| Publication | Date of Publication | Type |
|---|
Rectifiable paths with polynomial log-signature are straight lines
Bulletin of the London Mathematical Society | 2024-11-27 | Paper |
Weighted signature kernels
The Annals of Applied Probability | 2024-04-09 | Paper |
Convergence to closed-form distribution for the backward \(SLE_\kappa\) at some random times and the phase transition at \(\kappa = 8\)
Statistics \& Probability Letters | 2024-02-12 | Paper |
Flow techniques for non-geometric RDEs on manifolds
| 2023-10-20 | Paper |
A structure theorem for streamed information
Journal of Algebra | 2023-09-25 | Paper |
An Adaptive Algorithm for Rough Differential Equations
| 2023-07-24 | Paper |
Rectifiable paths with polynomial log-signature are straight lines
| 2023-05-30 | Paper |
Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach
| 2023-04-03 | Paper |
Sampling-based Nystr\"om Approximation and Kernel Quadrature
| 2023-01-23 | Paper |
A new definition of rough paths on manifolds
Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI | 2022-12-13 | Paper |
Developing the Path Signature Methodology and Its Application to Landmark- Based Human Action Recognition
Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
Hypercontractivity Meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures
| 2022-10-11 | Paper |
Continuity in \(\kappa\) in \(\mathrm{SLE}_\kappa\) theory using a constructive method and rough path theory
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-07-23 | Paper |
Positively Weighted Kernel Quadrature via Subsampling
| 2021-07-20 | Paper |
Uncertain volatility and the risk-free synthesis of derivatives
Applied Mathematical Finance | 2021-06-18 | Paper |
Estimating the probability that a given vector is in the convex hull of a random sample
| 2021-01-11 | Paper |
"Hey, that's not an ODE": Faster ODE Adjoints via Seminorms
| 2020-09-20 | Paper |
Areas of areas generate the shuffle algebra
| 2020-02-06 | Paper |
A new approach to SLE phase transition
| 2020-01-29 | Paper |
An asymptotic radius of convergence for the Loewner equation and simulation of $SLE_k$ traces via splitting
| 2019-12-13 | Paper |
Insertion algorithm for inverting the signature of a path
| 2019-07-19 | Paper |
Universal Approximation with Deep Narrow Networks
| 2019-05-21 | Paper |
Corrigendum to: ``Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2018-11-05 | Paper |
Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2018-07-18 | Paper |
Inverting the signature of a path
Journal of the European Mathematical Society (JEMS) | 2018-06-21 | Paper |
Rough paths, signatures and the modelling of functions on streams
| 2017-11-06 | Paper |
Dimension-free Euler estimates of rough differential equations
| 2017-10-12 | Paper |
Hyperbolic development and inversion of signature
Journal of Functional Analysis | 2017-02-17 | Paper |
Characteristic functions of measures on geometric rough paths
The Annals of Probability | 2017-01-13 | Paper |
Discretely sampled signals and the rough Hoff process
Stochastic Processes and their Applications | 2016-08-08 | Paper |
Recovering the pathwise Itô solution from averaged Stratonovich solutions
Electronic Communications in Probability | 2016-05-23 | Paper |
The adaptive patched cubature filter and its implementation
Communications in Mathematical Sciences | 2016-04-25 | 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 theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations
Journal of the Mathematical Society of Japan | 2016-01-12 | Paper |
Expected signature of Brownian motion up to the first exit time from a bounded domain
The Annals of Probability | 2015-10-30 | Paper |
A new definition of rough paths on manifolds
| 2015-10-27 | Paper |
Note on the Signatures of Rough Paths in a Banach Space
| 2015-10-06 | Paper |
Physical Brownian motion in a magnetic field as a rough path
Transactions of the American Mathematical Society | 2015-09-08 | Paper |
Pathwise approximation of SDEs by coupling piecewise abelian rough paths
| 2015-05-06 | Paper |
Kusuoka-Stroock gradient bounds for the solution of the filtering equation
Journal of Functional Analysis | 2015-03-13 | Paper |
Uniform Factorial Decay Estimate for the Remainder of Rough Taylor Expansion
| 2015-02-13 | Paper |
Evolving communities with individual preferences
Proceedings of the London Mathematical Society | 2015-01-26 | Paper |
Integration of time-varying cocyclic one-forms against rough paths
| 2014-08-12 | Paper |
The partial sum process of orthogonal expansions as geometric rough process with Fourier series as an example -- an improvement of Menshov-Rademacher theorem
Journal of Functional Analysis | 2014-03-21 | Paper |
Rough differential equation in Banach space driven by weak geometric p-rough path
| 2014-02-12 | Paper |
A uniform estimate for rough paths
Bulletin des Sciences Mathématiques | 2014-01-08 | Paper |
The adaptive patched particle filter and its implementation
| 2013-11-26 | Paper |
Integrability and tail estimates for Gaussian rough differential equations
The Annals of Probability | 2013-08-22 | Paper |
On It\^o differential equation in rough path theory
| 2013-06-11 | Paper |
Rough paths on manifolds
Interdisciplinary Mathematical Sciences | 2013-02-21 | Paper |
High order recombination and an application to cubature on Wiener space
The Annals of Applied Probability | 2012-09-19 | Paper |
Inversion of signature for paths of bounded variation
| 2011-12-02 | Paper |
Backward stochastic dynamics on a filtered probability space
The Annals of Probability | 2011-10-10 | Paper |
Introducing cubature to filtering
| 2011-07-13 | Paper |
Efficient and Practical Implementations of Cubature on Wiener Space
Stochastic Analysis 2010 | 2011-07-13 | Paper |
A Functional Approach to FBSDEs and Its Application in Optimal Portfolios
| 2010-11-19 | Paper |
Kiyoshi Itô (1915--2008)
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-09-16 | Paper |
Rough paths based numerical algorithms in computational finance
| 2010-09-02 | Paper |
Uniqueness for the signature of a path of bounded variation and the reduced path group
Annals of Mathematics. Second Series | 2010-05-27 | Paper |
A signed measure on rough paths associated to a PDE of high order: results and conjectures
Revista Matemática Iberoamericana | 2010-01-27 | Paper |
Some notes on trees and paths
| 2008-09-08 | Paper |
Cubature on Wiener space continued
| 2008-06-11 | Paper |
Smooth rough paths and the applications
| 2008-06-11 | Paper |
Smooth rough paths and applications to Fourier analysis
Revista Matemática Iberoamericana | 2008-05-29 | Paper |
An extension theorem to rough paths
Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | 2008-01-21 | Paper |
Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
Lecture Notes in Mathematics | 2007-06-05 | Paper |
Smoothness of Itô maps and diffusion processes on path spaces (I)
Annales Scientifiques de l?tcole Normale Sup�rieure | 2007-02-13 | Paper |
On the radius of convergence of the logarithmic signature
Illinois Journal of Mathematics | 2006-09-26 | Paper |
Lévy's area under conditioning
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-04-28 | Paper |
On Gauss-Green theorem and boundaries of a class of Hölder domains
Journal de Mathématiques Pures et Appliquées. Neuvième Série | 2006-04-28 | Paper |
scientific article; zbMATH DE number 2212142 (Why is no real title available?)
| 2005-10-05 | Paper |
Cubature on Wiener space
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 2004-08-06 | Paper |
Minimal Entropy Approximations and Optimal Algorithms
Monte Carlo Methods and Applications | 2003-08-25 | Paper |
Lévy area of Wiener processes in Banach spaces
The Annals of Probability | 2003-05-06 | Paper |
System Control and Rough Paths
| 2003-01-21 | Paper |
Extending the Wong-Zakai theorem to reversible Markov processes
Journal of the European Mathematical Society (JEMS) | 2002-12-01 | Paper |
scientific article; zbMATH DE number 1971703 (Why is no real title available?)
| 2002-01-01 | Paper |
scientific article; zbMATH DE number 1971698 (Why is no real title available?)
| 2002-01-01 | Paper |
scientific article; zbMATH DE number 1358322 (Why is no real title available?)
| 2001-08-20 | Paper |
A particle approximation of the solution of the Kushner-Stratonovitch equation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2001-01-02 | Paper |
Interacting particle systems approximations of the Kushner-Stratonovitch equation
Advances in Applied Probability | 2000-11-01 | Paper |
Stochastic area for Brownian motion on the Sierpiński gasket
The Annals of Probability | 2000-05-25 | Paper |
The limits of stochastic integrals of differential forms
The Annals of Probability | 1999-11-09 | Paper |
Differential equations driven by rough signals
Revista Matemática Iberoamericana | 1999-10-31 | Paper |
Flow of diffeomorphisms induced by a geometric multiplicative functional
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1999-08-02 | Paper |
Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels
Journal of Functional Analysis | 1999-06-10 | Paper |
Stochastic Jacobi fields and vector fields induced by varying area on path spaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1999-01-05 | Paper |
scientific article; zbMATH DE number 953306 (Why is no real title available?)
| 1998-10-28 | Paper |
Convergence of a Branching Particle Method to the Solution of the Zakai Equation
SIAM Journal on Applied Mathematics | 1998-09-20 | Paper |
Flow equations on spaces of rough paths
Journal of Functional Analysis | 1998-06-29 | Paper |
Convergence of non-symmetric dirichlet processes
Stochastics and Stochastic Reports | 1998-05-27 | Paper |
Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
SIAM Journal on Applied Mathematics | 1998-02-09 | Paper |
Nonlinear filtering and measure-valued processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1997-12-11 | Paper |
Martingale decomposition of Dirichlet processes on the Banach space \(C_ 0[0,1\)]
Stochastic Processes and their Applications | 1997-12-10 | Paper |
A class of vector fields on path spaces
Journal of Functional Analysis | 1997-12-08 | Paper |
scientific article; zbMATH DE number 956700 (Why is no real title available?)
| 1997-05-25 | Paper |
On boundary conditions for stochastic evolution equations with an extremally chaotic source
Sbornik: Mathematics | 1997-02-20 | Paper |
Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
Mathematical Research Letters | 1996-01-08 | Paper |
scientific article; zbMATH DE number 774034 (Why is no real title available?)
| 1995-07-13 | Paper |
Random Generation of Stochastic Area Integrals
SIAM Journal on Applied Mathematics | 1995-02-02 | Paper |
Decomposition of Dirichlet processes and its applications
The Annals of Probability | 1994-05-10 | Paper |
Note on Convergence of Dirichlet Processes
Bulletin of the London Mathematical Society | 1994-05-03 | Paper |
scientific article; zbMATH DE number 218614 (Why is no real title available?)
| 1994-01-05 | Paper |
scientific article; zbMATH DE number 140337 (Why is no real title available?)
| 1993-03-28 | Paper |
A note on Tightness of Capacities Associated with Dirichlet Forms
Bulletin of the London Mathematical Society | 1993-02-16 | Paper |
On conditional diffusion processes
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1990-01-01 | Paper |
Bases for Positive Continuous Functions
Journal of the London Mathematical Society | 1990-01-01 | Paper |
Diffusion processes with non-smooth diffusion coefficients and their density functions
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4067994 (Why is no real title available?)
| 1988-01-01 | Paper |
scientific article; zbMATH DE number 4119308 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 3986340 (Why is no real title available?)
| 1986-01-01 | Paper |
On Exponential Bounds for Solutions of Second order Differential Equations
Bulletin of the London Mathematical Society | 1985-01-01 | Paper |
Winding of the plane Brownian motion
Advances in Mathematics | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3859683 (Why is no real title available?)
| 1984-01-01 | Paper |
An application of fine potential theory to prove a Phragmen-Lindelöf theorem
Annales de l’institut Fourier | 1984-01-01 | Paper |
Projection theorems for hitting probabilities and a theorem of Littlewood
Journal of Functional Analysis | 1984-01-01 | Paper |
Jensen Measures for R (K )
Journal of the London Mathematical Society | 1983-01-01 | Paper |
Cones of lower semicontinuous functions and a characterisation of finely hyperharmonic functions
Mathematische Annalen | 1982-01-01 | Paper |
Finely holomorphic functions
Journal of Functional Analysis | 1980-01-01 | Paper |
A theorem in fine potential theory and applications to finely holomorphic functions
Journal of Functional Analysis | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3775911 (Why is no real title available?)
| 1980-01-01 | Paper |
General Signature Kernels
| N/A | Paper |
Greedy Recombination Interpolation Method (GRIM)
| N/A | Paper |
A PDE approach for solving the characteristic function of the generalised signature process
| N/A | Paper |
A High Order Solver for Signature Kernels
| N/A | Paper |
Higher Order Lipschitz Sandwich Theorems
| N/A | Paper |
