English

On the Signature of a Path in an Operator Algebra

Operator Algebras 2022-12-12 v3 Probability

Abstract

We introduce a class of operators associated with the signature of a smooth path XX with values in a CC^{\star} algebra A\mathcal{A}. These operators serve as the basis of Taylor expansions of solutions to controlled differential equations of interest in noncommutative probability. They are defined by fully contracting iterated integrals of XX, seen as tensors, with the product of A\mathcal{A}. Were it considered that partial contractions should be included, we explain how these operators yield a trajectory on a group of representations of a combinatorial Hopf monoid. To clarify the role of partial contractions, we build an alternative group-valued trajectory whose increments embody full-contractions operators alone. We obtain therefore a notion of signature, which seems more appropriate for noncommutative probability.

Keywords

Cite

@article{arxiv.2102.11816,
  title  = {On the Signature of a Path in an Operator Algebra},
  author = {Carlo Bellingeri and Nicolas Gilliers},
  journal= {arXiv preprint arXiv:2102.11816},
  year   = {2022}
}