Varieties of signature tensors
13th December 2018, 5:00 pm – 6:00 pm
Physics, Mott Lecture Theatre
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.