| Publication | Date of Publication | Type |
|---|
Stochastic domination of exit times for random walks and Brownian motion with drift
Stochastic Models | 2026-01-21 | Paper |
On the lack of Gaussian tail for rough line integrals along fractional Brownian paths
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2024-03-19 | Paper |
Non-degeneracy of stochastic line integrals
Electronic Journal of Probability | 2024-01-17 | Paper |
\(\mathrm{SL}_2 (\mathbb{R})\)-developments and signature asymptotics for planar paths with bounded variation
Revista Matemática Iberoamericana | 2023-10-26 | Paper |
Precise local estimates for differential equations driven by fractional Brownian motion: elliptic case
Journal of Theoretical Probability | 2023-08-04 | Paper |
Lipschitz-stability of controlled rough paths and rough differential equations
Osaka Journal of Mathematics | 2022-08-01 | Paper |
Lipschitz-stability of controlled rough paths and rough differential equations
Osaka Journal of Mathematics | 2022-08-01 | Paper |
Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case
The Annals of Probability | 2022-04-22 | Paper |
Precise local estimates for differential equations driven by fractional Brownian motion: hypoelliptic case
The Annals of Probability | 2022-04-22 | Paper |
When is the Conway-Maxwell-Poisson distribution infinitely divisible?
Statistics & Probability Letters | 2022-01-24 | Paper |
| Long time asymptotics of heat kernels and Brownian winding numbers on manifolds with boundary | 2021-08-06 | Paper |
Long time asymptotics of heat kernels and Brownian winding numbers on manifolds with boundary
(available as arXiv preprint) | 2021-08-06 | Paper |
Path developments and tail asymptotics of signature for pure rough paths
Advances in Mathematics | 2020-02-25 | Paper |
A quasi-sure non-degeneracy property for the Brownian rough path
Potential Analysis | 2019-07-17 | Paper |
Tail asymptotics of the Brownian signature
Transactions of the American Mathematical Society | 2019-07-03 | Paper |
Tail asymptotics of the Brownian signature
Transactions of the American Mathematical Society | 2019-07-03 | Paper |
| Precise Local Estimates for Hypoelliptic Differential Equations driven by Fractional Brownian Motions | 2019-06-29 | Paper |
A non-vanishing property for the signature of a path
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2019-03-12 | Paper |
\(G\)-Brownian motion as rough paths and differential equations driven by \(G\)-Brownian motion
Lecture Notes in Mathematics | 2018-06-21 | Paper |
Finite dimensional characteristic functions of Brownian rough path
Frontiers of Mathematics in China | 2017-09-26 | Paper |
Reconstruction for the signature of a rough path
Proceedings of the London Mathematical Society | 2017-09-15 | Paper |
Reconstruction for the signature of a rough path
Proceedings of the London Mathematical Society | 2017-09-15 | Paper |
Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities
Osaka Journal of Mathematics | 2016-11-18 | Paper |
Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities
Osaka Journal of Mathematics | 2016-11-18 | Paper |
The signature of a rough path: uniqueness
Advances in Mathematics | 2016-03-22 | Paper |
On an inversion theorem for Stratonovich's signatures of multidimensional diffusion paths
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-03-04 | Paper |
The uniqueness of signature problem in the non-Markov setting
Stochastic Processes and their Applications | 2015-10-12 | Paper |
| Note on the Signatures of Rough Paths in a Banach Space | 2015-10-06 | Paper |
Simple piecewise geodesic interpolation of simple and Jordan curves with applications
Constructive Approximation | 2015-08-04 | Paper |
| On the Finite Dimensional Joint Characteristic Function of L\'{e}vy's Stochastic Area Processes | 2012-06-06 | Paper |
