Harald Oberhauser

Available identifiers

zbMath Open oberhauser.haraldWikidataQ102360403 ScholiaQ102360403MaRDI QIDQ468731

List of research outcomes

Publication	Date of Publication	Type
Grid-Free Computation of Probabilistic Safety With Malliavin Calculus	2024-01-25	Paper
Random Surfaces and Higher Algebra	2023-11-14	Paper
Nonlinear independent component analysis for discrete-time and continuous-time signals	2023-07-19	Paper
Adapted topologies and higher rank signatures	2023-06-05	Paper
The Signature Kernel	2023-05-08	Paper
Sampling-based Nystr\"om Approximation and Kernel Quadrature	2023-01-23	Paper
Hypercontractivity Meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures	2022-10-11	Paper
Capturing Graphs with Hypo-Elliptic Diffusions	2022-05-27	Paper
A Topological Approach to Mapping Space Signatures	2022-02-01	Paper
Proper Scoring Rules, Gradients, Divergences, and Entropies for Paths and Time Series	2021-11-11	Paper
Markov Chain Approximations to Stochastic Differential Equations by Recombination on Lattice Trees	2021-11-05	Paper
Positively Weighted Kernel Quadrature via Subsampling	2021-07-20	Paper
A free boundary characterisation of the root barrier for Markov processes	2021-06-11	Paper
Estimating the probability that a given vector is in the convex hull of a random sample	2021-01-11	Paper
The shifted ODE method for underdamped Langevin MCMC	2021-01-09	Paper
Signature cumulants, ordered partitions, and independence of stochastic processes	2020-10-07	Paper
A Randomized Algorithm to Reduce the Support of Discrete Measures	2020-06-02	Paper
Carath\'eodory Sampling for Stochastic Gradient Descent	2020-06-02	Paper
Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances	2019-06-19	Paper
Kernels for sequentially ordered data	2019-05-02	Paper
Signature moments to characterize laws of stochastic processes	2018-10-25	Paper
Persistence paths and signature features in topological data analysis	2018-06-01	Paper
Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited	2018-04-09	Paper
Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering	2017-09-01	Paper
The functional Itō formula under the family of continuous semimartingale measures	2016-06-03	Paper
Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs	2015-10-12	Paper
An integral equation for Root's barrier and the generation of Brownian increments	2015-07-27	Paper
Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs	2015-06-18	Paper
On a Chen-Fliess approximation for diffusion functionals	2014-12-03	Paper
A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations	2014-11-07	Paper
Rough path stability of (semi-)linear SPDEs	2014-04-25	Paper
Robust filtering: correlated noise and multidimensional observation	2013-10-25	Paper
An extension of the functional Ito formula under a family of non-dominated measures	2012-12-06	Paper
On the splitting-up method for rough (partial) differential equations	2011-06-17	Paper
A (rough) pathwise approach to a class of non-linear stochastic partial differential equations	2011-03-14	Paper
Parabolic comparison revisited and applications	2011-02-28	Paper
A generalized Fernique theorem and applications	2010-10-29	Paper
Rough path limits of the Wong-Zakai type with a modified drift term	2009-06-04	Paper
Isoperimetry and Rough Path Regularity	2007-11-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Harald Oberhauser