On the Signature of a Path in an Operator Algebra

We introduce a class of operators associated with the signature of a smooth path with values in a ⋆ algebra . These operators serve as the basis of Taylor expansions of solutions to controlled differential equations of interest in noncommutative probability. They are defined by fully contracting it...

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Опубліковано в: :Symmetry, Integrability and Geometry: Methods and Applications
Дата:2022
Автори: Gilliers, Nicolas, Bellingeri, Carlo
Формат: Стаття
Мова:Англійська
Опубліковано: Інститут математики НАН України 2022
Онлайн доступ:https://nasplib.isofts.kiev.ua/handle/123456789/211808
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Цитувати:On the Signature of a Path in an Operator Algebra. Nicolas Gilliers and Carlo Bellingeri. SIGMA 18 (2022), 096, 43 pages

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
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author Gilliers, Nicolas
Bellingeri, Carlo
author_facet Gilliers, Nicolas
Bellingeri, Carlo
citation_txt On the Signature of a Path in an Operator Algebra. Nicolas Gilliers and Carlo Bellingeri. SIGMA 18 (2022), 096, 43 pages
collection DSpace DC
container_title Symmetry, Integrability and Geometry: Methods and Applications
description We introduce a class of operators associated with the signature of a smooth path with values in a ⋆ algebra . These operators serve as the basis of Taylor expansions of solutions to controlled differential equations of interest in noncommutative probability. They are defined by fully contracting iterated integrals of , seen as tensors, with the product of . If it is considered that partial contractions should be included, we explain how these operators yield a trajectory on a group of representations of a combinatorial Hopf monoid. To clarify the role of partial contractions, we build an alternative group-valued trajectory whose increments embody full-contraction operators alone. We obtain, therefore, a notion of signature, which seems more appropriate for noncommutative probability.
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publisher Інститут математики НАН України
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spelling Gilliers, Nicolas
Bellingeri, Carlo
2026-01-12T10:13:52Z
2022
On the Signature of a Path in an Operator Algebra. Nicolas Gilliers and Carlo Bellingeri. SIGMA 18 (2022), 096, 43 pages
1815-0659
2020 Mathematics Subject Classification: 18M60; 18M80; 60L10; 46L89
arXiv:2102.11816
https://nasplib.isofts.kiev.ua/handle/123456789/211808
https://doi.org/10.3842/SIGMA.2022.096
We introduce a class of operators associated with the signature of a smooth path with values in a ⋆ algebra . These operators serve as the basis of Taylor expansions of solutions to controlled differential equations of interest in noncommutative probability. They are defined by fully contracting iterated integrals of , seen as tensors, with the product of . If it is considered that partial contractions should be included, we explain how these operators yield a trajectory on a group of representations of a combinatorial Hopf monoid. To clarify the role of partial contractions, we build an alternative group-valued trajectory whose increments embody full-contraction operators alone. We obtain, therefore, a notion of signature, which seems more appropriate for noncommutative probability.
The authors thank Kurusch Ebrahimi-Fard for many enlightening discussions. CB is supported by the DFG Research Unit FOR2402, and NG is funded by a DAAD kurzstipendium. We thank the anonymous referees for their detailed reports.
en
Інститут математики НАН України
Symmetry, Integrability and Geometry: Methods and Applications
On the Signature of a Path in an Operator Algebra
Article
published earlier
spellingShingle On the Signature of a Path in an Operator Algebra
Gilliers, Nicolas
Bellingeri, Carlo
title On the Signature of a Path in an Operator Algebra
title_full On the Signature of a Path in an Operator Algebra
title_fullStr On the Signature of a Path in an Operator Algebra
title_full_unstemmed On the Signature of a Path in an Operator Algebra
title_short On the Signature of a Path in an Operator Algebra
title_sort on the signature of a path in an operator algebra
url https://nasplib.isofts.kiev.ua/handle/123456789/211808
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