Uniqueness of Signature
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Mon, 29/04 15:15 |
HORATIO BOEDIHARDJO (University of Oxford) |
Stochastic Analysis Seminar  |
Oxford-Man Institute |
| We relate the expected signature to the Fourier transform of n-point functions, first studied by O. Schramm, and subsequentlyby 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<2variations. | |||