Documentation

RoughPaths.Examples

Smoke tests #

Concrete instances certifying the formalisation: computable signature and kernel values over checked by native_decide, together with instantiations of the main abstract theorems.

Tree algebras: the convolution unit is the counit #

Controls: the linear control admits fine partitions #

Linear-path signatures #

The rough-path lift of a linear path #

Piecewise-linear signatures and Chen's theorem #

Primitivity of the truncated log-signature #

Signature kernels #

Rough integration against the trivial rough path #