William Salkeld

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Person:1721994



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!

PublicationDate of PublicationType
Higher order Lions-Taylor expansions2023-03-30Paper
Coupled bialgebras and Lions trees2023-03-30Paper
Weak error estimates for rough volatility models2022-12-03Paper
Probabilistic rough paths II Lions-Taylor expansions and Random controlled rough paths2022-03-02Paper
Small ball probabilities, metric entropy and Gaussian rough paths
Journal of Mathematical Analysis and Applications
2021-10-22Paper
An example driven introduction to probabilistic rough paths2021-06-17Paper
Rough functional quantization and the support of McKean-Vlasov equations2019-11-05Paper
Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law
The Annals of Applied Probability
2019-05-22Paper
Freidlin-Wentzell LDP in path space for McKean-Vlasov equations and the functional iterated logarithm law
The Annals of Applied Probability
2019-05-22Paper
Differentiability of SDEs with drifts of super-linear growth
Electronic Journal of Probability
2019-02-14Paper
Differentiability of SDEs with drifts of super-linear growth
Electronic Journal of Probability
2019-02-14Paper


Research outcomes over time


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