Xingcheng Xu

Available identifiers

Publication	Date of Publication	Type
Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory	2024-09-04	Paper
Weighted signature kernels	2024-04-09	Paper
Probability bounds for reflecting diffusion processes	2023-07-12	Paper
Deep Generative Modeling with Backward Stochastic Differential Equations	2023-04-08	Paper
Explicit solutions for a class of nonlinear BSDEs and their nodal sets	2022-11-16	Paper
GAMMT: Generative Ambiguity Modeling Using Multiple Transformers	2022-11-16	Paper
Explicit solutions for a class of nonlinear backward stochastic differential equations and their nodal sets	2020-05-30	Paper
Critical radius and supremum of random spherical harmonics. II.	2018-10-24	Paper
L\'evy area of fractional Ornstein-Uhlenbeck process and parameter estimation	2018-03-29	Paper
It\^o integrals for fractional Brownian motion and applications to option pricing	2018-03-01	Paper
The growth and 1/4-theorems for spirallike maps in \(l^p\), \(B^p\) and inner product space.	2001-06-28	Paper
General Signature Kernels	N/A	Paper

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