Horatio Boedihardjo

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
On the lack of Gaussian tail for rough line integrals along fractional Brownian paths Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2024-03-19	Paper
A representation for the Expected Signature of Brownian motion up to the first exit time of the planar unit disc	2023-11-06	Paper
$\mathrm{SL}_2 (\mathbb{R})$-developments and signature asymptotics for planar paths with bounded variation Revista Matemática Iberoamericana	2023-10-26	Paper
Lipschitz-stability of controlled rough paths and rough differential equations Osaka Journal of Mathematics	2022-08-01	Paper
The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence Bulletin of the London Mathematical Society	2021-07-02	Paper
Path developments and tail asymptotics of signature for pure rough paths Advances in Mathematics	2020-02-25	Paper
An isomorphism between branched and geometric rough paths Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2019-08-22	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
A non-vanishing property for the signature of a path Comptes Rendus. Mathématique. Académie des Sciences, Paris	2019-03-12	Paper
Decay rate of iterated integrals of branched rough paths Annales de l'Institut Henri Poincaré. Analyse Non Linéaire	2018-05-08	Paper
Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities Osaka Journal of Mathematics	2016-11-18	Paper
Factorial Decay of Iterated Rough Integrals	2016-09-17	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 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
Uniform Factorial Decay Estimate for the Remainder of Rough Taylor Expansion	2015-02-13	Paper
Uniqueness of signature for simple curves Journal of Functional Analysis	2014-08-18	Paper
Expected signature of Gaussian processes with strictly regular kernels	2013-04-17	Paper
Quasi-sure convergence theorem in $p$-variation distance for stochastic differential equations	2012-04-25	Paper

Research outcomes over time

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