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The signature transform, defined by the formal tensor series of global iterated path integrals, is a homomorphism between the path space and the tensor algebra that has been studied in geometry, control theory, number theory as well as…

Classical Analysis and ODEs · Mathematics 2022-11-09 Horatio Boedihardjo , Xi Geng

In the context of controlled differential equations, the signature is the exponential function on paths. B. Hambly and T. Lyons proved that the signature of a bounded variation path is trivial if and only if the path is tree-like. We extend…

Classical Analysis and ODEs · Mathematics 2015-10-16 Horatio Boedihardjo , Xi Geng , Terry Lyons , Danyu Yang

We prove that a continuous path with finite length in a real Banach space cannot have infinitely many zero components in its signature unless it is tree-like. In particular, this allows us to strengthen a limit theorem for signature…

Classical Analysis and ODEs · Mathematics 2018-12-24 Horatio Boedihardjo , Xi Geng

The signature of a rectifiable path is a tensor series in the tensor algebra whose coefficients are definite iterated integrals of the path. The signature characterises the path up to a generalised form of reparametrisation. It is a…

Rings and Algebras · Mathematics 2023-05-31 Peter K. Friz , Terry Lyons , Anna Seigal

A classical problem in algebraic geometry is to construct smooth algebraic varieties with prescribed properties. In the approach via smoothings, one first constructs a degenerate scheme with the prescribed properties, and then shows the…

Algebraic Geometry · Mathematics 2025-10-13 Simon Felten

Parallel transport, or path development, provides a rich characterization of paths which preserves the underlying algebraic structure of concatenation. The path signature is universal among such maps: any (translation-invariant) parallel…

Functional Analysis · Mathematics 2024-08-02 Darrick Lee

We formalize the notion of limit of an inverse system of metric spaces with $1$-Lipschitz projections having unbounded fibers. The purpose is to use sub-Riemannian groups for metrizing the space of signatures of rectifiable paths in…

Metric Geometry · Mathematics 2019-10-11 Enrico Le Donne , Roger Züst

We introduce the notions of tree-like path and tree-like equivalence between paths and prove that the latter is an equivalence relation for paths of finite length. We show that the equivalence classes form a group with some similarity to a…

Classical Analysis and ODEs · Mathematics 2013-05-06 Ben Hambly , Terry Lyons

We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…

Probability · Mathematics 2026-02-06 Mihriban Ceylan , Anna P. Kwossek , David J. Prömel

The signature of a path, introduced by K.T. Chen [5] in $1954$, has been extensively studied in recent years. The $2010$ paper [12] of Hambly and Lyons showed that the signature is injective on the space of continuous finite-variation paths…

Classical Analysis and ODEs · Mathematics 2022-06-30 Thomas Cass , William F. Turner

In the last decade, the concept of path signature has achieved significant success in data science applications. It offers a powerful set of features that effectively capture and describe the characteristics of paths or sequential data.…

Rings and Algebras · Mathematics 2025-01-13 Ilya Chevyrev , Joscha Diehl , Kurusch Ebrahimi-Fard , Nikolas Tapia

Let $M$ be a compact complex manifold, and $D\, \subset\, M$ a reduced normal crossing divisor on it, such that the logarithmic tangent bundle $TM(-\log D)$ is holomorphically trivial. Let ${\mathbb A}$ denote the maximal connected subgroup…

Complex Variables · Mathematics 2024-11-14 Indranil Biswas , Sorin Dumitrescu , Archana S. Morye

We exhibit an explicit natural isomorphism between spaces of branched and geometric rough paths. This provides a multi-level generalisation of the isomorphism of Lejay-Victoir (2006) as well as a canonical version of the It\^o-Stratonovich…

Probability · Mathematics 2019-05-16 Horatio Boedihardjo , Ilya Chevyrev

We generalize Cartan's logarithmic derivative of a smooth map from a manifold into a Lie group $G$ to smooth maps into a homogeneous space $M=G/H$, and determine the global monodromy obstruction to reconstructing such maps from…

Differential Geometry · Mathematics 2022-04-12 Anthony D. Blaom

In a recent paper, the first author proved the log-concavity of the coefficients of the characteristic polynomial of a matroid realizable over a field of characteristic 0, answering a long-standing conjecture of Read in graph theory. We…

Combinatorics · Mathematics 2012-02-16 June Huh , Eric Katz

We introduce the class of "smooth rough paths" and study their main properties. Working in a smooth setting allows us to discard sewing arguments and focus on algebraic and geometric aspects. Specifically, a Maurer-Cartan perspective is the…

Probability · Mathematics 2024-03-18 Carlo Bellingeri , Peter K. Friz , Sylvie Paycha , Rosa Preiß

A fundamental question in rough path theory is whether the expected signature of a geometric rough path completely determines the law of signature. One sufficient condition is that the expected signature has infinite radius of convergence,…

Probability · Mathematics 2026-02-24 Siran Li , Hao Ni

R. Thom's gradient conjecture states that if a gradient flow of an analytic function converges to a limit, it does so along a unique limiting direction. In this paper, we extend and settle this conjecture in the context of infinite…

Analysis of PDEs · Mathematics 2024-07-17 Beomjun Choi , Pei-Ken Hung

We prove that the Bowen-Franks group classifies the Leavitt path algebras of purely infinite simple finite graphs over a regular supercoherent commutative ring with involution where $2$ is invertible, equipped with their standard…

Rings and Algebras · Mathematics 2021-07-13 Guillermo Cortiñas

Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It draws on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and the uniform…

Probability · Mathematics 2014-05-20 Terry Lyons
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