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
dalle 10:30 alle 11:30
Dove
Aula B1 (Palazzo Manfredini
Persona di riferimento
Massimiliano Mella
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
