On an Inversion Theorem for Stratonovich's Signatures of Multidimensional Diffusion Paths

Published 25 Apr 2013 in math.PR | (1304.6985v2)

Abstract: In the present paper, we prove that with probability one, the Stratonovich signatures of a multidimensional diffusion process (possibly degenerate) over [0,1], which is the collection of all iterated Stratonovich's integrals of the diffusion process over [0,1], determine the diffusion sample paths.

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