Branched Signature Model

Munawar Ali and Qi Feng

Papers from arXiv.org

Abstract: In this paper, we introduce the branched signature model, motivated by the branched rough path framework of [Gubinelli, Journal of Differential Equations, 248(4), 2010], which generalizes the classical geometric rough path. We establish a universal approximation theorem for the branched signature model and demonstrate that iterative compositions of lower-level signature maps can approximate higher-level signatures. Furthermore, building on the existence of the extension map proposed in [Hairer-Kelly. Annales de l'Institue Henri Poincar\'e, Probabilit\'es et Statistiques 51, no. 1 (2015)], we show how to explicitly construct the extension of the original paths into higher-dimensional spaces via a map $\Psi$, so that the branched signature can be realized as the classical geometric signature of the extended path. This framework not only provides an efficient computational scheme for branched signatures but also opens new avenues for data-driven modeling and applications.

Date: 2025-10
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/2511.00018 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2511.00018

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().