Darrick Lee

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math.PR2026

Orthogonal polynomials on path-space

Ilya Chevyrev, Emilio Ferrucci, Darrick Lee +3

We consider the orthogonalisation of the signature of a stochastic process as the analogue of orthogonal polynomials on path-space. Under an infinite radius of convergence assumpti…

math.PR2026

Random Surfaces and Higher Algebra

Darrick Lee, Harald Oberhauser

We introduce a characteristic function for laws of random surfaces $X : [0, s] \times [0, t] \to R^{d}$ , in the spirit of expected path developments for one-dimensiona…