On the Signature of a Path in an Operator Algebra

Abstract

We introduce a class of operators associated with the signature of a smooth path $X$ with values in a $C^{\star }$ algebra $\mathcal{A}$. These operators serve as the basis of Taylor expansions of solutions to controlled differential equations of interest in noncommutative probability. They are defined by fully contracting iterated integrals of $X$, seen as tensors, with the product of $\mathcal{A}$. Were it considered that partial contractions should be included, we explain how these operators yield a trajectory on a group of representations of a combinatorial Hopf monoid. To clarify the role of partial contractions, we build an alternative group-valued trajectory whose increments embody full-contractions operators alone. We obtain therefore a notion of signature, which seems more appropriate for noncommutative probability.

References in corpus (1)

• On the rough-paths approach to non-commutative stochastic calculus