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Shuffle identity for iterated integrals

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Rough path Signature of a bounded variation path Iterated integral of a path
2026-10-14  0 By others on same topic  0 Discussions Create my own version
The product of two coordinate iterated integrals of a path is the sum over order-preserving interleavings of their integration variables. Split the product of the two ordered simplices according to the joint order of all variables. This identity explains the algebraic constraints on a geometric rough path and the cancellation of low-degree terms in the composition of its local Euler maps.

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  1. Iterated integral of a path
  2. Signature of a bounded variation path
  3. Rough path
  4. Analysis
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  • Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 31 / 1 / ii / Solution

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