Preprints and papers | 2026

Preprints and papers | 2026

Maud Lemercier, Terry LyonsCristopher Salvi
Log-PDE Methods for Rough Signature Kernels

Accepted at SIAM Journal on Numerical Analysis (16 Jan 2026)  DOI


Emilio Ferrucci, Timothy Herschell, Christian Litterer, Terry Lyons
High-degree cubature on Wiener space through unshuffle expansions

Proceedings of the Royal Society A  (15 Jan 2026)  DOI


Francesco PiattiThomas CassWill Turner
Random Controlled Differential Equations

Accepted at ICLR (2026)  DOI

 

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