On the Signature of a Path in an Operator Algebra

DOI10.3842/SIGMA.2022.096MaRDI QIDQ6361375arXivFDO

Authors Nicolas Gilliers, Carlo Bellingeri

Publication date 23 February 2021

Published in arXiv

Full work available at URL https://doi.org/10.3842/SIGMA.2022.096

Mathematics Subject Classification ID

Operads (general) (18M60) Species, Hopf monoids, operads in combinatorics (18M80) Other ``noncommutative mathematics based on (C^*)-algebra theory (46L89) Signatures and data streams (60L10)

arXiv classification

math.OAmath.PR

Abstract: We introduce a class of operators associated with the signature of a smooth path $X$ with values in a $C^{star}$ algebra $mathcalA$. These operators serve as the basis of Taylor expansions of solutions to controlled differential equations of interest in noncommutative probability. They are defined by fully contracting iterated integrals of $X$, seen as tensors, with the product of $mathcalA$. Were it considered that partial contractions should be included, we explain how these operators yield a trajectory on a group of representations of a combinatorial Hopf monoid. To clarify the role of partial contractions, we build an alternative group-valued trajectory whose increments embody full-contractions operators alone. We obtain therefore a notion of signature, which seems more appropriate for noncommutative probability.

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