| Publication | Date of Publication | Type |
|---|
Statistical inference for the rough homogenization limit of multiscale fractional Ornstein-Uhlenbeck processes
Electronic Communications in Probability | 2025-06-23 | Paper |
On the lack of Gaussian tail for rough line integrals along fractional Brownian paths
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2024-03-19 | Paper |
| A representation for the Expected Signature of Brownian motion up to the first exit time of the planar unit disc | 2023-11-06 | Paper |
\(\mathrm{SL}_2 (\mathbb{R})\)-developments and signature asymptotics for planar paths with bounded variation
Revista Matemática Iberoamericana | 2023-10-26 | Paper |
Lipschitz-stability of controlled rough paths and rough differential equations
Osaka Journal of Mathematics | 2022-08-01 | Paper |
Lipschitz-stability of controlled rough paths and rough differential equations
Osaka Journal of Mathematics | 2022-08-01 | Paper |
The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence
Bulletin of the London Mathematical Society | 2021-07-02 | Paper |
Path developments and tail asymptotics of signature for pure rough paths
Advances in Mathematics | 2020-02-25 | Paper |
An isomorphism between branched and geometric rough paths
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-08-22 | Paper |
An isomorphism between branched and geometric rough paths
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2019-08-22 | Paper |
A quasi-sure non-degeneracy property for the Brownian rough path
Potential Analysis | 2019-07-17 | Paper |
Tail asymptotics of the Brownian signature
Transactions of the American Mathematical Society | 2019-07-03 | Paper |
Tail asymptotics of the Brownian signature
Transactions of the American Mathematical Society | 2019-07-03 | Paper |
A non-vanishing property for the signature of a path
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2019-03-12 | Paper |
Decay rate of iterated integrals of branched rough paths
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2018-05-08 | Paper |
Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities
Osaka Journal of Mathematics | 2016-11-18 | Paper |
Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities
Osaka Journal of Mathematics | 2016-11-18 | Paper |
| Factorial Decay of Iterated Rough Integrals | 2016-09-17 | Paper |
The signature of a rough path: uniqueness
Advances in Mathematics | 2016-03-22 | Paper |
Uniform factorial decay estimates for controlled differential equations
Electronic Communications in Probability | 2016-02-02 | Paper |
The uniqueness of signature problem in the non-Markov setting
Stochastic Processes and their Applications | 2015-10-12 | Paper |
| Note on the Signatures of Rough Paths in a Banach Space | 2015-10-06 | Paper |
Simple piecewise geodesic interpolation of simple and Jordan curves with applications
Constructive Approximation | 2015-08-04 | Paper |
| Uniform Factorial Decay Estimate for the Remainder of Rough Taylor Expansion | 2015-02-13 | Paper |
Uniqueness of signature for simple curves
Journal of Functional Analysis | 2014-08-18 | Paper |
| Expected signature of Gaussian processes with strictly regular kernels | 2013-04-17 | Paper |
| Quasi-sure convergence theorem in p-variation distance for stochastic differential equations | 2012-04-25 | Paper |
