufficient condition is that…
The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence
Horatio Boedihardjo, Joscha Diehl, Marc Mezzarobba +1
The expected signature is an analogue of the Laplace transform for rough paths. Chevyrev and Lyons showed that, under certain moment conditions, the expected signature determines t…
-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
Yi Chen, Jing Dong, Hao Ni
Consider the fractional Brownian Motion (fBM) with Hurst index . We construct a probability space supporting both and a fully simul…
Signature inversion for monotone paths
Jiawei Chang, Nick Duffield, Hao Ni +1
The aim of this article is to provide a simple sampling procedure to reconstruct any monotone path from its signature. For every N, we sample a lattice path of N steps with weights…
Uniqueness of signature for simple curves
H. Boedihardjo, H. Ni, Z. Qian
We propose a topological approach to the problem of determining a curve from its iterated integrals. In particular, we prove that a family of terms in the signature series of a two…
Concentration and exact convergence rates for expected Brownian signatures
Hao Ni, Weijun Xu
The signature of a -dimensional Brownian motion is a sequence of iterated Stratonovich integrals along the Brownian paths, an object taking values in the tensor algebra over $\R…