The Extension of Step-N Signatures

Kistosil Fahim

doi:10.3906/mat-2010-82

The Extension of Step-N Signatures

Kistosil Fahim

Institut Teknologi Sepuluh Nopember

Research output: Contribution to journal › Article › Research › 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	2021
Issue number	Vol. 45, No. 3
DOIs	https://doi.org/10.3906/mat-2010-82
Publication status	Published - 2021
Externally published	Yes

Bibliographical note

Publisher Copyright: © Tübi̇tak

Keywords

Lie algebra
Lie group
Rough path
signature

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10.3906/mat-2010-82

Cite this

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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

UR - https://www.scopus.com/pages/publications/85107695234

U2 - 10.3906/mat-2010-82

DO - 10.3906/mat-2010-82

M3 - Article

AN - SCOPUS:85107695234

SN - 1300-0098

VL - 2021

SP - 1345

EP - 1367

JO - Turkish Journal of Mathematics

JF - Turkish Journal of Mathematics

IS - Vol. 45, No. 3

ER -

The Extension of Step-N Signatures

Abstract

Bibliographical note

Keywords

Access to Document

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