On an Inversion Theorem for Stratonovich’s Signatures of Multidimensional Diffusion Paths
نویسندگان
چکیده
In the present paper, we prove that with probability one, the Stratonovich sigatures 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. MSC: 60J60; 60G17; 60J45
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