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controlled differential equations 1functional analysis 1lie groups 1rough paths 1signature methods 1universal approximation 1

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math.PR2026

Expected signatures via partial integration, coordinate change and symmetrization

Paul P. Hager, Luca Pelizzari

We study signature transformations of heterogeneous paths whose components may differ in regularity and probabilistic structure. We introduce an invertible change of coor…

math.PR2025

Expected Signature Kernels for Lévy Rough Paths

Peter K. Friz, Paul P. Hager

The expected signature kernel arises in statistical learning tasks as a similarity measure of probability measures on path space. Computing this kernel for known classes of stochas…