Project Details
Projekt
Algebra and geometry of path signatures (A04)
Subject Area
Mathematics
Term
since 2024
Project identifier
Deutsche Forschungsgemeinschaft (DFG) - Project number 516748464
The signature of a path consists of tensors formed by iterated integrals, fundamental in rough path theory in stochastic analysis. This project investigates algebraic varieties arising from these signatures and their relation to Lie group structures. It aims to expand the interface between rough analysis and algebraic geometry. A focus is on exploring “signature varieties” in the context of Brownian motion mixtures and developing a non-commutative geometry of path signatures, with applications in computational geometry and statistical inference.
DFG Programme
CRC/Transregios
Applicant Institution
Technische Universität Berlin
Project Heads
Dr. Carlos Améndola Cerón; Dr. Rosa Preiß, since 7/2024; Professor Dr. Bernd Sturmfels, Ph.D.
