Sebastian Riedel

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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!

PublicationDate of PublicationType
Invariant manifolds and stability for rough differential equations
Journal of Mathematical Analysis and Applications
2025-12-29Paper
Singular stochastic delay equations driven by fractional Brownian motion: dynamics, longtime behaviour, and pathwise stability
Electronic Journal of Probability
2025-11-24Paper
Invariant manifolds for random parabolic evolution equations with almost sectorial operators
Stochastics and Dynamics
2025-10-06Paper
Runge-Kutta methods for rough differential equations
Journal of Stochastic Analysis
2025-09-30Paper
Stochastic control with signatures
SIAM Journal on Control and Optimization
2025-09-25Paper
An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability
Journal of Functional Analysis
2024-11-15Paper
Topics in Gaussian rough paths theory2024-11-11Paper
Invariant manifolds and stability for rough differential equations2023-11-03Paper
A general center manifold theorem on fields of Banach spaces2023-10-24Paper
Oseledets splitting and invariant manifolds on fields of Banach spaces
Journal of Dynamics and Differential Equations
2023-09-08Paper
Correction to: ``Oseledets splitting and invariant manifolds on fields of Banach spaces
Journal of Dynamics and Differential Equations
2023-09-08Paper
An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability2023-07-04Paper
Exact dimension reduction for rough differential equations2023-06-30Paper
Optimal stopping with signatures
The Annals of Applied Probability
2023-06-05Paper
Introduction to rough paths theory2023-02-09Paper
A Wong-Zakai theorem for SDEs with singular drift
Journal of Differential Equations
2022-05-04Paper
The geometry of controlled rough paths2022-03-11Paper
A dynamical theory for singular stochastic delay differential equations. I: Linear equations and a multiplicative ergodic theorem on fields of Banach spaces
SIAM Journal on Applied Dynamical Systems
2022-03-04Paper
A Wong-Zakai theorem for SDEs with singular drift
(available as arXiv preprint)
2021-09-24Paper
A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds
Discrete and Continuous Dynamical Systems. Series B
2021-06-17Paper
Semi-implicit Taylor schemes for stiff rough differential equations2020-06-24Paper
Solving linear parabolic rough partial differential equations
Journal of Mathematical Analysis and Applications
2020-06-17Paper
Runge-Kutta methods for rough differential equations2020-03-27Paper
Rough flows
Journal of the Mathematical Society of Japan
2019-10-23Paper
Rough flows
Journal of the Mathematical Society of Japan
2019-10-23Paper
Knowledge graph completion via complex tensor factorization2018-04-17Paper
Knowledge graph completion via complex tensor factorization
(available as arXiv preprint)
2018-04-17Paper
Random dynamical systems, rough paths and rough flows
Journal of Differential Equations
2017-08-29Paper
Transportation-cost inequalities for diffusions driven by Gaussian processes
Electronic Journal of Probability
2017-03-21Paper
Transportation-cost inequalities for diffusions driven by Gaussian processes
Electronic Journal of Probability
2017-03-21Paper
Rough differential equations with unbounded drift term
Journal of Differential Equations
2016-11-04Paper
From rough path estimates to multilevel Monte Carlo
SIAM Journal on Numerical Analysis
2016-05-20Paper
The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
The Annals of Probability
2016-04-21Paper
The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
The Annals of Probability
2016-04-21Paper
Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs
Extraction of Quantifiable Information from Complex Systems
2015-06-18Paper
A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
Stochastic Processes and their Applications
2014-11-07Paper
Convergence rates for the full Gaussian rough paths
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2014-03-10Paper
Convergence rates for the full Gaussian rough paths
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2014-03-10Paper
A simple proof of distance bounds for Gaussian rough paths
Electronic Journal of Probability
2014-01-17Paper
On the Variational Regularity of Cameron-Martin paths2013-05-13Paper
Integrability of (Non-)Linear Rough Differential Equations and Integrals
Stochastic Analysis and Applications
2013-04-26Paper
Spatial rough path lifts of stochastic convolutions2012-10-31Paper
Automorphism Groups of Graphical Models and Lifted Variational Inference2012-07-19Paper
Convergence rates for the full Brownian rough paths with applications to limit theorems for stochastic flows
Bulletin des Sciences Mathématiques
2011-11-11Paper


Research outcomes over time


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