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Lyons, Terence John

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Author ID: lyons.terence-j Recent zbMATH articles by "Lyons, Terence John"
Published as: Lyons, Terry; Lyons, T. J.; Lyons, Terry J.; Lyons, T.; Lyons, Terence J.; Lyons
External Links: MGP · Wikidata · Math-Net.Ru · dblp · GND · IdRef
Documents Indexed: 108 Publications since 1980, including 3 Books
Biographic References: 1 Publication
all top 5

Serials

10 The Annals of Probability
9 Journal of Functional Analysis
6 Bulletin of the London Mathematical Society
5 Probability Theory and Related Fields
3 Journal of Differential Geometry
3 Revista Matemática Iberoamericana
3 SIAM Journal on Applied Mathematics
3 Applied Mathematical Finance
2 Advances in Applied Probability
2 Advances in Mathematics
2 Journal of the London Mathematical Society. Second Series
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 Stochastic Processes and their Applications
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Electronic Communications in Probability
2 Journal of the European Mathematical Society (JEMS)
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Revue Roumaine de Mathématiques Pures et Appliquées
1 Annales de l’Institut Fourier
1 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
1 Bulletin des Sciences Mathématiques. Deuxième Série
1 Illinois Journal of Mathematics
1 Journal of the Mathematical Society of Japan
1 Mathematische Annalen
1 Proceedings of the London Mathematical Society. Third Series
1 SIAM Journal on Numerical Analysis
1 Transactions of the American Mathematical Society
1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
1 The Annals of Applied Probability
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences
1 Stochastics and Stochastics Reports
1 Mathematical Research Letters
1 Bulletin des Sciences Mathématiques
1 Monte Carlo Methods and Applications
1 Sbornik: Mathematics
1 Markov Processes and Related Fields
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Annals of Mathematics. Second Series
1 Communications in Mathematical Sciences
1 Fields Institute Communications
1 Lecture Notes in Mathematics
1 Publications in Sciences. University of Joensuu
1 SIAM Journal on Financial Mathematics
1 Oxford Mathematical Monographs

Publications by Year

Citations contained in zbMATH Open

92 Publications have been cited 1,735 times in 904 Documents Cited by Year
Differential equations driven by rough signals. Zbl 0923.34056
Lyons, Terry J.
305
1998
System control and rough paths. Zbl 1029.93001
Lyons, Terry; Qian, Zhongmin
222
2002
Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young. Zbl 0835.34004
Lyons, Terry
89
1994
Function theory, random paths and covering spaces. Zbl 0554.58022
Lyons, Terry; Sullivan, Dennis
73
1984
Cubature on Wiener space. Zbl 1055.60049
Lyons, Terry; Victoir, Nicolas
71
2004
Differential equations driven by rough paths. Ecole d’Eté de Probabilités de Saint-Flour XXXIV – 2004. Lectures given at the 34th probability summer school, July 6–24, 2004. Zbl 1176.60002
Lyons, Terry J.; Caruana, Michael; Lévy, Thierry
68
2007
Variable step size control in the numerical solution of stochastic differential equations. Zbl 0888.60046
Gaines, J. G.; Lyons, T. J.
54
1997
A simple criterion for transience of a reversible Markov chain. Zbl 0509.60067
Lyons, Terry
46
1983
Integrability and tail estimates for Gaussian rough differential equations. Zbl 1278.60091
Cass, Thomas; Litterer, Christian; Lyons, Terry
38
2013
Decomposition of Dirichlet processes and its applications. Zbl 0804.60044
Lyons, T. J.; Zhang, T. S.
37
1994
Uniqueness for the signature of a path of bounded variation and the reduced path group. Zbl 1276.58012
Hambly, Ben; Lyons, Terry
32
2010
Nonlinear filtering and measure-valued processes. Zbl 0888.93056
Crisan, Dan; Lyons, Terry
25
1997
A crossing estimate for the canonical process on a Dirichlet space and a tightness result. Zbl 0654.60059
Lyons, Terence J.; Zheng, Weian
25
1988
Random generation of stochastic area integrals. Zbl 0805.60052
Gaines, J. G.; Lyons, T. J.
24
1994
Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels. Zbl 0914.60045
Lunt, John; Lyons, T. J.; Zhang, T. S.
22
1998
Lévy area of Wiener processes in Banach spaces. Zbl 1016.60071
Ledoux, M.; Lyons, T.; Qian, Z.
22
2002
An extension theorem to rough paths. Zbl 1134.60047
Lyons, Terry; Victoir, Nicolas
22
2007
Winding of the plane Brownian motion. Zbl 0541.60075
Lyons, T. J.; McKean, H. P.
21
1984
Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060
Crisan, Dan; Gaines, Jessica; Lyons, Terry
20
1998
On conditional diffusion processes. Zbl 0715.60097
Lyons, T. J.; Zheng, W. A.
20
1990
Finely holomorphic functions. Zbl 0459.46038
Lyons, T. J.
19
1980
Discrete filtering using branching and interacting particle systems. Zbl 0967.93088
Crisan, D.; Del Moral, P.; Lyons, T.
19
1999
A particle approximation of the solution of the Kushner-Stratonovitch equation. Zbl 0951.93068
Crisan, D.; Lyons, T.
17
1999
Extending the Wong-Zakai theorem to reversible Markov processes. Zbl 1010.60070
Bass, R. F.; Hambly, B. M.; Lyons, T. J.
17
2002
Instability of Liouville property for quasi-isometric Riemannian manifolds and reversible Markov chains. Zbl 0599.60011
Lyons, Terry
17
1987
Stochastic area for Brownian motion on the Sierpiński gasket. Zbl 0936.60073
Hambly, B. M.; Lyons, T. J.
16
1998
Physical Brownian motion in a magnetic field as a rough path. Zbl 1390.60257
Friz, Peter; Gassiat, Paul; Lyons, Terry
15
2015
The signature of a rough path: uniqueness. Zbl 1347.60094
Boedihardjo, Horatio; Geng, Xi; Lyons, Terry; Yang, Danyu
14
2016
Efficient and practical implementations of cubature on Wiener space. Zbl 1221.65009
Gyurkó, Lajos Gergely; Lyons, Terry J.
14
2011
Flow of diffeomorphisms induced by a geometric multiplicative functional. Zbl 0918.60009
Lyons, Terry; Qian, Zhongmin
13
1998
Characteristic functions of measures on geometric rough paths. Zbl 1393.60008
Chevyrev, Ilya; Lyons, Terry
13
2016
Lévy’s area under conditioning. Zbl 1099.60054
Friz, P.; Lyons, T.; Stroock, D.
13
2006
High order recombination and an application to cubature on Wiener space. Zbl 1261.65011
Litterer, Christian; Lyons, Terence J.
13
2012
Backward stochastic dynamics on a filtered probability space. Zbl 1238.60064
Liang, Gechun; Lyons, Terry; Qian, Zhongmin
13
2011
The limits of stochastic integrals of differential forms. Zbl 0969.60078
Lyons, Terry; Stoica, Lucreţiu
12
1999
Minimal entropy approximations and optimal algorithms. Zbl 1018.65014
Crisan, Dan; Lyons, Terry
12
2002
Smoothness of Itô maps and diffusion processes on path spaces. I. Zbl 1127.60033
Li, Xiang-Dong; Lyons, Terry J.
12
2006
On the non-existence of path integrals. Zbl 0745.60051
Lyons, Terry
11
1991
Bases for positive continuous functions. Zbl 0675.30040
Hayman, W. K.; Lyons, T. J.
11
1990
On the importance of the Lévy area for studying the limits of functions of converging stochastic processes. Application to homogenization. Zbl 1199.60292
Lejay, Antoine; Lyons, Terry
10
2005
Discretely sampled signals and the rough Hoff process. Zbl 1348.60058
Flint, Guy; Hambly, Ben; Lyons, Terry
9
2016
A note on tightness of capacities associated with Dirichlet forms. Zbl 0781.60063
Lyons, Terry; Röckner, Michael
9
1992
A class of vector fields on path spaces. Zbl 0877.58059
Lyons, T. J.; Qian, Z. M.
9
1997
Flow equations on spaces of rough paths. Zbl 0890.58090
Lyons, Terry; Qian, Zhongmin
9
1997
Rough paths, signatures and the modelling of functions on streams. Zbl 1373.93158
Lyons, Terry
9
2014
Stopping non-commutative processes. Zbl 0585.60058
Barnett, Chris; Lyons, Terry
9
1986
Convergence of non-symmetric Dirichlet processes. Zbl 0888.31005
Lyons, Terry; Zhang, Tusheng
8
1996
System control and rough paths. Zbl 1044.93009
Lyons, T. J.
8
2002
Evolving communities with individual preferences. Zbl 1321.60204
Cass, Thomas; Lyons, Terry
8
2015
The critical dimension at which quasi-every Brownian path is self- avoiding. Zbl 0609.60087
Lyons, Terry J.
8
1986
Inverting the signature of a path. Zbl 1429.70012
Lyons, Terry J.; Xu, Weijun
8
2018
Stochastic Jacobi fields and vector fields induced by varying area on path spaces. Zbl 0903.60008
Lyons, Terry; Qian, Zhongmin
7
1997
A signed measure on rough paths associated to a PDE of high order: results and conjectures. Zbl 1193.60071
Levin, Daniel; Lyons, Terry
7
2009
Instability of the conservative property under quasi-isometries. Zbl 0747.53034
Lyons, Terry
6
1991
Interacting particle systems approximations of the Kushner-Stratonovitch equation. Zbl 0947.60040
Crişan, D.; Del Moral, P.; Lyons, T. J.
6
1999
Hyperbolic development and inversion of signature. Zbl 1362.53009
Lyons, Terry J.; Xu, Weijun
6
2017
Random thoughts on reversible potential theory. Zbl 0757.31007
Lyons, Terry
5
1992
The geometry of the Brownian curve. Zbl 0778.60058
Duplantier, B.; Lawler, G. F.; Le Gall, J.-F.; Lyons, T. J.
5
1993
A synthetic proof of Makarov’s law of the iterated logarithm. Zbl 0708.30033
Lyons, Terry
5
1990
Diffusion processes with non-smooth diffusion coefficients and their density functions. Zbl 0715.60096
Lyons, T. J.; Zheng, W. A.
5
1990
The interpretation and solution of ordinary differential equations driven by rough signals. Zbl 0827.34049
Lyons, Terry J.
4
1995
Note on convergence of Dirichlet processes. Zbl 0793.31006
Lyons, T. J.; Zhang, T. S.
4
1993
Dimension-free Euler estimates of rough differential equations. Zbl 1399.60115
Boutaib, Youness; Gyurkó, Lajos Gergely; Lyons, Terry; Yang, Danyu
4
2014
The best harmonic approximant to a continuous function. Zbl 0541.41024
Hayman, Walter K.; Kershaw, Donald; Lyons, Terry J.
4
1984
On the radius of convergence of the logarithmic signature. Zbl 1103.60060
Lyons, Terry J.; Sidorova, Nadia
4
2006
Calculus for multiplicative functionals, Itô’s formula and differential equations. Zbl 0862.60043
Lyons, T. J.; Qian, Z. M.
3
1996
A theorem in fine potential theory and applications to finely holomorphic functions. Zbl 0459.46039
Lyons, T. J.
3
1980
Cones of lower semicontinuous functions and a characterisation of finely hyperharmonic functions. Zbl 0492.31005
Lyons, Terry J.
3
1982
Conditional exponential moments for iterated Wiener integrals. Zbl 0961.60053
Lyons, Terry; Zeitouni, Ofer
3
1999
Kusuoka-Stroock gradient bounds for the solution of the filtering equation. Zbl 1333.60147
Crisan, Dan; Litterer, Christian; Lyons, Terry
3
2015
Projection theorems for hitting probabilities and a theorem of Littlewood. Zbl 0566.58036
Lyons, T. J.; MacGibbon, K. B.; Taylor, J. C.
3
1984
Systems controlled by rough paths. Zbl 1125.93026
Lyons, Terry
3
2005
On Gauss-Green theorem and boundaries of a class of Hölder domains. Zbl 1103.28007
Lyons, Terry J.; Yam, Phillip S. C.
3
2006
Expected signature of Brownian motion up to the first exit time from a bounded domain. Zbl 1350.60086
Lyons, Terry; Ni, Hao
2
2015
The adaptive patched cubature filter and its implementation. Zbl 1343.60042
Lee, Wonjung; Lyons, Terry
2
2016
Finely harmonic functions need not be quasi-analytic. Zbl 0541.31002
Lyons, Terry
2
1984
Introducing cubature to filtering. Zbl 1237.93168
Litterer, C.; Lyons, T.
2
2011
Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length. (Supermultiplicativité et une borne inférieure pour la décroissance de la signature d’un chemin de longueur finie.) Zbl 1391.60163
Chang, Jiawei; Lyons, Terry; Ni, Hao
2
2018
Rough paths based numerical algorithms in computational finance. Zbl 1198.91229
Gyurkó, Lajos Gergely; Lyons, Terry
2
2010
Cubature on Wiener space continued. Zbl 1187.35299
Litterer, Christian; Lyons, Terry
2
2007
Rough paths on manifolds. Zbl 1280.58023
Cass, Thomas; Litterer, Christian; Lyons, Terry
2
2012
Uncertain volatility and the risk-free synthesis of derivatives. Zbl 1466.91347
Lyons, T. J.
2
1995
Corrigendum to: “Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length”. Zbl 1400.60089
Chang, Jiawei; Lyons, Terry; Ni, Hao
1
2018
On the limit of stochastic integrals of differential forms. Zbl 0899.60046
Lyons, Terry; Stoica, Lucreţiu
1
1996
Jensen measures for R(K). Zbl 0509.31002
Gamelin, T. W.; Lyons, T. J.
1
1983
On boundary conditions for stochastic evolution equations with an extremally chaotic source. Zbl 0869.60054
Albeverio, S.; Lyons, T.; Rozanov, Yu.
1
1995
The partial sum process of orthogonal expansions as geometric rough process with Fourier series as an example – an improvement of Menshov-Rademacher theorem. Zbl 1284.42082
Lyons, Terry J.; Yang, Danyu
1
2013
Uniform factorial decay estimates for controlled differential equations. Zbl 1333.60117
Boedihardjo, Horatio; Lyons, Terry; Yang, Danyu
1
2015
Recovering the pathwise Itô solution from averaged Stratonovich solutions. Zbl 1338.60148
Lyons, Terry; Yang, Danyu
1
2016
Kiyoshi Itô (1915-2008). Zbl 1201.60005
Lyons, Terence J.
1
2010
Smooth rough paths and applications to Fourier analysis. Zbl 1146.26004
Hara, Keisuke; Lyons, Terry
1
2007
A uniform estimate for rough paths. Zbl 1296.60155
Lyons, Terry J.; Xu, Weijun
1
2013
Inverting the signature of a path. Zbl 1429.70012
Lyons, Terry J.; Xu, Weijun
8
2018
Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length. (Supermultiplicativité et une borne inférieure pour la décroissance de la signature d’un chemin de longueur finie.) Zbl 1391.60163
Chang, Jiawei; Lyons, Terry; Ni, Hao
2
2018
Corrigendum to: “Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length”. Zbl 1400.60089
Chang, Jiawei; Lyons, Terry; Ni, Hao
1
2018
Hyperbolic development and inversion of signature. Zbl 1362.53009
Lyons, Terry J.; Xu, Weijun
6
2017
The signature of a rough path: uniqueness. Zbl 1347.60094
Boedihardjo, Horatio; Geng, Xi; Lyons, Terry; Yang, Danyu
14
2016
Characteristic functions of measures on geometric rough paths. Zbl 1393.60008
Chevyrev, Ilya; Lyons, Terry
13
2016
Discretely sampled signals and the rough Hoff process. Zbl 1348.60058
Flint, Guy; Hambly, Ben; Lyons, Terry
9
2016
The adaptive patched cubature filter and its implementation. Zbl 1343.60042
Lee, Wonjung; Lyons, Terry
2
2016
Recovering the pathwise Itô solution from averaged Stratonovich solutions. Zbl 1338.60148
Lyons, Terry; Yang, Danyu
1
2016
Physical Brownian motion in a magnetic field as a rough path. Zbl 1390.60257
Friz, Peter; Gassiat, Paul; Lyons, Terry
15
2015
Evolving communities with individual preferences. Zbl 1321.60204
Cass, Thomas; Lyons, Terry
8
2015
Kusuoka-Stroock gradient bounds for the solution of the filtering equation. Zbl 1333.60147
Crisan, Dan; Litterer, Christian; Lyons, Terry
3
2015
Expected signature of Brownian motion up to the first exit time from a bounded domain. Zbl 1350.60086
Lyons, Terry; Ni, Hao
2
2015
Uniform factorial decay estimates for controlled differential equations. Zbl 1333.60117
Boedihardjo, Horatio; Lyons, Terry; Yang, Danyu
1
2015
Rough paths, signatures and the modelling of functions on streams. Zbl 1373.93158
Lyons, Terry
9
2014
Dimension-free Euler estimates of rough differential equations. Zbl 1399.60115
Boutaib, Youness; Gyurkó, Lajos Gergely; Lyons, Terry; Yang, Danyu
4
2014
Integrability and tail estimates for Gaussian rough differential equations. Zbl 1278.60091
Cass, Thomas; Litterer, Christian; Lyons, Terry
38
2013
The partial sum process of orthogonal expansions as geometric rough process with Fourier series as an example – an improvement of Menshov-Rademacher theorem. Zbl 1284.42082
Lyons, Terry J.; Yang, Danyu
1
2013
A uniform estimate for rough paths. Zbl 1296.60155
Lyons, Terry J.; Xu, Weijun
1
2013
High order recombination and an application to cubature on Wiener space. Zbl 1261.65011
Litterer, Christian; Lyons, Terence J.
13
2012
Rough paths on manifolds. Zbl 1280.58023
Cass, Thomas; Litterer, Christian; Lyons, Terry
2
2012
Efficient and practical implementations of cubature on Wiener space. Zbl 1221.65009
Gyurkó, Lajos Gergely; Lyons, Terry J.
14
2011
Backward stochastic dynamics on a filtered probability space. Zbl 1238.60064
Liang, Gechun; Lyons, Terry; Qian, Zhongmin
13
2011
Introducing cubature to filtering. Zbl 1237.93168
Litterer, C.; Lyons, T.
2
2011
Uniqueness for the signature of a path of bounded variation and the reduced path group. Zbl 1276.58012
Hambly, Ben; Lyons, Terry
32
2010
Rough paths based numerical algorithms in computational finance. Zbl 1198.91229
Gyurkó, Lajos Gergely; Lyons, Terry
2
2010
Kiyoshi Itô (1915-2008). Zbl 1201.60005
Lyons, Terence J.
1
2010
A signed measure on rough paths associated to a PDE of high order: results and conjectures. Zbl 1193.60071
Levin, Daniel; Lyons, Terry
7
2009
Differential equations driven by rough paths. Ecole d’Eté de Probabilités de Saint-Flour XXXIV – 2004. Lectures given at the 34th probability summer school, July 6–24, 2004. Zbl 1176.60002
Lyons, Terry J.; Caruana, Michael; Lévy, Thierry
68
2007
An extension theorem to rough paths. Zbl 1134.60047
Lyons, Terry; Victoir, Nicolas
22
2007
Cubature on Wiener space continued. Zbl 1187.35299
Litterer, Christian; Lyons, Terry
2
2007
Smooth rough paths and applications to Fourier analysis. Zbl 1146.26004
Hara, Keisuke; Lyons, Terry
1
2007
Lévy’s area under conditioning. Zbl 1099.60054
Friz, P.; Lyons, T.; Stroock, D.
13
2006
Smoothness of Itô maps and diffusion processes on path spaces. I. Zbl 1127.60033
Li, Xiang-Dong; Lyons, Terry J.
12
2006
On the radius of convergence of the logarithmic signature. Zbl 1103.60060
Lyons, Terry J.; Sidorova, Nadia
4
2006
On Gauss-Green theorem and boundaries of a class of Hölder domains. Zbl 1103.28007
Lyons, Terry J.; Yam, Phillip S. C.
3
2006
On the importance of the Lévy area for studying the limits of functions of converging stochastic processes. Application to homogenization. Zbl 1199.60292
Lejay, Antoine; Lyons, Terry
10
2005
Systems controlled by rough paths. Zbl 1125.93026
Lyons, Terry
3
2005
Cubature on Wiener space. Zbl 1055.60049
Lyons, Terry; Victoir, Nicolas
71
2004
System control and rough paths. Zbl 1029.93001
Lyons, Terry; Qian, Zhongmin
222
2002
Lévy area of Wiener processes in Banach spaces. Zbl 1016.60071
Ledoux, M.; Lyons, T.; Qian, Z.
22
2002
Extending the Wong-Zakai theorem to reversible Markov processes. Zbl 1010.60070
Bass, R. F.; Hambly, B. M.; Lyons, T. J.
17
2002
Minimal entropy approximations and optimal algorithms. Zbl 1018.65014
Crisan, Dan; Lyons, Terry
12
2002
System control and rough paths. Zbl 1044.93009
Lyons, T. J.
8
2002
Discrete filtering using branching and interacting particle systems. Zbl 0967.93088
Crisan, D.; Del Moral, P.; Lyons, T.
19
1999
A particle approximation of the solution of the Kushner-Stratonovitch equation. Zbl 0951.93068
Crisan, D.; Lyons, T.
17
1999
The limits of stochastic integrals of differential forms. Zbl 0969.60078
Lyons, Terry; Stoica, Lucreţiu
12
1999
Interacting particle systems approximations of the Kushner-Stratonovitch equation. Zbl 0947.60040
Crişan, D.; Del Moral, P.; Lyons, T. J.
6
1999
Conditional exponential moments for iterated Wiener integrals. Zbl 0961.60053
Lyons, Terry; Zeitouni, Ofer
3
1999
Differential equations driven by rough signals. Zbl 0923.34056
Lyons, Terry J.
305
1998
Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels. Zbl 0914.60045
Lunt, John; Lyons, T. J.; Zhang, T. S.
22
1998
Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060
Crisan, Dan; Gaines, Jessica; Lyons, Terry
20
1998
Stochastic area for Brownian motion on the Sierpiński gasket. Zbl 0936.60073
Hambly, B. M.; Lyons, T. J.
16
1998
Flow of diffeomorphisms induced by a geometric multiplicative functional. Zbl 0918.60009
Lyons, Terry; Qian, Zhongmin
13
1998
Variable step size control in the numerical solution of stochastic differential equations. Zbl 0888.60046
Gaines, J. G.; Lyons, T. J.
54
1997
Nonlinear filtering and measure-valued processes. Zbl 0888.93056
Crisan, Dan; Lyons, Terry
25
1997
A class of vector fields on path spaces. Zbl 0877.58059
Lyons, T. J.; Qian, Z. M.
9
1997
Flow equations on spaces of rough paths. Zbl 0890.58090
Lyons, Terry; Qian, Zhongmin
9
1997
Stochastic Jacobi fields and vector fields induced by varying area on path spaces. Zbl 0903.60008
Lyons, Terry; Qian, Zhongmin
7
1997
Convergence of non-symmetric Dirichlet processes. Zbl 0888.31005
Lyons, Terry; Zhang, Tusheng
8
1996
Calculus for multiplicative functionals, Itô’s formula and differential equations. Zbl 0862.60043
Lyons, T. J.; Qian, Z. M.
3
1996
On the limit of stochastic integrals of differential forms. Zbl 0899.60046
Lyons, Terry; Stoica, Lucreţiu
1
1996
The interpretation and solution of ordinary differential equations driven by rough signals. Zbl 0827.34049
Lyons, Terry J.
4
1995
Uncertain volatility and the risk-free synthesis of derivatives. Zbl 1466.91347
Lyons, T. J.
2
1995
On boundary conditions for stochastic evolution equations with an extremally chaotic source. Zbl 0869.60054
Albeverio, S.; Lyons, T.; Rozanov, Yu.
1
1995
Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young. Zbl 0835.34004
Lyons, Terry
89
1994
Decomposition of Dirichlet processes and its applications. Zbl 0804.60044
Lyons, T. J.; Zhang, T. S.
37
1994
Random generation of stochastic area integrals. Zbl 0805.60052
Gaines, J. G.; Lyons, T. J.
24
1994
The geometry of the Brownian curve. Zbl 0778.60058
Duplantier, B.; Lawler, G. F.; Le Gall, J.-F.; Lyons, T. J.
5
1993
Note on convergence of Dirichlet processes. Zbl 0793.31006
Lyons, T. J.; Zhang, T. S.
4
1993
A note on tightness of capacities associated with Dirichlet forms. Zbl 0781.60063
Lyons, Terry; Röckner, Michael
9
1992
Random thoughts on reversible potential theory. Zbl 0757.31007
Lyons, Terry
5
1992
On the non-existence of path integrals. Zbl 0745.60051
Lyons, Terry
11
1991
Instability of the conservative property under quasi-isometries. Zbl 0747.53034
Lyons, Terry
6
1991
On conditional diffusion processes. Zbl 0715.60097
Lyons, T. J.; Zheng, W. A.
20
1990
Bases for positive continuous functions. Zbl 0675.30040
Hayman, W. K.; Lyons, T. J.
11
1990
A synthetic proof of Makarov’s law of the iterated logarithm. Zbl 0708.30033
Lyons, Terry
5
1990
Diffusion processes with non-smooth diffusion coefficients and their density functions. Zbl 0715.60096
Lyons, T. J.; Zheng, W. A.
5
1990
A crossing estimate for the canonical process on a Dirichlet space and a tightness result. Zbl 0654.60059
Lyons, Terence J.; Zheng, Weian
25
1988
Instability of Liouville property for quasi-isometric Riemannian manifolds and reversible Markov chains. Zbl 0599.60011
Lyons, Terry
17
1987
Stopping non-commutative processes. Zbl 0585.60058
Barnett, Chris; Lyons, Terry
9
1986
The critical dimension at which quasi-every Brownian path is self- avoiding. Zbl 0609.60087
Lyons, Terry J.
8
1986
Function theory, random paths and covering spaces. Zbl 0554.58022
Lyons, Terry; Sullivan, Dennis
73
1984
Winding of the plane Brownian motion. Zbl 0541.60075
Lyons, T. J.; McKean, H. P.
21
1984
The best harmonic approximant to a continuous function. Zbl 0541.41024
Hayman, Walter K.; Kershaw, Donald; Lyons, Terry J.
4
1984
Projection theorems for hitting probabilities and a theorem of Littlewood. Zbl 0566.58036
Lyons, T. J.; MacGibbon, K. B.; Taylor, J. C.
3
1984
Finely harmonic functions need not be quasi-analytic. Zbl 0541.31002
Lyons, Terry
2
1984
A simple criterion for transience of a reversible Markov chain. Zbl 0509.60067
Lyons, Terry
46
1983
Jensen measures for R(K). Zbl 0509.31002
Gamelin, T. W.; Lyons, T. J.
1
1983
Cones of lower semicontinuous functions and a characterisation of finely hyperharmonic functions. Zbl 0492.31005
Lyons, Terry J.
3
1982
Finely holomorphic functions. Zbl 0459.46038
Lyons, T. J.
19
1980
A theorem in fine potential theory and applications to finely holomorphic functions. Zbl 0459.46039
Lyons, T. J.
3
1980
all top 5

Cited by 908 Authors

42 Friz, Peter Karl
31 Lyons, Terence John
26 Tindel, Samy
22 Hairer, Martin
19 Gubinelli, Massimiliano
19 Qian, Zhongmin M.
18 Nualart, David
18 Zhang, Tusheng S.
16 Crisan, Dan O.
15 Bailleul, Ismaël F.
14 Inahama, Yuzuru
14 Lejay, Antoine
13 Russo, Francesco
12 Cass, Thomas Richard
12 Hu, Yaozhong
12 Oberhauser, Harald
12 Victoir, Nicolas B.
11 Deya, Aurélien
11 Riedel, Sebastian
11 Röckner, Michael
10 Boedihardjo, Horatio
10 Diehl, Joscha
10 Geng, Xi
10 Müller-Gronbach, Thomas
10 Teichmann, Josef
9 Baudoin, Fabrice
9 Coutin, Laure
9 Ouyang, Cheng
8 Aida, Shigeki
8 Bayer, Christian
8 Litterer, Christian
8 Neuenkirch, Andreas
8 Unterberger, Jérémie M.
8 Zheng, Weian
7 Chen, Zhen-Qing
7 Chevyrev, Ilya
7 Fan, Xiliang
7 Garrido-Atienza, María José
7 Prömel, David J.
7 Rovira, Carles
7 Xiong, Jie
7 Yamada, Toshihiro
6 Catellier, Rémi
6 Del Moral, Pierre
6 Fuglede, Bent
6 Mazzucchi, Sonia
6 Nourdin, Ivan
6 Perkowski, Nicolas
6 Ritter, Klaus
6 Yaroslavtseva, Larisa
5 Albeverio, Sergio A.
5 Besalú, Mireia
5 Beznea, Lucian
5 Brault, Antoine
5 Ebrahimi-Fard, Kurusch
5 Fitzsimmons, Patrick J.
5 Gardiner, Stephen J.
5 Gess, Benjamin
5 Hofmanová, Martina
5 Kubilius, Kȩstutis
5 Kuwae, Kazuhiro
5 Schmalfuß, Björn
5 Tudor, Ciprian A.
5 Zhu, RongChan
4 Burrage, Kevin
4 da Silva, José Luís
4 Delarue, François
4 Franchi, Jacques
4 Hinz, Michael
4 Ito, Yu
4 Kouritzin, Michael A.
4 Le Jan, Yves
4 León, Jorge A.
4 Liu, Chong
4 Manolarakis, Konstantinos
4 Marie, Nicolas
4 Melbourne, Ian
4 Ni, Hao
4 Nilssen, Torstein K.
4 Papavasiliou, Anastasia
4 Peres, Yuval
4 Rößler, Andreas
4 Weber, Hendrik
4 Yang, Danyu
4 Zähle, Martina
3 Amaba, Takafumi
3 Ancona, Alano
3 Bock, Wolfgang
3 Bonaccorsi, Stefano
3 Bruned, Yvain
3 Cannizzaro, Giuseppe
3 Chouk, Khalil
3 Cont, Rama
3 Decreusefond, Laurent
3 Deuschel, Jean-Dominique
3 Driver, Bruce K.
3 Duc, Luu Hoang
3 Flandoli, Franco
3 Foroush Bastani, Ali
3 Friedrich, Roland M.
...and 808 more Authors
all top 5

Cited in 214 Serials

81 Stochastic Processes and their Applications
58 The Annals of Probability
50 Journal of Functional Analysis
29 Probability Theory and Related Fields
29 The Annals of Applied Probability
22 Journal of Differential Equations
22 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
20 Potential Analysis
16 Transactions of the American Mathematical Society
15 Stochastic Analysis and Applications
15 Bernoulli
13 Journal of Computational and Applied Mathematics
12 Journal of Mathematical Analysis and Applications
12 Proceedings of the American Mathematical Society
12 Journal of Theoretical Probability
12 Stochastics and Dynamics
11 Electronic Journal of Probability
10 Bulletin des Sciences Mathématiques
10 Stochastic and Partial Differential Equations. Analysis and Computations
9 Stochastics
8 Statistics & Probability Letters
8 Numerical Algorithms
8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
7 Lithuanian Mathematical Journal
7 Journal of the Mathematical Society of Japan
7 Comptes Rendus. Mathématique. Académie des Sciences, Paris
6 Communications in Mathematical Physics
6 Annales de l’Institut Fourier
6 The Annals of Statistics
6 Journal of Complexity
6 Revista Matemática Iberoamericana
6 Journal of Evolution Equations
6 Quantitative Finance
6 Discrete and Continuous Dynamical Systems. Series B
5 Communications on Pure and Applied Mathematics
5 Advances in Mathematics
5 Journal of Applied Probability
5 Proceedings of the Edinburgh Mathematical Society. Series II
5 SIAM Journal on Numerical Analysis
5 Acta Applicandae Mathematicae
5 Acta Mathematicae Applicatae Sinica. English Series
5 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
5 Finance and Stochastics
5 Infinite Dimensional Analysis, Quantum Probability and Related Topics
4 Journal of Statistical Physics
4 Mathematics of Computation
4 Applied Mathematics and Optimization
4 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
4 Physica D
4 Applied Numerical Mathematics
4 Journal de Mathématiques Pures et Appliquées. Neuvième Série
4 Bulletin of the American Mathematical Society. New Series
4 Journal of Dynamics and Differential Equations
4 Monte Carlo Methods and Applications
4 Applied Mathematical Finance
4 Acta Mathematica Sinica. English Series
4 Annales Henri Poincaré
4 ALEA. Latin American Journal of Probability and Mathematical Statistics
4 Science China. Mathematics
4 International Journal of Stochastic Analysis
3 Archive for Rational Mechanics and Analysis
3 Journal of Mathematical Physics
3 Nonlinearity
3 Arkiv för Matematik
3 BIT
3 Inventiones Mathematicae
3 SIAM Journal on Control and Optimization
3 Journal of Scientific Computing
3 Forum Mathematicum
3 Communications in Partial Differential Equations
3 Discrete and Continuous Dynamical Systems
3 Annals of Mathematics. Second Series
3 Journal of Dynamical and Control Systems
3 Differentsial’nye Uravneniya i Protsessy Upravleniya
3 SIAM Journal on Financial Mathematics
3 Forum of Mathematics, Sigma
2 Advances in Applied Probability
2 International Journal of Control
2 Israel Journal of Mathematics
2 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série
2 Duke Mathematical Journal
2 Mathematische Annalen
2 Mathematische Nachrichten
2 Nagoya Mathematical Journal
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Osaka Journal of Mathematics
2 Proceedings of the London Mathematical Society. Third Series
2 Tohoku Mathematical Journal. Second Series
2 Statistical Science
2 Science in China. Series A
2 Aequationes Mathematicae
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 Expositiones Mathematicae
2 Computational Statistics and Data Analysis
2 Journal of Mathematical Sciences (New York)
2 Annales Mathématiques Blaise Pascal
2 Journal of Inequalities and Applications
2 Chaos
2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
2 Statistical Inference for Stochastic Processes
...and 114 more Serials
all top 5

Cited in 54 Fields

737 Probability theory and stochastic processes (60-XX)
172 Numerical analysis (65-XX)
116 Partial differential equations (35-XX)
94 Ordinary differential equations (34-XX)
65 Potential theory (31-XX)
61 Systems theory; control (93-XX)
53 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
49 Statistics (62-XX)
47 Global analysis, analysis on manifolds (58-XX)
41 Real functions (26-XX)
40 Operator theory (47-XX)
38 Dynamical systems and ergodic theory (37-XX)
37 Statistical mechanics, structure of matter (82-XX)
33 Functional analysis (46-XX)
23 Functions of a complex variable (30-XX)
20 Quantum theory (81-XX)
18 Measure and integration (28-XX)
17 Calculus of variations and optimal control; optimization (49-XX)
14 Differential geometry (53-XX)
13 Combinatorics (05-XX)
12 Approximations and expansions (41-XX)
11 Harmonic analysis on Euclidean spaces (42-XX)
10 Associative rings and algebras (16-XX)
9 Fluid mechanics (76-XX)
7 Nonassociative rings and algebras (17-XX)
6 Computer science (68-XX)
6 Biology and other natural sciences (92-XX)
5 Algebraic geometry (14-XX)
5 Topological groups, Lie groups (22-XX)
5 Integral equations (45-XX)
4 General and overarching topics; collections (00-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Group theory and generalizations (20-XX)
3 General topology (54-XX)
3 Algebraic topology (55-XX)
3 Information and communication theory, circuits (94-XX)
2 Number theory (11-XX)
2 Several complex variables and analytic spaces (32-XX)
2 Geometry (51-XX)
2 Mechanics of particles and systems (70-XX)
2 Relativity and gravitational theory (83-XX)
2 Operations research, mathematical programming (90-XX)
1 History and biography (01-XX)
1 Commutative algebra (13-XX)
1 Category theory; homological algebra (18-XX)
1 Special functions (33-XX)
1 Difference and functional equations (39-XX)
1 Abstract harmonic analysis (43-XX)
1 Integral transforms, operational calculus (44-XX)
1 Convex and discrete geometry (52-XX)
1 Mechanics of deformable solids (74-XX)
1 Optics, electromagnetic theory (78-XX)
1 Astronomy and astrophysics (85-XX)
1 Geophysics (86-XX)

Citations by Year

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