全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...
Mathematics  2013 

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

Full-Text   Cite this paper   Add to My Lib

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.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133