The extension of step-$N$ signatures

Authors

KISTOSIL FAHIM

Abstract

In 2009, Gyurko introduced $\Pi$-rough path which extends $p$-rough path. Inspired by this work we introduce the degree-$(\Pi,N)$ signature which can be treated as the step-$N$ signature for some $\Pi$. The degree-$(\Pi,N)$ signature holds some algebraic properties which will be proven in this paper.

DOI

10.3906/mat-2010-82

Keywords

Rough path, signature, Lie group, Lie algebra

First Page

1345

Last Page

1367

Recommended Citation

FAHIM, K (2021). The extension of step-$N$ signatures. Turkish Journal of Mathematics 45 (3): 1345-1367. https://doi.org/10.3906/mat-2010-82