Varieties of Signature Tensors

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dc.bibliographicCitation.firstPagee10eng
dc.bibliographicCitation.journalTitleForum of Mathematics. Sigmaeng
dc.bibliographicCitation.volume7eng
dc.contributor.authorAméndola, Carlos
dc.contributor.authorFriz, Peter
dc.contributor.authorSturmfels, Bernd
dc.date.accessioned2022-06-21T11:15:46Z
dc.date.available2022-06-21T11:15:46Z
dc.date.issued2019
dc.description.abstractThe 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 examined here through the lens of algebraic geometry. We introduce varieties of signature tensors for both deterministic paths and random paths. For the former, we focus on piecewise linear paths, on polynomial paths, and on varieties derived from free nilpotent Lie groups. For the latter, we focus on Brownian motion and its mixtures.eng
dc.description.versionpublishedVersioneng
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/9098
dc.identifier.urihttps://doi.org/10.34657/8136
dc.language.isoengeng
dc.publisherCambridge : Cambridge Univ. Presseng
dc.relation.doihttps://doi.org/10.1017/fms.2019.3
dc.relation.essn2050-5094
dc.rights.licenseCC BY 4.0 Unportedeng
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/eng
dc.subject.ddc510eng
dc.subject.other14Q15eng
dc.subject.other60H99eng
dc.titleVarieties of Signature Tensorseng
dc.typeArticleeng
dc.typeTexteng
tib.accessRightsopenAccesseng
wgl.contributorWIASeng
wgl.subjectMathematikeng
wgl.typeZeitschriftenartikeleng
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