| 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
SIAM Journal on Applied Algebra and Geometry | 2024-08-28 | Paper |
A structure theorem for streamed information
Journal of Algebra | 2023-09-25 | Paper |
The moving-frame method for the iterated-integrals signature: orthogonal invariants
Foundations of Computational Mathematics | 2023-09-07 | Paper |
Generalized iterated-sums signatures
Journal of Algebra | 2023-07-11 | Paper |
Hopf Algebra on Vincular Permutation Patterns
| 2023-06-30 | Paper |
Shuffle algebras and non-commutative probability for pairs of faces
SIGMA. Symmetry, Integrability and Geometry: Methods and Applications | 2023-02-17 | Paper |
Tropical Time Series, Iterated-Sums Signatures, and Quasisymmetric Functions
SIAM Journal on Applied Algebra and Geometry | 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
European Journal of Combinatorics | 2021-10-28 | 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 |
Time-warping invariants of multidimensional time series
Acta Applicandae Mathematicae | 2021-05-06 | Paper |
Iterated-sums signature, quasisymmetric functions and time series analysis
Séminaire Lotharingien de Combinatoire | 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
Acta Applicandae Mathematicae | 2019-11-07 | Paper |
The parabolic Anderson model on Riemann surfaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2019-05-23 | Paper |
Regularity theory for rough partial differential equations and parabolic comparison revisited
Springer Proceedings in Mathematics & Statistics | 2018-04-09 | Paper |
Stochastic partial differential equations: a rough paths view on weak solutions via Feynman-Kac
Annales de la Faculté des sciences de Toulouse : Mathématiques | 2018-03-23 | Paper |
The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions
Communications in Mathematical Physics | 2017-10-06 | Paper |
Stochastic control with rough paths
Applied Mathematics and Optimization | 2017-09-01 | Paper |
Pathwise stability of likelihood estimators for diffusions via rough paths
The Annals of Applied Probability | 2016-11-16 | Paper |
The inverse problem for rough controlled differential equations
SIAM Journal on Control and Optimization | 2015-09-14 | Paper |
Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs
Extraction of Quantifiable Information from Complex Systems | 2015-06-18 | Paper |
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 | 2014-11-07 | Paper |
Robust filtering: correlated noise and multidimensional observation
The Annals of Applied Probability | 2013-10-25 | Paper |
Backward stochastic differential equations with rough drivers
The Annals of Probability | 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 |
