The Extension of Step-N Signatures

Kistosil Fahim

doi:10.3906/mat-2010-82

The Extension of Step-N Signatures

Kistosil Fahim^*

^*Corresponding author for this work

Laboratory of Analysis, Algebra, and Mathematics for Education

Research output: Contribution to journal › Article › peer-review

Abstract

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

Original language	English
Pages (from-to)	1345-1367
Number of pages	23
Journal	Turkish Journal of Mathematics
Volume	45
Issue number	3
DOIs	https://doi.org/10.3906/mat-2010-82
Publication status	Published - 2021

Keywords

Lie algebra
Lie group
Rough path
signature

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10.3906/mat-2010-82

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title = "The Extension of Step-N Signatures",

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

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

KW - Lie algebra

KW - Lie group

KW - Rough path

KW - signature

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DO - 10.3906/mat-2010-82

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SP - 1345

EP - 1367

JO - Turkish Journal of Mathematics

JF - Turkish Journal of Mathematics

IS - 3

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The Extension of Step-N Signatures

Abstract

Keywords

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