Edit Profile Lyons, Terence John Compute Distance To: Compute Author ID: lyons.terence-j Published as: Lyons, T.; Lyons, T. J.; Lyons, Terence J.; Lyons, Terry; Lyons, Terry J. External Links: MGP · Math-Net.Ru · Wikidata · dblp · GND Documents Indexed: 105 Publications since 1980, including 3 Books Biographic References: 1 Publication all top 5 Co-Authors 14 single-authored 8 Crisan, Dan O. 8 Qian, Zhongmin M. 6 Litterer, Christian 6 Yang, Danyu 5 Zhang, Tusheng S. 4 Hambly, Ben M. 3 Cass, Thomas Richard 3 Gyurkó, Lajos Gergely 3 Ni, Hao 3 Xu, Weijun 3 Zheng, Weian 2 Boedihardjo, Horatio 2 Chang, Jiawei 2 Del Moral, Pierre 2 Friz, Peter Karl 2 Gaines, J. G. 2 Hara, Keisuke 2 Hayman, Walter Kurt 2 Röckner, Michael 2 Stoica, Lucreţiu 2 Victoir, Nicolas B. 1 Albeverio, Sergio A. 1 Bass, Richard F. 1 Boutaib, Youness 1 Caruana, Michael 1 Chevyrev, Ilya 1 Duplantier, Bertrand 1 Eremenko, Alexandre Émmanuilovich 1 Flint, Guy H. 1 Gaines, Jessica 1 Gamelin, Theodore W. 1 Gassiat, Paul 1 Geng, Xi 1 Kershaw, Donald 1 Lawler, Gregory Francis 1 Le Gall, Jean-François 1 Ledoux, Michel 1 Levin, Daniel 1 Lévy, Thierry 1 Li, Xiang-Dong 1 Liang, Gechun 1 Lunt, John 1 MacGibbon, Brenda 1 McKean, Henry P. jun. 1 Reuter, G. E. H. 1 Rozanov, Yuriĭ Anatol’evich 1 Salisbury, Thomas S. 1 Sidorova, Nadia 1 Stroock, Daniel W. 1 Taylor, John C. 1 Yam, Phillip S. C. all top 5 Serials 9 Journal of Functional Analysis 8 The Annals of Probability 5 Probability Theory and Related Fields 3 Bulletin of the London Mathematical Society 3 Revista Matemática Iberoamericana 3 SIAM Journal on Applied Mathematics 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 Electronic Communications in Probability 2 Journal of the European Mathematical Society (JEMS) 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 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 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 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 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 Fields Institute Communications 1 Lecture Notes in Mathematics 1 Oxford Mathematical Monographs all top 5 Fields 69 Probability theory and stochastic processes (60-XX) 18 Systems theory; control (93-XX) 15 Potential theory (31-XX) 14 Numerical analysis (65-XX) 13 Ordinary differential equations (34-XX) 11 Global analysis, analysis on manifolds (58-XX) 7 Functions of a complex variable (30-XX) 7 Functional analysis (46-XX) 5 Partial differential equations (35-XX) 4 Real functions (26-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Measure and integration (28-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Operator theory (47-XX) 2 Differential geometry (53-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 90 Publications have been cited 1,668 times in 1,005 Documents Cited by ▼ Year ▼ Differential equations driven by rough signals. Zbl 0923.34056Lyons, Terry J. 280 1998 System control and rough paths. Zbl 1029.93001Lyons, Terry; Qian, Zhongmin 219 2002 Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young. Zbl 0835.34004Lyons, Terry 87 1994 Function theory, random paths and covering spaces. Zbl 0554.58022Lyons, Terry; Sullivan, Dennis 70 1984 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 1176.60002Lyons, Terry J.; Caruana, Michael; Lévy, Thierry 69 2007 Cubature on Wiener space. Zbl 1055.60049Lyons, Terry; Victoir, Nicolas 67 2004 Variable step size control in the numerical solution of stochastic differential equations. Zbl 0888.60046Gaines, J. G.; Lyons, T. J. 53 1997 A simple criterion for transience of a reversible Markov chain. Zbl 0509.60067Lyons, Terry 45 1983 Decomposition of Dirichlet processes and its applications. Zbl 0804.60044Lyons, T. J.; Zhang, T. S. 37 1994 Integrability and tail estimates for Gaussian rough differential equations. Zbl 1278.60091Cass, Thomas; Litterer, Christian; Lyons, Terry 36 2013 A crossing estimate for the canonical process on a Dirichlet space and a tightness result. Zbl 0654.60059Lyons, Terence J.; Zheng, Weian 29 1988 Uniqueness for the signature of a path of bounded variation and the reduced path group. Zbl 1276.58012Hambly, Ben; Lyons, Terry 28 2010 Random generation of stochastic area integrals. Zbl 0805.60052Gaines, J. G.; Lyons, T. J. 24 1994 Nonlinear filtering and measure-valued processes. Zbl 0888.93056Crisan, Dan; Lyons, Terry 23 1997 Lévy area of Wiener processes in Banach spaces. Zbl 1016.60071Ledoux, M.; Lyons, T.; Qian, Z. 22 2002 Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels. Zbl 0914.60045Lunt, John; Lyons, T. J.; Zhang, T. S. 22 1998 An extension theorem to rough paths. Zbl 1134.60047Lyons, Terry; Victoir, Nicolas 20 2007 Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060Crisan, Dan; Gaines, Jessica; Lyons, Terry 20 1998 On conditional diffusion processes. Zbl 0715.60097Lyons, T. J.; Zheng, W. A. 20 1990 Winding of the plane Brownian motion. Zbl 0541.60075Lyons, T. J.; McKean, H. P. 20 1984 Discrete filtering using branching and interacting particle systems. Zbl 0967.93088Crisan, D.; Del Moral, P.; Lyons, T. 19 1999 Finely holomorphic functions. Zbl 0459.46038Lyons, T. J. 19 1980 Extending the Wong-Zakai theorem to reversible Markov processes. Zbl 1010.60070Bass, R. F.; Hambly, B. M.; Lyons, T. J. 17 2002 A particle approximation of the solution of the Kushner-Stratonovitch equation. Zbl 0951.93068Crisan, D.; Lyons, T. 17 1999 Instability of Liouville property for quasi-isometric Riemannian manifolds and reversible Markov chains. Zbl 0599.60011Lyons, Terry 17 1987 Stochastic area for Brownian motion on the Sierpiński gasket. Zbl 0936.60073Hambly, B. M.; Lyons, T. J. 16 1998 Efficient and practical implementations of cubature on Wiener space. Zbl 1221.65009Gyurkó, Lajos Gergely; Lyons, Terry J. 13 2011 Lévy’s area under conditioning. Zbl 1099.60054Friz, P.; Lyons, T.; Stroock, D. 13 2006 Minimal entropy approximations and optimal algorithms. Zbl 1018.65014Crisan, Dan; Lyons, Terry 13 2002 Flow of diffeomorphisms induced by a geometric multiplicative functional. Zbl 0918.60009Lyons, Terry; Qian, Zhongmin 13 1998 Physical Brownian motion in a magnetic field as a rough path. Zbl 1390.60257Friz, Peter; Gassiat, Paul; Lyons, Terry 12 2015 High order recombination and an application to cubature on Wiener space. Zbl 1261.65011Litterer, Christian; Lyons, Terence J. 12 2012 Backward stochastic dynamics on a filtered probability space. Zbl 1238.60064Liang, Gechun; Lyons, Terry; Qian, Zhongmin 12 2011 Smoothness of Itô maps and diffusion processes on path spaces. I. Zbl 1127.60033Li, Xiang-Dong; Lyons, Terry J. 12 2006 The limits of stochastic integrals of differential forms. Zbl 0969.60078Lyons, Terry; Stoica, Lucreţiu 12 1999 The signature of a rough path: uniqueness. Zbl 1347.60094Boedihardjo, Horatio; Geng, Xi; Lyons, Terry; Yang, Danyu 11 2016 On the non-existence of path integrals. Zbl 0745.60051Lyons, Terry 11 1991 Bases for positive continuous functions. Zbl 0675.30040Hayman, W. K.; Lyons, T. J. 11 1990 Characteristic functions of measures on geometric rough paths. Zbl 1393.60008Chevyrev, Ilya; Lyons, Terry 10 2016 On the importance of the Lévy area for studying the limits of functions of converging stochastic processes. Application to homogenization. Zbl 1199.60292Lejay, Antoine; Lyons, Terry 9 2005 System control and rough paths. Zbl 1044.93009Lyons, T. J. 9 2002 A class of vector fields on path spaces. Zbl 0877.58059Lyons, T. J.; Qian, Z. M. 9 1997 A note on tightness of capacities associated with Dirichlet forms. Zbl 0781.60063Lyons, Terry; Röckner, Michael 9 1992 Stopping non-commutative processes. Zbl 0585.60058Barnett, Chris; Lyons, Terry 9 1986 Inverting the signature of a path. Zbl 1429.70012Lyons, Terry J.; Xu, Weijun 8 2018 Stochastic Jacobi fields and vector fields induced by varying area on path spaces. Zbl 0903.60008Lyons, Terry; Qian, Zhongmin 8 1997 Flow equations on spaces of rough paths. Zbl 0890.58090Lyons, Terry; Qian, Zhongmin 8 1997 Convergence of non-symmetric Dirichlet processes. Zbl 0888.31005Lyons, Terry; Zhang, Tusheng 8 1996 The critical dimension at which quasi-every Brownian path is self- avoiding. Zbl 0609.60087Lyons, Terry J. 8 1986 Evolving communities with individual preferences. Zbl 1321.60204Cass, Thomas; Lyons, Terry 7 2015 Rough paths, signatures and the modelling of functions on streams. Zbl 1373.93158Lyons, Terry 7 2014 A signed measure on rough paths associated to a PDE of high order: results and conjectures. Zbl 1193.60071Levin, Daniel; Lyons, Terry 7 2009 Interacting particle systems approximations of the Kushner-Stratonovitch equation. Zbl 0947.60040Crişan, D.; Del Moral, P.; Lyons, T. J. 6 1999 Instability of the conservative property under quasi-isometries. Zbl 0747.53034Lyons, Terry 6 1991 The best harmonic approximant to a continuous function. Zbl 0541.41024Hayman, Walter K.; Kershaw, Donald; Lyons, Terry J. 6 1984 Hyperbolic development and inversion of signature. Zbl 1362.53009Lyons, Terry J.; Xu, Weijun 5 2017 Discretely sampled signals and the rough Hoff process. Zbl 1348.60058Flint, Guy; Hambly, Ben; Lyons, Terry 5 2016 The geometry of the Brownian curve. Zbl 0778.60058Duplantier, B.; Lawler, G. F.; Le Gall, J.-F.; Lyons, T. J. 5 1993 Random thoughts on reversible potential theory. Zbl 0757.31007Lyons, Terry 5 1992 Diffusion processes with non-smooth diffusion coefficients and their density functions. Zbl 0715.60096Lyons, T. J.; Zheng, W. A. 5 1990 Dimension-free Euler estimates of rough differential equations. Zbl 1399.60115Boutaib, Youness; Gyurkó, Lajos Gergely; Lyons, Terry; Yang, Danyu 4 2014 On the radius of convergence of the logarithmic signature. Zbl 1103.60060Lyons, Terry J.; Sidorova, Nadia 4 2006 The interpretation and solution of ordinary differential equations driven by rough signals. Zbl 0827.34049Lyons, Terry J. 4 1995 Note on convergence of Dirichlet processes. Zbl 0793.31006Lyons, T. J.; Zhang, T. S. 4 1993 A synthetic proof of Makarov’s law of the iterated logarithm. Zbl 0708.30033Lyons, Terry 4 1990 Expected signature of Brownian motion up to the first exit time from a bounded domain. Zbl 1350.60086Lyons, Terry; Ni, Hao 3 2015 On Gauss-Green theorem and boundaries of a class of Hölder domains. Zbl 1103.28007Lyons, Terry J.; Yam, Phillip S. C. 3 2006 Systems controlled by rough paths. Zbl 1125.93026Lyons, Terry 3 2005 Conditional exponential moments for iterated Wiener integrals. Zbl 0961.60053Lyons, Terry; Zeitouni, Ofer 3 1999 Calculus for multiplicative functionals, Itô’s formula and differential equations. Zbl 0862.60043Lyons, T. J.; Qian, Z. M. 3 1996 Projection theorems for hitting probabilities and a theorem of Littlewood. Zbl 0566.58036Lyons, T. J.; MacGibbon, K. B.; Taylor, J. C. 3 1984 Cones of lower semicontinuous functions and a characterisation of finely hyperharmonic functions. Zbl 0492.31005Lyons, Terry J. 3 1982 A theorem in fine potential theory and applications to finely holomorphic functions. Zbl 0459.46039Lyons, T. J. 3 1980 Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length. Zbl 1391.60163Chang, Jiawei; Lyons, Terry; Ni, Hao 2 2018 The adaptive patched cubature filter and its implementation. Zbl 1343.60042Lee, Wonjung; Lyons, Terry 2 2016 Kusuoka-Stroock gradient bounds for the solution of the filtering equation. Zbl 1333.60147Crisan, Dan; Litterer, Christian; Lyons, Terry 2 2015 Rough paths on manifolds. Zbl 1280.58023Cass, Thomas; Litterer, Christian; Lyons, Terry 2 2012 Introducing cubature to filtering. Zbl 1237.93168Litterer, C.; Lyons, T. 2 2011 Cubature on Wiener space continued. Zbl 1187.35299Litterer, Christian; Lyons, Terry 2 2007 Finely harmonic functions need not be quasi-analytic. Zbl 0541.31002Lyons, Terry 2 1984 Corrigendum to: “Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length”. Zbl 1400.60089Chang, Jiawei; Lyons, Terry; Ni, Hao 1 2018 Recovering the pathwise Itô solution from averaged Stratonovich solutions. Zbl 1338.60148Lyons, Terry; Yang, Danyu 1 2016 The partial sum process of orthogonal expansions as geometric rough process with Fourier series as an example – an improvement of Menshov-Rademacher theorem. Zbl 1284.42082Lyons, Terry J.; Yang, Danyu 1 2013 A uniform estimate for rough paths. Zbl 1296.60155Lyons, Terry J.; Xu, Weijun 1 2013 Kiyoshi Itô (1915-2008). Zbl 1201.60005Lyons, Terence J. 1 2010 Rough paths based numerical algorithms in computational finance. Zbl 1198.91229Gyurkó, Lajos Gergely; Lyons, Terry 1 2010 Smooth rough paths and applications to Fourier analysis. Zbl 1146.26004Hara, Keisuke; Lyons, Terry 1 2007 On the limit of stochastic integrals of differential forms. Zbl 0899.60046Lyons, Terry; Stoica, Lucreţiu 1 1996 On boundary conditions for stochastic evolution equations with an extremally chaotic source. Zbl 0869.60054Albeverio, S.; Lyons, T.; Rozanov, Yu. 1 1995 Jensen measures for R(K). Zbl 0509.31002Gamelin, T. W.; Lyons, T. J. 1 1983 Inverting the signature of a path. Zbl 1429.70012Lyons, Terry J.; Xu, Weijun 8 2018 Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length. Zbl 1391.60163Chang, 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 1400.60089Chang, Jiawei; Lyons, Terry; Ni, Hao 1 2018 Hyperbolic development and inversion of signature. Zbl 1362.53009Lyons, Terry J.; Xu, Weijun 5 2017 The signature of a rough path: uniqueness. Zbl 1347.60094Boedihardjo, Horatio; Geng, Xi; Lyons, Terry; Yang, Danyu 11 2016 Characteristic functions of measures on geometric rough paths. Zbl 1393.60008Chevyrev, Ilya; Lyons, Terry 10 2016 Discretely sampled signals and the rough Hoff process. Zbl 1348.60058Flint, Guy; Hambly, Ben; Lyons, Terry 5 2016 The adaptive patched cubature filter and its implementation. Zbl 1343.60042Lee, Wonjung; Lyons, Terry 2 2016 Recovering the pathwise Itô solution from averaged Stratonovich solutions. Zbl 1338.60148Lyons, Terry; Yang, Danyu 1 2016 Physical Brownian motion in a magnetic field as a rough path. Zbl 1390.60257Friz, Peter; Gassiat, Paul; Lyons, Terry 12 2015 Evolving communities with individual preferences. Zbl 1321.60204Cass, Thomas; Lyons, Terry 7 2015 Expected signature of Brownian motion up to the first exit time from a bounded domain. Zbl 1350.60086Lyons, Terry; Ni, Hao 3 2015 Kusuoka-Stroock gradient bounds for the solution of the filtering equation. Zbl 1333.60147Crisan, Dan; Litterer, Christian; Lyons, Terry 2 2015 Rough paths, signatures and the modelling of functions on streams. Zbl 1373.93158Lyons, Terry 7 2014 Dimension-free Euler estimates of rough differential equations. Zbl 1399.60115Boutaib, Youness; Gyurkó, Lajos Gergely; Lyons, Terry; Yang, Danyu 4 2014 Integrability and tail estimates for Gaussian rough differential equations. Zbl 1278.60091Cass, Thomas; Litterer, Christian; Lyons, Terry 36 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 1284.42082Lyons, Terry J.; Yang, Danyu 1 2013 A uniform estimate for rough paths. Zbl 1296.60155Lyons, Terry J.; Xu, Weijun 1 2013 High order recombination and an application to cubature on Wiener space. Zbl 1261.65011Litterer, Christian; Lyons, Terence J. 12 2012 Rough paths on manifolds. Zbl 1280.58023Cass, Thomas; Litterer, Christian; Lyons, Terry 2 2012 Efficient and practical implementations of cubature on Wiener space. Zbl 1221.65009Gyurkó, Lajos Gergely; Lyons, Terry J. 13 2011 Backward stochastic dynamics on a filtered probability space. Zbl 1238.60064Liang, Gechun; Lyons, Terry; Qian, Zhongmin 12 2011 Introducing cubature to filtering. Zbl 1237.93168Litterer, C.; Lyons, T. 2 2011 Uniqueness for the signature of a path of bounded variation and the reduced path group. Zbl 1276.58012Hambly, Ben; Lyons, Terry 28 2010 Kiyoshi Itô (1915-2008). Zbl 1201.60005Lyons, Terence J. 1 2010 Rough paths based numerical algorithms in computational finance. Zbl 1198.91229Gyurkó, Lajos Gergely; Lyons, Terry 1 2010 A signed measure on rough paths associated to a PDE of high order: results and conjectures. Zbl 1193.60071Levin, 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 1176.60002Lyons, Terry J.; Caruana, Michael; Lévy, Thierry 69 2007 An extension theorem to rough paths. Zbl 1134.60047Lyons, Terry; Victoir, Nicolas 20 2007 Cubature on Wiener space continued. Zbl 1187.35299Litterer, Christian; Lyons, Terry 2 2007 Smooth rough paths and applications to Fourier analysis. Zbl 1146.26004Hara, Keisuke; Lyons, Terry 1 2007 Lévy’s area under conditioning. Zbl 1099.60054Friz, P.; Lyons, T.; Stroock, D. 13 2006 Smoothness of Itô maps and diffusion processes on path spaces. I. Zbl 1127.60033Li, Xiang-Dong; Lyons, Terry J. 12 2006 On the radius of convergence of the logarithmic signature. Zbl 1103.60060Lyons, Terry J.; Sidorova, Nadia 4 2006 On Gauss-Green theorem and boundaries of a class of Hölder domains. Zbl 1103.28007Lyons, 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 1199.60292Lejay, Antoine; Lyons, Terry 9 2005 Systems controlled by rough paths. Zbl 1125.93026Lyons, Terry 3 2005 Cubature on Wiener space. Zbl 1055.60049Lyons, Terry; Victoir, Nicolas 67 2004 System control and rough paths. Zbl 1029.93001Lyons, Terry; Qian, Zhongmin 219 2002 Lévy area of Wiener processes in Banach spaces. Zbl 1016.60071Ledoux, M.; Lyons, T.; Qian, Z. 22 2002 Extending the Wong-Zakai theorem to reversible Markov processes. Zbl 1010.60070Bass, R. F.; Hambly, B. M.; Lyons, T. J. 17 2002 Minimal entropy approximations and optimal algorithms. Zbl 1018.65014Crisan, Dan; Lyons, Terry 13 2002 System control and rough paths. Zbl 1044.93009Lyons, T. J. 9 2002 Discrete filtering using branching and interacting particle systems. Zbl 0967.93088Crisan, D.; Del Moral, P.; Lyons, T. 19 1999 A particle approximation of the solution of the Kushner-Stratonovitch equation. Zbl 0951.93068Crisan, D.; Lyons, T. 17 1999 The limits of stochastic integrals of differential forms. Zbl 0969.60078Lyons, Terry; Stoica, Lucreţiu 12 1999 Interacting particle systems approximations of the Kushner-Stratonovitch equation. Zbl 0947.60040Crişan, D.; Del Moral, P.; Lyons, T. J. 6 1999 Conditional exponential moments for iterated Wiener integrals. Zbl 0961.60053Lyons, Terry; Zeitouni, Ofer 3 1999 Differential equations driven by rough signals. Zbl 0923.34056Lyons, Terry J. 280 1998 Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels. Zbl 0914.60045Lunt, John; Lyons, T. J.; Zhang, T. S. 22 1998 Convergence of a branching particle method to the solution of the Zakai equation. Zbl 0915.93060Crisan, Dan; Gaines, Jessica; Lyons, Terry 20 1998 Stochastic area for Brownian motion on the Sierpiński gasket. Zbl 0936.60073Hambly, B. M.; Lyons, T. J. 16 1998 Flow of diffeomorphisms induced by a geometric multiplicative functional. Zbl 0918.60009Lyons, Terry; Qian, Zhongmin 13 1998 Variable step size control in the numerical solution of stochastic differential equations. Zbl 0888.60046Gaines, J. G.; Lyons, T. J. 53 1997 Nonlinear filtering and measure-valued processes. Zbl 0888.93056Crisan, Dan; Lyons, Terry 23 1997 A class of vector fields on path spaces. Zbl 0877.58059Lyons, T. J.; Qian, Z. M. 9 1997 Stochastic Jacobi fields and vector fields induced by varying area on path spaces. Zbl 0903.60008Lyons, Terry; Qian, Zhongmin 8 1997 Flow equations on spaces of rough paths. Zbl 0890.58090Lyons, Terry; Qian, Zhongmin 8 1997 Convergence of non-symmetric Dirichlet processes. Zbl 0888.31005Lyons, Terry; Zhang, Tusheng 8 1996 Calculus for multiplicative functionals, Itô’s formula and differential equations. Zbl 0862.60043Lyons, T. J.; Qian, Z. M. 3 1996 On the limit of stochastic integrals of differential forms. Zbl 0899.60046Lyons, Terry; Stoica, Lucreţiu 1 1996 The interpretation and solution of ordinary differential equations driven by rough signals. Zbl 0827.34049Lyons, Terry J. 4 1995 On boundary conditions for stochastic evolution equations with an extremally chaotic source. Zbl 0869.60054Albeverio, S.; Lyons, T.; Rozanov, Yu. 1 1995 Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young. Zbl 0835.34004Lyons, Terry 87 1994 Decomposition of Dirichlet processes and its applications. Zbl 0804.60044Lyons, T. J.; Zhang, T. S. 37 1994 Random generation of stochastic area integrals. Zbl 0805.60052Gaines, J. G.; Lyons, T. J. 24 1994 The geometry of the Brownian curve. Zbl 0778.60058Duplantier, B.; Lawler, G. F.; Le Gall, J.-F.; Lyons, T. J. 5 1993 Note on convergence of Dirichlet processes. Zbl 0793.31006Lyons, T. J.; Zhang, T. S. 4 1993 A note on tightness of capacities associated with Dirichlet forms. Zbl 0781.60063Lyons, Terry; Röckner, Michael 9 1992 Random thoughts on reversible potential theory. Zbl 0757.31007Lyons, Terry 5 1992 On the non-existence of path integrals. Zbl 0745.60051Lyons, Terry 11 1991 Instability of the conservative property under quasi-isometries. Zbl 0747.53034Lyons, Terry 6 1991 On conditional diffusion processes. Zbl 0715.60097Lyons, T. J.; Zheng, W. A. 20 1990 Bases for positive continuous functions. Zbl 0675.30040Hayman, W. K.; Lyons, T. J. 11 1990 Diffusion processes with non-smooth diffusion coefficients and their density functions. Zbl 0715.60096Lyons, T. J.; Zheng, W. A. 5 1990 A synthetic proof of Makarov’s law of the iterated logarithm. Zbl 0708.30033Lyons, Terry 4 1990 A crossing estimate for the canonical process on a Dirichlet space and a tightness result. Zbl 0654.60059Lyons, Terence J.; Zheng, Weian 29 1988 Instability of Liouville property for quasi-isometric Riemannian manifolds and reversible Markov chains. Zbl 0599.60011Lyons, Terry 17 1987 Stopping non-commutative processes. Zbl 0585.60058Barnett, Chris; Lyons, Terry 9 1986 The critical dimension at which quasi-every Brownian path is self- avoiding. Zbl 0609.60087Lyons, Terry J. 8 1986 Function theory, random paths and covering spaces. Zbl 0554.58022Lyons, Terry; Sullivan, Dennis 70 1984 Winding of the plane Brownian motion. Zbl 0541.60075Lyons, T. J.; McKean, H. P. 20 1984 The best harmonic approximant to a continuous function. Zbl 0541.41024Hayman, Walter K.; Kershaw, Donald; Lyons, Terry J. 6 1984 Projection theorems for hitting probabilities and a theorem of Littlewood. Zbl 0566.58036Lyons, T. J.; MacGibbon, K. B.; Taylor, J. C. 3 1984 Finely harmonic functions need not be quasi-analytic. Zbl 0541.31002Lyons, Terry 2 1984 A simple criterion for transience of a reversible Markov chain. Zbl 0509.60067Lyons, Terry 45 1983 Jensen measures for R(K). Zbl 0509.31002Gamelin, T. W.; Lyons, T. J. 1 1983 Cones of lower semicontinuous functions and a characterisation of finely hyperharmonic functions. Zbl 0492.31005Lyons, Terry J. 3 1982 Finely holomorphic functions. Zbl 0459.46038Lyons, T. J. 19 1980 A theorem in fine potential theory and applications to finely holomorphic functions. Zbl 0459.46039Lyons, T. J. 3 1980 all cited Publications top 5 cited Publications all top 5 Cited by 1,060 Authors 42 Friz, Peter Karl 32 Lyons, Terence John 27 Tindel, Samy 22 Hairer, Martin 19 Qian, Zhongmin M. 19 Zhang, Tusheng S. 18 Gubinelli, Massimiliano 18 Nualart, David 15 Crisan, Dan O. 13 Inahama, Yuzuru 12 Bailleul, Ismaël F. 12 Hu, Yaozhong 12 Lejay, Antoine 12 Oberhauser, Harald 12 Russo, Francesco 12 Victoir, Nicolas B. 11 Deya, Aurélien 11 Röckner, Michael 10 Boedihardjo, Horatio 10 Cass, Thomas Richard 10 Müller-Gronbach, Thomas 10 Riedel, Sebastian 9 Baudoin, Fabrice 9 Diehl, Joscha 9 Geng, Xi 9 Ouyang, Cheng 9 Teichmann, Josef 8 Aida, Shigeki 8 Bayer, Christian 8 Coutin, Laure 8 Litterer, Christian 8 Neuenkirch, Andreas 8 Rovira, Carles 8 Unterberger, Jérémie M. 8 Zheng, Weian 7 Chen, Zhen-Qing 7 Chevyrev, Ilya 7 Xiong, Jie 6 Albeverio, Sergio A. 6 Fan, Xiliang 6 Fuglede, Bent 6 Garrido-Atienza, María José 6 Kuwae, Kazuhiro 6 Mazzucchi, Sonia 6 Nourdin, Ivan 6 Prömel, David J. 6 Ritter, Klaus 6 Yaroslavtseva, Larisa 5 Benjamini, Itai 5 Besalú, Mireia 5 Catellier, Rémi 5 Del Moral, Pierre 5 Fitzsimmons, Patrick J. 5 Gardiner, Stephen J. 5 Gess, Benjamin 5 Holopainen, Ilkka 5 Kaimanovich, Vadim A. 5 Kubilius, Kȩstutis 5 Palmer, Vicente 5 Peres, Yuval 5 Perkowski, Nicolas 5 Pigola, Stefano 5 Schmalfuß, Björn 5 Tudor, Ciprian A. 5 Yamada, Toshihiro 4 Beznea, Lucian 4 Bruned, Yvain 4 Burrage, Kevin 4 da Silva, José Luís 4 Driver, Bruce K. 4 Ebrahimi-Fard, Kurusch 4 Franchi, Jacques 4 Grigor’yan, Alexander Asaturovich 4 Hinz, Michael 4 Hofmanová, Martina 4 Ito, Yu 4 Kouritzin, Michael A. 4 Ledrappier, François 4 León, Jorge A. 4 Li, Xiang-Dong 4 Manolarakis, Konstantinos 4 Marie, Nicolas 4 Markvorsen, Steen 4 Melbourne, Ian 4 Nilssen, Torstein K. 4 Papavasiliou, Anastasia 4 Rößler, Andreas 4 Setti, Alberto G. 4 Soardi, Paolo Maurizio 4 Weber, Hendrik 4 Yang, Danyu 4 Zähle, Martina 4 Zhu, RongChan 3 Amaba, Takafumi 3 Ancona, Alano 3 Bock, Wolfgang 3 Bonaccorsi, Stefano 3 Brault, Antoine 3 Cannizzaro, Giuseppe 3 Chouk, Khalil ...and 960 more Authors all top 5 Cited in 226 Serials 84 Stochastic Processes and their Applications 61 The Annals of Probability 56 Journal of Functional Analysis 34 Probability Theory and Related Fields 29 The Annals of Applied Probability 27 Potential Analysis 21 Journal of Differential Equations 20 Journal of Theoretical Probability 19 Proceedings of the American Mathematical Society 19 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 18 Transactions of the American Mathematical Society 16 Stochastic Analysis and Applications 15 Bernoulli 13 Journal of Mathematical Analysis and Applications 13 Journal of Computational and Applied Mathematics 13 Stochastics and Dynamics 11 Bulletin des Sciences Mathématiques 10 Statistics & Probability Letters 10 Stochastic and Partial Differential Equations. Analysis and Computations 9 Israel Journal of Mathematics 9 Revista Matemática Iberoamericana 9 Electronic Journal of Probability 9 Comptes Rendus. Mathématique. Académie des Sciences, Paris 9 Stochastics 8 The Annals of Statistics 8 Journal de Mathématiques Pures et Appliquées. Neuvième Série 8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 7 Lithuanian Mathematical Journal 7 Advances in Mathematics 7 Annales de l’Institut Fourier 7 Journal of the Mathematical Society of Japan 7 Numerical Algorithms 6 Communications in Mathematical Physics 6 Inventiones Mathematicae 6 Acta Mathematicae Applicatae Sinica. English Series 6 Journal of Complexity 6 Journal of Evolution Equations 5 Communications on Pure and Applied Mathematics 5 Arkiv för Matematik 5 Journal of Applied Probability 5 Proceedings of the Edinburgh Mathematical Society. Series II 5 SIAM Journal on Numerical Analysis 5 The Journal of Geometric Analysis 5 Bulletin of the American Mathematical Society. New Series 5 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 5 Infinite Dimensional Analysis, Quantum Probability and Related Topics 4 Journal of Statistical Physics 4 Mathematics of Computation 4 Mathematische Annalen 4 Mathematische Zeitschrift 4 Acta Applicandae Mathematicae 4 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 4 Physica D 4 Applied Numerical Mathematics 4 Journal of Dynamics and Differential Equations 4 Finance and Stochastics 4 Annals of Mathematics. Second Series 4 Annales Henri Poincaré 4 Quantitative Finance 4 Discrete and Continuous Dynamical Systems. Series B 4 Science China. Mathematics 4 International Journal of Stochastic Analysis 3 Advances in Applied Probability 3 Archive for Rational Mechanics and Analysis 3 Journal d’Analyse Mathématique 3 Journal of Mathematical Physics 3 Applied Mathematics and Optimization 3 BIT 3 Duke Mathematical Journal 3 Journal of Approximation Theory 3 Mathematische Nachrichten 3 SIAM Journal on Control and Optimization 3 Tohoku Mathematical Journal. Second Series 3 Ergodic Theory and Dynamical Systems 3 Circuits, Systems, and Signal Processing 3 Journal of Scientific Computing 3 Forum Mathematicum 3 Communications in Partial Differential Equations 3 Monte Carlo Methods and Applications 3 Applied Mathematical Finance 3 Discrete and Continuous Dynamical Systems 3 Acta Mathematica Sinica. English Series 3 Journal of Dynamical and Control Systems 3 SIAM Journal on Financial Mathematics 3 Forum of Mathematics, Sigma 2 International Journal of Control 2 International Journal of Theoretical Physics 2 Journal of Computational Physics 2 Nonlinearity 2 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série 2 Bulletin de la Société Mathématique de France 2 Geometriae Dedicata 2 Manuscripta Mathematica 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Osaka Journal of Mathematics 2 Proceedings of the Japan Academy. Series A 2 Proceedings of the London Mathematical Society. Third Series 2 Rendiconti del Seminario Matemàtico e Fisico di Milano 2 Statistical Science 2 Applied Mathematics Letters ...and 126 more Serials all top 5 Cited in 53 Fields 787 Probability theory and stochastic processes (60-XX) 165 Numerical analysis (65-XX) 122 Partial differential equations (35-XX) 97 Potential theory (31-XX) 90 Ordinary differential equations (34-XX) 80 Global analysis, analysis on manifolds (58-XX) 58 Systems theory; control (93-XX) 52 Statistics (62-XX) 49 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 48 Dynamical systems and ergodic theory (37-XX) 44 Real functions (26-XX) 43 Operator theory (47-XX) 40 Functional analysis (46-XX) 40 Differential geometry (53-XX) 38 Functions of a complex variable (30-XX) 36 Statistical mechanics, structure of matter (82-XX) 26 Quantum theory (81-XX) 25 Combinatorics (05-XX) 18 Measure and integration (28-XX) 14 Approximations and expansions (41-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 11 Several complex variables and analytic spaces (32-XX) 10 Group theory and generalizations (20-XX) 10 Harmonic analysis on Euclidean spaces (42-XX) 9 Information and communication theory, circuits (94-XX) 8 Associative rings and algebras (16-XX) 8 Fluid mechanics (76-XX) 7 Nonassociative rings and algebras (17-XX) 7 Topological groups, Lie groups (22-XX) 7 Manifolds and cell complexes (57-XX) 6 Algebraic geometry (14-XX) 6 Abstract harmonic analysis (43-XX) 6 Integral equations (45-XX) 6 Biology and other natural sciences (92-XX) 5 Computer science (68-XX) 4 General topology (54-XX) 3 General and overarching topics; collections (00-XX) 3 Number theory (11-XX) 3 Difference and functional equations (39-XX) 3 Algebraic topology (55-XX) 3 Mechanics of particles and systems (70-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Geometry (51-XX) 2 Relativity and gravitational theory (83-XX) 2 Geophysics (86-XX) 2 Operations research, mathematical programming (90-XX) 1 History and biography (01-XX) 1 Commutative algebra (13-XX) 1 Special functions (33-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) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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