Joscha Diehl

Available identifiers

zbMath Open diehl.joschaMaRDI QIDQ341606

List of research outcomes

Publication	Date of Publication	Type
Topics in stochastic differential equations and rough path theory	2024-11-11	Paper
The barycenter in free nilpotent Lie groups and its application to iterated-integrals signatures	2024-08-28	Paper
A structure theorem for streamed information	2023-09-25	Paper
The moving-frame method for the iterated-integrals signature: orthogonal invariants	2023-09-07	Paper
Generalized iterated-sums signatures	2023-07-11	Paper
Hopf Algebra on Vincular Permutation Patterns	2023-06-30	Paper
Shuffle algebras and non-commutative probability for pairs of faces	2023-02-17	Paper
Tropical Time Series, Iterated-Sums Signatures, and Quasisymmetric Functions	2022-12-14	Paper
Two-parameter sums signatures and corresponding quasisymmetric functions	2022-10-25	Paper
Signatures of graphs for bicommutative Hopf algebras	2022-06-16	Paper
A quadratic identity in the shuffle algebra and an alternative proof for de Bruijn's formula	2021-10-28	Paper
The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence	2021-07-02	Paper
Time-warping invariants of multidimensional time series	2021-05-06	Paper
Iterated-sums signature, quasisymmetric functions and time series analysis	2020-09-14	Paper
Areas of areas generate the shuffle algebra	2020-02-06	Paper
Invariants of multidimensional time series based on their iterated-integral signature	2019-11-07	Paper
The parabolic Anderson model on Riemann surfaces	2019-05-23	Paper
Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited	2018-04-09	Paper
Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac	2018-03-23	Paper
The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions	2017-10-06	Paper
Stochastic control with rough paths	2017-09-01	Paper
Pathwise stability of likelihood estimators for diffusions via rough paths	2016-11-16	Paper
The Inverse Problem for Rough Controlled Differential Equations	2015-09-14	Paper
Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs	2015-06-18	Paper
A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations	2014-11-07	Paper
Robust filtering: correlated noise and multidimensional observation	2013-10-25	Paper
Backward stochastic differential equations with rough drivers	2012-08-17	Paper
Parabolic comparison revisited and applications	2011-02-28	Paper
The barycenter in free nilpotent Lie groups and its application to iterated-integrals signatures	N/A	Paper
On the signature of an image	N/A	Paper

Research outcomes over time

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