165 citations · 1.6k across the 96 of their papers we have counts for
Showing 2011 · math.CAShow all
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math.CA2011★ 4 cited
Inversion of signature for paths of bounded variation
Terry Lyons, Weijun Xu
We develop two methods to reconstruct a path of bounded variation from its signature. The first method gives a simple and explicit expression of any axis path in terms of its signa…
math.CA2011★ 6 cited
The partial sum process of orthogonal expansion as geometric rough process with Fourier series as an example---an improvement of Menshov-Rademacher theorem
Danyu Yang, Terry J. Lyons
In this paper, we prove that the partial sum process of general orthogonal series is a geometric 2-rough process under the same condition as in Menshov-Rademacher Theorem. For Four…
math.CA2011
Rough Paths on Manifolds
Thomas Cass, Christian Litterer, Terry Lyons
We develop a fundamental framework for and extend the theory of rough paths to Lipschitz-gamma manifolds.