Areas of areas generate the shuffle algebra
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Publication:6334249
arXiv2002.02338MaRDI QIDQ6334249FDOQ6334249
Authors: Joscha Diehl, Terence J. Lyons, Rosa Preiß, Jeremy Reizenstein 
Publication date: 6 February 2020
Abstract: We consider the anti-symmetrization of the half-shuffle on words, which we call the 'area' operator, since it corresponds to taking the signed area of elements of the iterated-integral signature. The tensor algebra is a so-called Tortkara algebra under this operator. We show that the iterated application of the area operator is sufficient to recover the iterated-integral signature of a path. Just as the "information" the second level adds to the first one is known to be equivalent to the area between components of the path, this means that all the information added by subsequent levels is equivalent to iterated areas. On the way to this main result, we characterize (homogeneous) generating sets of the shuffle algebra. We finally discuss compatibility between the area operator and discrete integration and stochastic integration and conclude with some results on the linear span of the areas of areas.
Stochastic integrals (60H05) Control/observation systems governed by ordinary differential equations (93C15) Nonassociative algebras satisfying other identities (17A30)
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