Work

SL_2(R)-developments and Signature Asymptotics for Planar Paths with Bounded Variation

Year: 2020
Type: preprint
Abstract: The signature transform, defined by the formal tensor series of global iterated path integrals, is a homomorphism between the path space and the tensor algebra that has been studied in geometry, control theory, number theory as well as stochastic analysis. An elegant isometry conjecture states that the length of a bounded variation path $γ$ can be recovered from the asymptotics of its normalised signature: $\text{Length}(γ)=\lim_{n\rightarrow\infty}\big\Vert n!\int_{0
Language: English
Open Access status: green
OpenAlex ID: W3089250893
Cites: 15
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Related to: 10