Rough paths, Signatures and the modelling of functions on streams

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Christian Litterer and Terry Lyons, Cubature on wiener space continued , Stochastic Processes and Applications to Mathematical Finance (2011), 197–218

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Terry Lyons and Hao Ni, Expected signature of two dimensional Brownian Motion up to the first exit time of the domain , arXiv:1101.5902v4 (2011), 1–27

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2011

Cited alongside, same era.

Horatio Boedihardjo, Hao Ni, and Zhongmin Qian, Uniqueness of signature for simple curves , ArXiv preprint arXiv:1304.0755 (2013), 1–21

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Original

2013

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Terry J Lyons and Danyu Yang, The partial sum process of orthogonal expansions as geometric rough process with fourier series as an example—an improvement of menshov–rademacher theorem , Journal of Functional Analysis 265

2013

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Youness Boutaib, Lajos Gergely Gyurkó, Terry Lyons, and Danyu Yang, Dimension-free euler estimates of rough differential equations , arXiv:1307.4708 to appear in Rev. Roumaine Math. Pures Appl. (2014), 1–20

Original

2014

Closest in time.