VARIETIES OF SIGNATURE TENSORS

DOI10.1017/fms.2019.3zbMath1411.14068arXiv1804.08325OpenAlexW3098765516WikidataQ114118426 ScholiaQ114118426MaRDI QIDQ4632524

Peter K. Friz, Bernd Sturmfels, Carlos Améndola

Publication date: 30 April 2019

Published in: Forum of Mathematics, Sigma (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.08325

zbMATH Keywords

Brownian motionLie algebranilpotent Lie grouprough pathsprojective varietiessignature tensor

Mathematics Subject Classification ID

Identities, free Lie (super)algebras (17B01) Computational aspects of higher-dimensional varieties (14Q15) Nilpotent and solvable Lie groups (22E25) Stochastic analysis (60Hxx)

Related Items

Time-warping invariants of multidimensional time series, Developing the Path Signature Methodology and Its Application to Landmark- Based Human Action Recognition, Tropical Time Series, Iterated-Sums Signatures, and Quasisymmetric Functions, Smooth rough paths, their geometry and algebraic renormalization, Iterated Integrals and Population Time Series Analysis, Signatures of paths transformed by polynomial maps, Toric geometry of path signature varieties, Learning Paths from Signature Tensors, New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting), A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn's formula, The rough Veronese variety

Uses Software

• Macaulay2
• Bertini

Cites Work

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