| Publication | Date of Publication | Type |
|---|
Numerical schemes for signature kernels
SIAM Journal on Numerical Analysis | 2026-01-08 | Paper |
On the Wiener chaos expansion of the signature of a Gaussian process
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2024-08-02 | Paper |
Weighted signature kernels
The Annals of Applied Probability | 2024-04-09 | Paper |
Topologies on unparameterised path space
Journal of Functional Analysis | 2024-01-30 | Paper |
Signature asymptotics, empirical processes, and optimal transport
Electronic Journal of Probability | 2024-01-17 | Paper |
Option pricing models without probability: a rough paths approach
Mathematical Finance | 2023-09-28 | Paper |
Non‐geometric rough paths on manifolds
Journal of the London Mathematical Society | 2023-08-22 | Paper |
A combinatorial approach to geometric rough paths and their controlled paths
Journal of the London Mathematical Society | 2023-08-22 | Paper |
A combinatorial approach to geometric rough paths and their controlled paths
Journal of the London Mathematical Society | 2023-08-22 | Paper |
A Fubini type theorem for rough integration
Revista Matemática Iberoamericana | 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
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-07-23 | Paper |
Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes
Electronic Journal of Probability | 2021-07-21 | Paper |
Mean Field Games With Parametrized Followers
IEEE Transactions on Automatic Control | 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
The Annals of Probability | 2019-03-14 | Paper |
A Stratonovich-Skorohod integral formula for Gaussian rough paths
The Annals of Probability | 2019-03-14 | Paper |
| A Stratonovich-Skorohod integral formula for Volterra Gaussian rough paths | 2018-06-06 | Paper |
Tail estimates for Markovian rough paths
The Annals of Probability | 2017-10-05 | Paper |
Tail estimates for Markovian rough paths
The Annals of Probability | 2017-10-05 | Paper |
On the integration of weakly geometric rough paths
Journal of the Mathematical Society of Japan | 2016-12-30 | Paper |
| Tree algebras over topological vector spaces in rough path theory | 2016-04-25 | Paper |
Constrained rough paths
Proceedings of the London Mathematical Society | 2016-01-25 | Paper |
A gradient estimate for the heat semi-group without hypoellipticity assumptions
Proceedings of the American Mathematical Society | 2015-09-08 | Paper |
Evolving communities with individual preferences
Proceedings of the London Mathematical Society | 2015-01-26 | Paper |
Smoothness of the density for solutions to Gaussian rough differential equations
The Annals of Probability | 2015-01-06 | Paper |
Smoothness of the density for solutions to Gaussian rough differential equations
The Annals of Probability | 2015-01-06 | Paper |
Tail estimates for Markovian rough paths
(available as arXiv preprint) | 2014-11-19 | Paper |
On the error estimate for cubature on Wiener space
Proceedings of the Edinburgh Mathematical Society | 2014-06-06 | Paper |
Integrability and tail estimates for Gaussian rough differential equations
The Annals of Probability | 2013-08-22 | Paper |
Integrability and tail estimates for Gaussian rough differential equations
The Annals of Probability | 2013-08-22 | Paper |
Non-linear evolution equations driven by rough paths
(available as arXiv preprint) | 2013-06-12 | Paper |
Rough paths on manifolds
Interdisciplinary Mathematical Sciences | 2013-02-21 | Paper |
Malliavin calculus and rough paths
Bulletin des Sciences Mathématiques | 2011-11-11 | Paper |
Densities for rough differential equations under Hörmander's condition
Annals of Mathematics. Second Series | 2010-05-27 | Paper |
Densities for rough differential equations under Hörmander's condition
Annals of Mathematics. Second Series | 2010-05-27 | Paper |
Non-degeneracy of Wiener functionals arising from rough differential equations
Transactions of the American Mathematical Society | 2009-05-27 | Paper |
Smooth densities for solutions to stochastic differential equations with jumps
Stochastic Processes and their Applications | 2009-05-06 | Paper |
Smooth densities for solutions to stochastic differential equations with jumps
Stochastic Processes and their Applications | 2009-05-06 | Paper |
| The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance | 2006-04-13 | Paper |
General Signature Kernels
(available as arXiv preprint) | N/A | Paper |
Free probability, path developments and signature kernels as universal scaling limits
(available as arXiv preprint) | N/A | Paper |
Lecture notes on rough paths and applications to machine learning
(available as arXiv preprint) | N/A | Paper |
