Seminar series
Date
Mon, 24 Oct 2016
Time
14:15 -
15:15
Location
L3
Speaker
WEIJUN XU
Organisation
University of Warwick
We give an explicit scheme to reconstruct any C^1 curve from its signature. It is implementable and comes with detailed stability properties. The key of the inversion scheme is the use of a symmetrisation procedure that separates the behaviour of the path at small and large scales. Joint work with Terry Lyons.