Thomas Cass

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Person:359697

Available identifiers

zbMath Open cass.thomas-rMaRDI QIDQ359697

List of research outcomes





PublicationDate of PublicationType
On the Wiener chaos expansion of the signature of a Gaussian process2024-08-02Paper
Weighted signature kernels2024-04-09Paper
Topologies on unparameterised path space2024-01-30Paper
Signature asymptotics, empirical processes, and optimal transport2024-01-17Paper
Option pricing models without probability: a rough paths approach2023-09-28Paper
Non‐geometric rough paths on manifolds2023-08-22Paper
A combinatorial approach to geometric rough paths and their controlled paths2023-08-22Paper
A Fubini type theorem for rough integration2023-05-12Paper
On the Wiener Chaos Expansion of the Signature of a Gaussian Process2022-07-18Paper
Skorohod and rough integration for stochastic differential equations driven by Volterra processes2021-07-23Paper
Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes2021-07-21Paper
Mean Field Games With Parametrized Followers2020-01-28Paper
Rough functional quantization and the support of McKean-Vlasov equations2019-11-05Paper
A Stratonovich-Skorohod integral formula for Gaussian rough paths2019-03-14Paper
A Stratonovich-Skorohod integral formula for Volterra Gaussian rough paths2018-06-06Paper
Tail estimates for Markovian rough paths2017-10-05Paper
On the integration of weakly geometric rough paths2016-12-30Paper
Tree algebras over topological vector spaces in rough path theory2016-04-25Paper
Constrained rough paths2016-01-25Paper
A gradient estimate for the heat semi-group without hypoellipticity assumptions2015-09-08Paper
Evolving communities with individual preferences2015-01-26Paper
Smoothness of the density for solutions to Gaussian rough differential equations2015-01-06Paper
Tail estimates for Markovian rough paths2014-11-19Paper
On The Error Estimate for Cubature on Wiener Space2014-06-06Paper
Integrability and tail estimates for Gaussian rough differential equations2013-08-22Paper
Non-Linear Evolution Equations Driven by Rough Paths2013-06-12Paper
Rough Paths on Manifolds2013-02-21Paper
Malliavin calculus and rough paths2011-11-11Paper
Densities for rough differential equations under Hörmander's condition2010-05-27Paper
Non-degeneracy of Wiener functionals arising from rough differential equations2009-05-27Paper
Smooth densities for solutions to stochastic differential equations with jumps2009-05-06Paper
The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance2006-04-13Paper
General Signature KernelsN/APaper
Free probability, path developments and signature kernels as universal scaling limitsN/APaper
Lecture notes on rough paths and applications to machine learningN/APaper

Research outcomes over time

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