Terry J. Lyons

works on

controlled differential equations 1 log-signature 1 numerical approximation 1 path signatures 1 rough paths 1 stochastic differential equations 1

From the 1 of 3 linked papers with an AI index.

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math.CA2026

The Geometry of Rough Path Space

Martin Geller, Terry Lyons

We describe $H^{p} (V)$ , a subset of $p$ -rough path space $I^c ◯_{p} (V)$ 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 $(I^^{3})$ functions, in the sense of Stein, being close throughout a subset of their domain. A particular consequence of our results is the fo…