A Topological Approach to Mapping Space Signatures

MaRDI QIDQ6389852zbMATH OpenFDO

Authors Chad Giusti, Darrick Lee, Vidit Nanda, Harald Oberhauser

Publication date 1 February 2022

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Chain complexes in algebraic topology (55U15) Signatures and data streams (60L10)

Abstract: A common approach for describing classes of functions and probability measures on a topological space $mathcalX$ is to construct a suitable map $Phi$ from $mathcalX$ into a vector space, where linear methods can be applied to address both problems. The case where $mathcalX$ is a space of paths $[0,1]omathbb{R}^n$ and $Phi$ is the path signature map has received much attention in stochastic analysis and related fields. In this article we develop a generalized $Phi$ for the case where $mathcalX$ is a space of maps $[0,1{]}^{d}omathbb{R}^n$ for any $dinmathbbN$, and show that the map $Phi$ generalizes many of the desirable algebraic and analytic properties of the path signature to $dge2$. The key ingredient to our approach is topological; in particular, our starting point is a generalisation of K-T Chen's path space cochain construction to the setting of cubical mapping spaces.

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