We discuss recent developments in computational algebraic geometry that were motivated by the study of rough paths in stochastic analysis. Every path in a real vector space is encoded in a signature tensor whose entries are iterated integrals. As the path varies over a nice family we obtain an algebraic variety with interesting properties.
Further information
The talk will be held in Mott Lecture Theatre (G12), Physics, from 5pm – 6pm and will be followed by a drinks reception in the Maths common room.
The event is open to University of Bristol staff and students.
Title: Varieties of signature tensors
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