Thomas Cass

Available identifiers

zbMath Open cass.thomas-rMaRDI QIDQ359697

List of research outcomes

Publication	Date of Publication	Type
Weighted signature kernels	2024-04-09	Paper
Topologies on unparameterised path space	2024-01-30	Paper
Signature asymptotics, empirical processes, and optimal transport	2024-01-17	Paper
Option pricing models without probability: a rough paths approach	2023-09-28	Paper
Non‐geometric rough paths on manifolds	2023-08-22	Paper
A combinatorial approach to geometric rough paths and their controlled paths	2023-08-22	Paper
A Fubini type theorem for rough integration	2023-05-12	Paper
On the Wiener Chaos Expansion of the Signature of a Gaussian Process	2022-07-18	Paper
Skorohod and rough integration for stochastic differential equations driven by Volterra processes	2021-07-23	Paper
Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes	2021-07-21	Paper
Mean Field Games With Parametrized Followers	2020-01-28	Paper
Rough functional quantization and the support of McKean-Vlasov equations	2019-11-05	Paper
A Stratonovich-Skorohod integral formula for Gaussian rough paths	2019-03-14	Paper
A Stratonovich-Skorohod integral formula for Volterra Gaussian rough paths	2018-06-06	Paper
Tail estimates for Markovian rough paths	2017-10-05	Paper
On the integration of weakly geometric rough paths	2016-12-30	Paper
Tree algebras over topological vector spaces in rough path theory	2016-04-25	Paper
Constrained rough paths	2016-01-25	Paper
A gradient estimate for the heat semi-group without hypoellipticity assumptions	2015-09-08	Paper
Evolving communities with individual preferences	2015-01-26	Paper
Smoothness of the density for solutions to Gaussian rough differential equations	2015-01-06	Paper
Tail estimates for Markovian rough paths	2014-11-19	Paper
On The Error Estimate for Cubature on Wiener Space	2014-06-06	Paper
Integrability and tail estimates for Gaussian rough differential equations	2013-08-22	Paper
Non-Linear Evolution Equations Driven by Rough Paths	2013-06-12	Paper
Rough Paths on Manifolds	2013-02-21	Paper
Malliavin calculus and rough paths	2011-11-11	Paper
Densities for rough differential equations under Hörmander's condition	2010-05-27	Paper
Non-degeneracy of Wiener functionals arising from rough differential equations	2009-05-27	Paper
Smooth densities for solutions to stochastic differential equations with jumps	2009-05-06	Paper
The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance	2006-04-13	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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