43 citations · 53 across the 3 of their papers we have counts for
3 papers
math.PR2016
Wasserstein approximations of the Lévy area random walk via polynomial perturbations of Gaussian distributions
Guy Flint
We construct a coupling between the random walk composed of Lévy area increments from a -dimensional Brownian motion and a random walk composed of quadratic polynomials of Gauss…
math.PR2015★ 10 cited
Pathwise approximation of SDEs by coupling piecewise abelian rough paths
Guy Flint, Terry Lyons
We present a new pathwise approximation scheme for stochastic differential equations driven by multidimensional Brownian motion which does not require the simulation of Lévy area a…
math.PR2013★ 43 cited
Discretely sampled signals and the rough Hoff process
Guy Flint, Ben Hambly, Terry Lyons
We introduce a canonical method for transforming a discrete sequential data set into an associated rough path made up of lead-lag increments. In particular, by sampling a -dimen…