Xingcheng Xu

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
General Signature Kernels (available as arXiv preprint)	N/A	Paper
Rough path renormalization from Stratonovich to Itô for fractional Brownian motion Acta Mathematica Sinica. English Series	2025-11-10	Paper
Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory Acta Mathematica Scientia. Series B. (English Edition)	2024-09-04	Paper
Weighted signature kernels The Annals of Applied Probability	2024-04-09	Paper
Probability bounds for reflecting diffusion processes Statistics & Probability Letters	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 Probability, Uncertainty and Quantitative Risk	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. Electronic Communications in Probability	2018-10-24	Paper
Critical radius and supremum of random spherical harmonics. II. Electronic Communications in Probability	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. Chinese Quarterly Journal of Mathematics	2001-06-28	Paper

Research outcomes over time

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