Signatures of paths transformed by polynomial maps (Q2204389)

Chen's signature associates to any smooth path \(P\) in \(\mathbb{R}^d\) a family of iterated integrals, which form a noncommutative series \(\sigma(p)\) in \(d\) indeterminates, which in turn can be seen as a linear map (a character) on the shuffle algebra \(Sh(\mathbb{R}^d)\). The problem studied here is the action of polynomial maps on signatures. If \(p:\mathbb{R}^d\longrightarrow \mathbb{R}^m\) is such a map, an algebra morphism \(M_p:Sh(\mathbb{R}^m)\longrightarrow Sh(\mathbb{R}^d)\) is constructed, such that for any smooth path \(P\), for any \(w\in Sh(\mathbb{R}^m)\), \(\sigma(p(P))(w)=\sigma(P)(M_p(w))\). It is shown that this morphism \(M_p\) extends the natural map \(p^*:\mathbb{R}[x_1,\ldots,x_n]\longrightarrow \mathbb{R}[x_1,\ldots,x_d]\) associated to \(p\), these polynomial algebras being seen as subalgebras of \(Sh(\mathbb{R}^m)\) and \(Sh(\mathbb{R}^d)\), and that \(M_p\) is in fact a morphism of half-shuffle algebras (which allows to define it uniquely). Explicit examples of \(M_p\) are given in the last part, as well as applications and future work.