Paul Hager

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
Computational aspects of the Volterra Signature (available as arXiv preprint)	2026-01-01	Paper
Dynamic Universal Approximation via Signature Controlled Differential Equations (available as arXiv preprint)	2026-01-01	Paper
Expected signatures via partial integration, coordinate change and symmetrization (available as arXiv preprint)	2026-01-01	Paper
Stochastic control with signatures SIAM Journal on Control and Optimization	2025-09-25	Paper
Expected Signature Kernels for Lévy Rough Paths (available as arXiv preprint)	2025-01-01	Paper
Mean-field liquidation games with market drop-out Mathematical Finance	2024-11-20	Paper
Stochastic Control with Signatures (available as arXiv preprint)	2024-01-01	Paper
On expected signatures and signature cumulants in semimartingale models (available as arXiv preprint)	2024-01-01	Paper
Optimal stopping with signatures The Annals of Applied Probability	2023-06-05	Paper
Reinforced optimal control Communications in Mathematical Sciences	2022-12-13	Paper
The multiplicative chaos of \(H=0\) fractional Brownian fields The Annals of Applied Probability	2022-09-05	Paper
Unified signature cumulants and generalized Magnus expansions Forum of Mathematics, Sigma	2022-06-13	Paper
Randomized Optimal Stopping Algorithms and Their Convergence Analysis SIAM Journal on Financial Mathematics	2021-11-05	Paper
Unified Signature Cumulants and Generalized Magnus Expansions (available as arXiv preprint)	2021-02-05	Paper

Research outcomes over time

This page was built for person: Paul Hager