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H. Boedihardjo

Publications and source records attributed to H. Boedihardjo.

3 recordsLinked to original sources

Uniqueness of signature for simple curves

We propose a topological approach to the problem of determining a curve from its iterated integrals. In particular, we prove that a family of terms in the signature series of a two dimensional closed curve with finite p variation, 1\leq p<2, are in fact moments of its winding number. This relation allows us to prove that the signature series of a class of simple non-smooth curves uniquely determine the curves. This implies that outside a Chordal SLE_κ null set, where 0<κ\leq 4, the signature series of curves uniquely determine the curves. Our calculations also enable us to express the Fourier transform of the n-point functions of SLE curves in terms of the expected signature of SLE curves. Although the techniques used in this article are deterministic, the results provide a platform for studying SLE curves through the signatures of their sample paths.

math.PR

Quasi-sure convergence theorem in $p$-variation distance for stochastic differential equations

In this paper by calculating carefully the capacities (defined by high order Sobolev norms on the Wiener space) for some functions of Brownian motion, we show that the dyadic approximations of the sample paths of the Brownian motion converge in the $p$-variation distance to the Brownian motion except for a slim set (i.e. except for a zero subset with respect to the capacity on the Wiener space of any order). This presents a way for studying quasi-sure properties of Wiener functionals by means of the rough path analysis.

math.PR