4 papers
A law of large numbers for kinetic interacting diffusions
Carlo Bellingeri, Fabio Coppini
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting…
A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE
Carlo Bellingeri, Hannes Kern
We extend the stochastic reconstruction theorem to a setting where the underlying family of distributions satisfies some natural conditions involving rectangular increments. This a…
Discrete signature varieties
Carlo Bellingeri, Raul Penaguiao
Discrete signatures are invariants computed from time series corresponding to the discretised version of the signature of paths. We study the algebraic varieties arising from their…
On the Signature of a Path in an Operator Algebra
Carlo Bellingeri, Nicolas Gilliers
We introduce a class of operators associated with the signature of a smooth path with values in a algebra . These operators serve as the basis of Taylo…