Christian Litterer

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A combinatorial approach to geometric rough paths and their controlled paths Journal of the London Mathematical Society	2023-08-22	Paper
On the integration of weakly geometric rough paths Journal of the Mathematical Society of Japan	2016-12-30	Paper
A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA SIAM Journal on Financial Mathematics	2016-05-20	Paper
Constrained rough paths Proceedings of the London Mathematical Society	2016-01-25	Paper
A gradient estimate for the heat semi-group without hypoellipticity assumptions Proceedings of the American Mathematical Society	2015-09-08	Paper
Kusuoka-Stroock gradient bounds for the solution of the filtering equation Journal of Functional Analysis	2015-03-13	Paper
Smoothness of the density for solutions to Gaussian rough differential equations The Annals of Probability	2015-01-06	Paper
On a Chen-Fliess approximation for diffusion functionals Monatshefte für Mathematik	2014-12-03	Paper
On the error estimate for cubature on Wiener space Proceedings of the Edinburgh Mathematical Society	2014-06-06	Paper
Integrability and tail estimates for Gaussian rough differential equations The Annals of Probability	2013-08-22	Paper
Rough paths on manifolds Interdisciplinary Mathematical Sciences	2013-02-21	Paper
High order recombination and an application to cubature on Wiener space The Annals of Applied Probability	2012-09-19	Paper
Introducing cubature to filtering	2011-07-13	Paper
Cubature on Wiener space continued	2008-06-11	Paper

Research outcomes over time

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