The extension of step-$N$ signatures

Authors

KISTOSIL FAHIM

DOI

10.3906/mat-2010-82

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.

Keywords

Rough path, signature, Lie group, Lie algebra

First Page

1345

Last Page

1367

Recommended Citation

FAHIM, KISTOSIL (2021) "The extension of step-$N$ signatures," Turkish Journal of Mathematics: Vol. 45: No. 3, Article 17. https://doi.org/10.3906/mat-2010-82
Available at: https://journals.tubitak.gov.tr/math/vol45/iss3/17