Xi Geng

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Abstract

It was implicitly conjectured by Hambly-Lyons in 2010, which was made explicit by Chang-Lyons-Ni in 2018, that the length of a tree-reduced path with bounded variation can be recovered from its signature asymptotics. Apart from its
intrinsic elegance, understanding such a phenomenon is also important for the study of signature lower bounds and may shed light on more general signature inversion properties. In this talk, we discuss how the idea of path development
onto suitably chosen Lie groups can be used to study this problem as well as its rough path analogue.

Our speaker

See https://researchers.ms.unimelb.edu.au/~xgge@unimelb/index.html