Inverting the signature

Stochastic Analysis Seminar Series

Abstract: The signature of a path characterizes the non-commutative evolvements along the path trajectory. Nevertheless, one can extract local commutativities from the signature, thus leading to an inversion scheme.

Location:
Speaker(s):

WEIJUN XU

Date:
Monday, May 12, 2014 - 15:45
to 16:45