| Publication | Date of Publication | Type |
|---|
| A topological approach to mapping space signatures | 2024-12-23 | Paper |
| Tangent space and dimension estimation with the Wasserstein distance | 2024-08-28 | Paper |
| 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 |
