The Extension of Step-N Signatures

Kistosil Fahim*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review


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 languageEnglish
Pages (from-to)1345-1367
Number of pages23
JournalTurkish Journal of Mathematics
Issue number3
Publication statusPublished - 2021


  • Lie algebra
  • Lie group
  • Rough path
  • signature


Dive into the research topics of 'The Extension of Step-N Signatures'. Together they form a unique fingerprint.

Cite this