Journals / Turkish Journal of Mathematics / 2021 / Cilt: 45 - Sayı: 3
The extension of step-N signatures
- Pages
- 1345–1367
- DOI
- —
Abstract
In 2009, Gyurko introduced Π-rough path which extends p-rough path. Inspired by this work we introduce the degree-(Π, N) signature which can be treated as the step-N signature for some Π. The degree-(Π, N) signature holds some algebraic properties which will be proven in this paper.