13 December 2018 at 17:00

Organised in collaboration with the School of Mathematics, University of Bristol, UK

Varieties of Signature Tensors

Bernd Sturmfels, University of California at Berkeley, USA

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.

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