Terry J. Lyons

collaborators

3 papers

math.NA2026

Concise $(ε, r)$ -representations of a path

Emilio Ferrucci, Oliver Perrée, Terry Lyons

Paths $X : [0, T] \to R^{d}$ are traditionally stored in finite memory as time series. Recent research has underscored the benefits of instead representing them as collec…

math.CA2026

The Geometry of Rough Path Space

Martin Geller, Terry Lyons

We describe $H^{p} (V)$ , a subset of $p$ -rough path space $Ω_{p} (V)$ which is a vector space under an addition operation $⊞$ and a scalar multiplication $⊙$ . We show that the…

math.NA2024

Higher Order Lipschitz Greedy Recombination Interpolation Method (HOLGRIM)

Terry Lyons, Andrew D. McLeod

In this paper we introduce the Higher Order Lipschitz Greedy Recombination Interpolation Method (HOLGRIM) for finding sparse approximations of Lip $(γ)$ functions, in the sense of S…

Concise (ε,r)-representations of a path

The Geometry of Rough Path Space

Higher Order Lipschitz Greedy Recombination Interpolation Method (HOLGRIM)

Concise $(ε, r)$ -representations of a path