2 papers
math.PR2016
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…
math.PR2012
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…