2 papers
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.PR2025
Branched Itô formula and natural Itô-Stratonovich isomorphism
Carlo Bellingeri, Emilio Ferrucci, Nikolas Tapia
Branched rough paths, defined as paths with values in the character group of the Connes-Kreimer Hopf algebra , constitute integration theories that may fai…