Topologies on unparameterised path space

Abstract

The signature of a path, introduced by K.T. Chen [5] in $1954$, has been extensively studied in recent years. The $2010$ paper [12] of Hambly and Lyons showed that the signature is injective on the space of continuous finite-variation paths up to a general notion of reparameterisation called tree-like equivalence. The signature has been widely used in applications, underpinned by the result [15] that guarantees uniform approximation of a continuous function on a compact set by a linear functional of the signature. We study in detail, and for the first time, the properties of three candidate topologies on the set of unparameterised paths (the tree-like equivalence classes). These are obtained through properties of the signature and are: (1) the product topology, obtained by equipping the tensor algebra with the product topology and requiring $S$ to be an embedding, (2) the quotient topology derived from the 1-variation topology on the underlying path space, and (3) the metric topology associated to $d( [ \gamma] ,[ \sigma] ) := \vert\vert \gamma^*-\sigma^*\vert\vert_{1}$ using suitable representatives $\gamma^*$ and $\sigma^*$ of the equivalence classes. The topologies are ordered by strict inclusion, (1) being the weakest and (3) the strongest. Each is separable and Hausdorff, (1) being both metrisable and $\sigma$-compact, but not a Baire space and so neither Polish nor locally compact. The quotient topology (2) is not metrisable and the metric $d$ is not complete. An important function on (unparameterised) path space is the (fixed-time) solution map of a controlled differential equation. For a broad class of such equations, we prove measurability of this map for each topology. Under stronger regularity assumptions, we show continuity on explicit compact subsets of the product topology (1). We relate these results to the expected signature model of [15].