Uniqueness of Signature

Stochastic Analysis Seminar Series

Please note the earlier start time

We relate the expected signature to the Fourier transform of n-point functions, first studied by O. Schramm, and subsequently by J. Cardy and Simmon, D. Belyaev and J. Viklund. We also prove that the signatures determine the paths in the complement of a Chordal SLE null set. In the end, we will also discuss an idea on how to extend the uniqueness of signatures result by Hambly and Lyons (2006) to paths with finite 1<p<2 variations.


Horatio Boedihardjo (University of Oxford)

Monday, April 29, 2013 - 15:15
to 16:15