Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length

DOI10.1016/J.CRMA.2018.05.010MaRDI QIDQ721026zbMATH OpenOpenAlexWikidataFDO

Authors Jiawei Chang, Hao Ni, Terence J. Lyons

Publication date 18 July 2018

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2018.05.010

zbMATH Keywords

Fekete's lemmasignaturesuper-multiplicativity

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• scientific article; zbMATH DE number 964350 (Why is no real title available?)
• Tensor products of operator spaces
• Uniqueness for the signature of a path of bounded variation and the reduced path group

Cited in

(9)

• Corrigendum to: ``Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length
• New directions in rough path theory. Abstracts from the workshop held December 6--12, 2020 (online meeting)
• Path developments and tail asymptotics of signature for pure rough paths
• \(\mathrm{SL}_2 (\mathbb{R})\)-developments and signature asymptotics for planar paths with bounded variation
• Signature asymptotics, empirical processes, and optimal transport
• Topologies on unparameterised path space
• A non-vanishing property for the signature of a path
• The insertion method to invert the signature of a path
• Average signature of geodesic paths in compact Lie groups

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