Deep Signature Transforms
Bonnier, P
Kidger, P
Arribas, I
Salvi, C
Lyons, T
(21 May 2019)
Integrability and tail estimates for Gaussian rough differential equations
Cass, T
Litterer, C
Lyons, T
(10 Apr 2011)
Physical Brownian motion in magnetic field as rough path
Friz, P
Gassiat, P
Lyons, T
(11 Feb 2013)
Kusuoka-Stroock gradient bounds for the solution of the filtering equation
Crisan, D
Litterer, C
Lyons, T
(03 Nov 2013)
Uniform Factorial Decay Estimate for the Remainder of Rough Taylor Expansion
Boedihardjo, H
Yang, D
Lyons, T
(13 Feb 2015)
Note on the Signatures of Rough Paths in a Banach Space
Boedihardjo, H
Geng, X
Lyons, T
Yang, D
(06 Oct 2015)
A new definition of rough paths on manifolds
Boutaib, Y
Lyons, T
(27 Oct 2015)
The Signature of a Rough Path: Uniqueness
Boedihardjo, H
Geng, X
Lyons, T
Yang, D
(30 Jun 2014)
An optimal polynomial approximation of Brownian motion
Foster, J
Lyons, T
Oberhauser, H
(15 Apr 2019)
The Signature-Based Model for Early Detection of Sepsis From Electronic Health Records in the Intensive Care Unit
Morrill, J
Kormilitzin, A
Nevado-Holgado, A
Swaminathan, S
Howison, S
Lyons, T
2016 Computing in Cardiology Conference (CinC)
volume 45
page 1-page 4
(30 Dec 2019)