Signature tensors and the Rough Veronese variety - Francesco Galuppi (MPI Lipsia)

Seminario di Geometria

Dettagli dell'evento

Quando

01/06/2018
dalle 10:30 alle 11:30

Dove

Aula B1 (Palazzo Manfredini

Persona di riferimento

Massimiliano Mella

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Abstract: Signature tensors of paths are a classical topic in stochastic analysis. From a geometric viewpoint, it is interesting to look at the varieties described by these signatures inside the space of tensors. After reviewing some results on piecewise linear and polynomial signature varieties, we introduce the signature variety of the class of rough paths. This shows some similarites with the Veronese variety.
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