Ilya Chevyrev, Emilio Rossi Ferrucci, Darrick Lee, Terry Lyons, Harald Oberhauser, Nikolas Tapia
Orthogonal polynomials on path-space
arXiv:2602.18808v1 (21 Feb 2026)
Francesco Piatti, Thomas Cass, Will Turner
Random Controlled Differential Equations
Accepted at ICLR (26 Jan 2026) DOI
Martin Geller, Terry Lyons
The Geometry of Rough Path Space
arXiv:2601.15402 (21 Jan 2026) DOI
Carlo Bellingeri, Emilio Ferrucci, Nikolas Tapia
Branched Itô formula and natural Itô-Stratonovich isomorphism
Advances in Mathematics (Jan 2026) DOI
Maud Lemercier, Terry Lyons, Cristopher 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
