Christian Litterer

Available identifiers

zbMath Open litterer.christianMaRDI QIDQ359698

List of research outcomes

Publication	Date of Publication	Type
A combinatorial approach to geometric rough paths and their controlled paths	2023-08-22	Paper
On the integration of weakly geometric rough paths	2016-12-30	Paper
A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA	2016-05-20	Paper
Constrained rough paths	2016-01-25	Paper
A gradient estimate for the heat semi-group without hypoellipticity assumptions	2015-09-08	Paper
Kusuoka-Stroock gradient bounds for the solution of the filtering equation	2015-03-13	Paper
Smoothness of the density for solutions to Gaussian rough differential equations	2015-01-06	Paper
On a Chen-Fliess approximation for diffusion functionals	2014-12-03	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
Rough Paths on Manifolds	2013-02-21	Paper
High order recombination and an application to cubature on Wiener space	2012-09-19	Paper
https://portal.mardi4nfdi.de/entity/Q3015763	2011-07-13	Paper
https://portal.mardi4nfdi.de/entity/Q3504644	2008-06-11	Paper

Research outcomes over time

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