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Thesis

Characteristic functions of path signatures and applications

Abstract:

The main object of study in this work is the extension of the classical characteristic function to the setting of path signatures. Our first fundamental result exhibits the following geometric interpretation: the path signature is completely determined by the development of the path into compact Lie groups. This faithful representation of the signature is the primary tool we use to define and study the characteristic function.

Our investigation of the characteristic function can be...

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Department:
University of Oxford
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Department:
University of Oxford
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Supervisor
Type of award:
DPhil
Level of award:
Doctoral
Awarding institution:
University of Oxford

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