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.NA2026

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

Emilio Ferrucci, Oliver PerrÃ©e, 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.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 $(I^^{3})$ functions, in the sense of…

Concise (ε,r)-representations of a path

Higher Order Lipschitz Greedy Recombination Interpolation Method (HOLGRIM)

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