Path developments and tail asymptotics of signature for pure rough paths

DOI10.1016/j.aim.2020.107043zbMath1464.60088arXiv1811.12170OpenAlexW3005953992MaRDI QIDQ2302243

Horatio Boedihardjo, X. Geng, Nikolaos Panagiotis Souris

Publication date: 25 February 2020

Published in: Advances in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.12170

zbMATH Keywords

signaturesemisimple Lie algebratail asymptoticsupper and lower estimatesrough pathLie polynomial

Mathematics Subject Classification ID

Representations of Lie algebras and Lie superalgebras, algebraic theory (weights) (17B10) Rough paths (60L20) Signatures and data streams (60L10)

Related Items (3)

\(\mathrm{SL}_2 (\mathbb{R})\)-developments and signature asymptotics for planar paths with bounded variation ⋮ Signature asymptotics, empirical processes, and optimal transport ⋮ A converse to the neo-classical inequality with an application to the Mittag-Leffler function

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