Free Groups and Signatures

Yves Le Jan ()
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Yves Le Jan: Université Paris-Saclay, Mathématique

A chapter in Stochastic Analysis and Applications 2025, 2026, pp 175-187 from Springer

Abstract: Abstract The main purpose of this note is to propose a short review of the algebraic setting in which the notion of signature arises naturally, especially in connection with the lower central series of the free group, independently of the choice of a system of generators. Some formulas are given for the signature and the log-signature components. Finally, we show how the notion of signature can be extended to discrete paths on regular graphs.

Keywords: Discrete paths; Signatures; Regular graphs; 05C99 (search for similar items in EconPapers)
Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-032-03914-9_6

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DOI: 10.1007/978-3-032-03914-9_6

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