Topologies on unparameterised path space

DOI10.1016/J.JFA.2023.110261MaRDI QIDQ6144841FDO

Authors Thomas Cass

Publication date 30 January 2024

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2206.11153

zbMATH Keywords

rough path theorysignaturesfunctions on path space

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60Hxx) Stochastic processes (60Gxx) Rough paths (60L20) Signatures and data streams (60L10) Rough analysis (60Lxx)

Abstract: The signature of a path, introduced by K.T. Chen [5] in $1954$, has been extensively studied in recent years. The $2010$ paper [12] of Hambly and Lyons showed that the signature is injective on the space of continuous finite-variation paths up to a general notion of reparameterisation called tree-like equivalence. The signature has been widely used in applications, underpinned by the result [15] that guarantees uniform approximation of a continuous function on a compact set by a linear functional of the signature. We study in detail, and for the first time, the properties of three candidate topologies on the set of unparameterised paths (the tree-like equivalence classes). These are obtained through properties of the signature and are: (1) the product topology, obtained by equipping the tensor algebra with the product topology and requiring $S$ to be an embedding, (2) the quotient topology derived from the 1-variation topology on the underlying path space, and (3) the metric topology associated to $d([gamma],[sigma]):=vertvertgamm{a}^{\ast }-sigm{a}^{\ast }vertver{t}_1$ using suitable representatives $gamm{a}^{\ast }$ and $sigm{a}^{\ast }$ of the equivalence classes. The topologies are ordered by strict inclusion, (1) being the weakest and (3) the strongest. Each is separable and Hausdorff, (1) being both metrisable and $sigma$-compact, but not a Baire space and so neither Polish nor locally compact. The quotient topology (2) is not metrisable and the metric $d$ is not complete. An important function on (unparameterised) path space is the (fixed-time) solution map of a controlled differential equation. For a broad class of such equations, we prove measurability of this map for each topology. Under stronger regularity assumptions, we show continuity on explicit compact subsets of the product topology (1). We relate these results to the expected signature model of [15].

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Cited in

(2)

• A topological approach to mapping space signatures
• Adapted topologies and higher rank signatures

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