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20232026
most citedBranched Itô formula and natural Itô-Stratonovich isomorphism

1 citations · 1 across the 7 of their papers we have counts for

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math.NA2026

Concise -representations of a path

Emilio Ferrucci, Oliver Perrée, Terry Lyons

Paths are traditionally stored in finite memory as time series. Recent research has underscored the benefits of instead representing them as collec…

math.PR2026

Locality of rough path lifts

Ilya Chevyrev, Emilio Ferrucci

Every Hölder continuous path admits a geometric rough path lift by the Lyons--Victoir extension theorem. A natural question that emerges when lifting more than…

math.PR2026

Orthogonal polynomials on path-space

Ilya Chevyrev, Emilio Ferrucci, Darrick Lee +3

We consider the orthogonalisation of the signature of a stochastic process as the analogue of orthogonal polynomials on path-space. Under an infinite radius of convergence assumpti…