VARIETIES OF SIGNATURE TENSORS
The signature of a parametric curve is a sequence of tensors whose entries are iterated integrals. This construction is central to the theory of rough paths in stochastic analysis. It is examined here through the lens of algebraic geometry. We introduce varieties of signature tensors for both determ...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Cambridge University Press
2019-01-01
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| Series: | Forum of Mathematics, Sigma |
| Subjects: | |
| Online Access: | https://www.cambridge.org/core/product/identifier/S2050509419000033/type/journal_article |