Path developments and tail asymptotics of signature for pure rough paths (Q2302243): Difference between revisions

This extended research starts with controlled differential equations, involving vector fields and driving paths. A solution depends on the driving path through the collection of iterated coordinate integrals. This collection of iterated integrals encodes essentially all information about the underlying path. While upper bounds for iterated path integrals are well known, lower bounds are much less understood. The goal of the paper is to establish uniform upper and lower estimates for the tail asymptotics of iterated integrals in terms of the local variation of the underlying path. So, the authors consider the tail of the signature of the path and look for its connection with intrinsic properties of the path itself. The problem is to establish the relation of the special tail functional to certain notion of local \(p\)-variation defined in a similar way to the usual \(p\)-variation but along partitions with arbitrarily fine scales, which can also be interpreted as an additive notion of length in the rough path context. This problem is investigated at a precise quantitative level for the class of rough paths that are natural extensions of classical line segments. The methodology involves developing paths into complex semisimple Lie algebras and using the associated representation theory to study spectral properties of Lie polynomials under the Lie algebraic development.