controlled differential equations 1log-signature 1numerical approximation 1path signatures 1rough paths 1stochastic differential equations 1
From the 1 of 3 linked papers with an AI index.
3 papers
math.NA2026
Concise -representations of a path
Emilio Ferrucci, Oliver Perrée, Terry Lyons
The paper investigates how to store a path using a truncated log-signature with the optimal balance between the number of intervals and signature degree, minimizing memory while gu…
math.CA2026
The Geometry of Rough Path Space
Martin Geller, Terry Lyons
We describe , a subset of -rough path space which is a vector space under an addition operation and a scalar multiplication . We show that th…
math.CA2025
Higher Order Lipschitz Sandwich Theorems
Terry Lyons, Andrew D. McLeod
We investigate the consequence of two Lip functions, in the sense of Stein, being close throughout a subset of their domain. A particular consequence of our results is the fo…