The following pages link to Peter K. Friz (Q166109):
Displayed 21 items.
- Isoperimetry and Rough Path Regularity (Q6207352) (← links)
- Differential Equations Driven by Gaussian Signals II (Q6207390) (← links)
- Parabolic comparison revisited and applications (Q6223848) (← links)
- Don't stay local - extrapolation analytics for Dupire's local volatility (Q6225244) (← links)
- Spatial rough path lifts of stochastic convolutions (Q6236836) (← links)
- On the Variational Regularity of Cameron-Martin paths (Q6241876) (← links)
- Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model] (Q6242267) (← links)
- Varadhan's formula, conditioned diffusions, and local volatilities (Q6246267) (← links)
- Support theorem for a singular semilinear stochastic partial differential equation (Q6254662) (← links)
- Forests, cumulants, martingales (Q6334137) (← links)
- Unified Signature Cumulants and Generalized Magnus Expansions (Q6359978) (← links)
- Precise Laplace asymptotics for singular stochastic PDEs: The case of 2D gPAM (Q6361654) (← links)
- Besov rough path analysis (Q6367540) (← links)
- Rough stochastic differential equations (Q6370697) (← links)
- Almost sure diffusion approximation in averaging via rough paths theory (Q6382629) (← links)
- Stability of Deep Neural Networks via discrete rough paths (Q6388636) (← links)
- Weak error estimates for rough volatility models (Q6419416) (← links)
- Rectifiable paths with polynomial log-signature are straight lines (Q6438530) (← links)
- Rough PDEs for local stochastic volatility models (Q6444151) (← links)
- Good Rough Path Sequences and Applications to Anticipating & Fractional Stochastic Calculus (Q6474952) (← links)
- The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance (Q6477016) (← links)