Project Details
Projekt
Signatures at the threshold of analysis, algebra and geometry: new perspectives (A05)
Subject Area
Mathematics
Term
since 2024
Project identifier
Deutsche Forschungsgemeinschaft (DFG) - Project number 516748464
Path signatures, pivotal in rough path theory, are formal power series or tensor series, influenced by algebraic and geometric structures. This project is dedicated to the algebraic and geometric features of signatures, focusing on the structure of paths they describe and the groups they generate. We explore Euler-Maclaurin formulas in a Young-Stieltjes and rough path setting, smooth rough paths as Cartan developments, classifying processes with finite signature cumulants, and the infinite-dimensional geometry of groups of tree-reduced paths.
DFG Programme
CRC/Transregios
Applicant Institution
Technische Universität Berlin
Project Heads
Professor Dr. Peter Karl Friz; Professorin Sylvie Paycha, Ph.D.
