Universal Approximation with Deep Narrow Networks
Kidger, P
Lyons, T
(21 May 2019)
doi:10.48550/arxiv.1905.08539
Deep Signature Transforms
Bonnier, P
Kidger, P
Arribas, I
Salvi, C
Lyons, T
(21 May 2019)
doi:10.48550/arxiv.1905.08494
Integrability and tail estimates for Gaussian rough differential equations
Cass, T
Litterer, C
Lyons, T
(10 Apr 2011)
doi:10.48550/arxiv.1104.1813
Physical Brownian motion in magnetic field as rough path
Friz, P
Gassiat, P
Lyons, T
(11 Feb 2013)
doi:10.48550/arxiv.1302.2531
Kusuoka-Stroock gradient bounds for the solution of the filtering equation
Crisan, D
Litterer, C
Lyons, T
(03 Nov 2013)
doi:10.48550/arxiv.1311.0480
Uniform Factorial Decay Estimate for the Remainder of Rough Taylor Expansion
Boedihardjo, H
Yang, D
Lyons, T
(13 Feb 2015)
doi:10.48550/arxiv.1502.04116
Note on the Signatures of Rough Paths in a Banach Space
Boedihardjo, H
Geng, X
Lyons, T
Yang, D
(06 Oct 2015)
doi:10.48550/arxiv.1510.04172
A new definition of rough paths on manifolds
Boutaib, Y
Lyons, T
(27 Oct 2015)
doi:10.48550/arxiv.1510.07833
An optimal polynomial approximation of Brownian motion
Foster, J
Lyons, T
Oberhauser, H
(15 Apr 2019)
doi:10.48550/arxiv.1904.06998
The Signature of a Rough Path: Uniqueness
Boedihardjo, H
Geng, X
Lyons, T
Yang, D
(30 Jun 2014)
doi:10.48550/arxiv.1406.7871