Related papers: Uniqueness for the signature of a path of bounded …
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…
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…
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…
Recently it was proved that the group of rough paths modulo tree-like equivalence is isomorphic to the corresponding signature group through the signature map S (a generalized notion of taking iterated path integrals). However, the proof of…
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…
We introduce a crossed module of piecewise linear surfaces and study the signature homomorphism, defined as the surface holonomy of a universal translation invariant $2$-connection. This provides a transform whereby surfaces are represented…
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…
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…
The signature of a path is a non-commutative power series whose coefficients are given by certain iterated integrals over the path coordinates. This series almost uniquely characterizes the path up to translation and reparameterization.…
The signature of a path is a sequence of tensors which allows to uniquely reconstruct the path. By employing the geometric theory of nonlinear systems of ordinary differential equations, we find necessary and sufficient algebraic conditions…
The signature of a path is a sequence of tensors whose entries are iterated integrals, playing a key role in stochastic analysis and applications. The set of all signature tensors at a particular level gives rise to the universal signature…
We develop two methods to reconstruct a path of bounded variation from its signature. The first method gives a simple and explicit expression of any axis path in terms of its signature, but it does not apply directlty to more general ones.…
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…
Lumsdaine (2010) and van den Berg-Garner (2011) proved that types in Martin-L\"of type theory carry the structure of weak {\omega}-groupoids. Their proofs, while foundational, rely on abstract properties of the identity type without…
We characterize the signature of piecewise continuously differentiable paths transformed by a polynomial map in terms of the signature of the original path. For this aim, we define recursively an algebra homomorphism between two shuffle…
The signature of a $p$-weakly geometric rough path summarises a path up to a generalised notion of reparameterisation. The quotient space of equivalence classes on which the signature is constant yields unparameterised path space. The study…
The signature of a parametric curve is a sequence of tensors whose entries are iterated integrals. This construction is central to the theory of rough paths in stochastic analysis. It is here examined through the lens of algebraic geometry.…
In stochastic analysis, a standard method to study a path is to work with its signature. This is a sequence of tensors of different order that encode information of the path in a compact form. When the path varies, such signatures…
Assume that we embed the path $P_n$ as a subgraph of a $2$-dimensional grid, namely, $P_k \times P_l$. Given such an embedding, we consider the ordered set of subpaths $L_1, L_2, \ldots , L_m$ which are maximal straight segments in the…
We prove an algebraic version of the Gauge-Invariant Uniqueness Theorem, a result which gives information about the injectivity of certain homomorphisms between ${\mathbb Z}$-graded algebras. As our main application of this theorem, we…