| Publication | Date of Publication | Type |
|---|
A PDE approach for solving the characteristic function of the generalised signature process
(available as arXiv preprint) | N/A | Paper |
On the determination of path signature from its unitary development
(available as arXiv preprint) | N/A | Paper |
Small mass limit of expected signature for physical Brownian motion
(available as arXiv preprint) | 2026-01-01 | Paper |
The L^q-bounds for Derivatives of Unitary Developments of Random Continuous Geometric Rough Paths
(available as arXiv preprint) | 2026-01-01 | Paper |
Generative modeling of Lévy area for high order SDE simulation
SIAM Journal on Mathematics of Data Science | 2025-10-21 | Paper |
SPDEBench: An Extensive Benchmark for Learning Regular and Singular Stochastic PDEs
(available as arXiv preprint) | 2025-01-01 | Paper |
Sig-DEG for Distillation: Making Diffusion Models Faster and Lighter
(available as arXiv preprint) | 2025-01-01 | Paper |
Sig‐Wasserstein GANs for conditional time series generation
Mathematical Finance | 2024-03-14 | Paper |
High Rank Path Development: an approach of learning the filtration of stochastic processes
(available as arXiv preprint) | 2024-01-01 | Paper |
MCGAN: Enhancing GAN Training with Regression-Based Generator Loss
(available as arXiv preprint) | 2024-01-01 | Paper |
Expected Signature on a Riemannian Manifold and Its Geometric Implications
(available as arXiv preprint) | 2024-01-01 | Paper |
| A Neural RDE-based model for solving path-dependent PDEs | 2023-06-01 | Paper |
| Small mass limit of expected signature for physical Brownian motion | 2023-04-29 | Paper |
A Neural RDE-based model for solving path-dependent PDEs
(available as arXiv preprint) | 2023-01-01 | Paper |
Developing the Path Signature Methodology and Its Application to Landmark- Based Human Action Recognition
Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
Towards fast weak adversarial training to solve high dimensional parabolic partial differential equations using XNODE-WAN
Journal of Computational Physics | 2022-06-03 | Paper |
Expected signature of stopped Brownian motion on \(d\)-dimensional \(C^{2, \alpha }\)-domains has finite radius of convergence everywhere: \(2 \leq d \leq 8\)
Journal of Functional Analysis | 2022-04-08 | Paper |
Towards fast weak adversarial training to solve high dimensional parabolic partial differential equations using XNODE-WAN
(available as arXiv preprint) | 2021-10-14 | Paper |
ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
Mathematics of Operations Research | 2021-07-15 | Paper |
ɛ-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
Mathematics of Operations Research | 2021-07-15 | Paper |
The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence
Bulletin of the London Mathematical Society | 2021-07-02 | Paper |
\epsilon-Strong Simulation of Fractional Brownian Motion and Related Stochastic Differential Equations
(available as arXiv preprint) | 2019-02-20 | Paper |
Corrigendum to: ``Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length''
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2018-11-05 | Paper |
Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2018-07-18 | Paper |
Signature inversion for monotone paths
Electronic Communications in Probability | 2017-10-25 | Paper |
Signature inversion for monotone paths
Electronic Communications in Probability | 2017-10-25 | Paper |
Expected signature of Brownian motion up to the first exit time from a bounded domain
The Annals of Probability | 2015-10-30 | Paper |
Expected signature of Brownian motion up to the first exit time from a bounded domain
The Annals of Probability | 2015-10-30 | Paper |
Concentration and exact convergence rates for expected Brownian signatures
Electronic Communications in Probability | 2015-02-03 | Paper |
Uniqueness of signature for simple curves
Journal of Functional Analysis | 2014-08-18 | Paper |
