| Publication | Date of Publication | Type |
|---|
| Weighted signature kernels | 2024-04-09 | Paper |
| Convergence to closed-form distribution for the backward \(SLE_\kappa\) at some random times and the phase transition at \(\kappa = 8\) | 2024-02-12 | Paper |
| Flow techniques for non-geometric RDEs on manifolds | 2023-10-20 | Paper |
| A structure theorem for streamed information | 2023-09-25 | Paper |
| An Adaptive Algorithm for Rough Differential Equations | 2023-07-24 | Paper |
| Rectifiable paths with polynomial log-signature are straight lines | 2023-05-30 | Paper |
| Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach | 2023-04-03 | Paper |
| Sampling-based Nystr\"om Approximation and Kernel Quadrature | 2023-01-23 | Paper |
| A new definition of rough paths on manifolds | 2022-12-13 | Paper |
| Developing the Path Signature Methodology and Its Application to Landmark- Based Human Action Recognition | 2022-11-15 | Paper |
| Hypercontractivity Meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures | 2022-10-11 | Paper |
| Continuity in \(\kappa\) in \(\mathrm{SLE}_\kappa\) theory using a constructive method and rough path theory | 2021-07-23 | Paper |
| Positively Weighted Kernel Quadrature via Subsampling | 2021-07-20 | Paper |
| Uncertain volatility and the risk-free synthesis of derivatives | 2021-06-18 | Paper |
| Estimating the probability that a given vector is in the convex hull of a random sample | 2021-01-11 | Paper |
| "Hey, that's not an ODE": Faster ODE Adjoints via Seminorms | 2020-09-20 | Paper |
| Areas of areas generate the shuffle algebra | 2020-02-06 | Paper |
| A new approach to SLE phase transition | 2020-01-29 | Paper |
| An asymptotic radius of convergence for the Loewner equation and simulation of $SLE_k$ traces via splitting | 2019-12-13 | Paper |
| Insertion algorithm for inverting the signature of a path | 2019-07-19 | Paper |
| Universal Approximation with Deep Narrow Networks | 2019-05-21 | Paper |
| Corrigendum to: ``Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length | 2018-11-05 | Paper |
| Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length | 2018-07-18 | Paper |
| Inverting the signature of a path | 2018-06-21 | Paper |
| Rough paths, Signatures and the modelling of functions on streams | 2017-11-06 | Paper |
| Dimension-free Euler estimates of rough differential equations | 2017-10-12 | Paper |
| Hyperbolic development and inversion of signature | 2017-02-17 | Paper |
| Characteristic functions of measures on geometric rough paths | 2017-01-13 | Paper |
| Discretely sampled signals and the rough Hoff process | 2016-08-08 | Paper |
| Recovering the pathwise Itô solution from averaged Stratonovich solutions | 2016-05-23 | Paper |
| The signature of a rough path: uniqueness | 2016-03-22 | Paper |
| Uniform factorial decay estimates for controlled differential equations | 2016-02-02 | Paper |
| The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations | 2016-01-12 | Paper |
| Expected signature of Brownian motion up to the first exit time from a bounded domain | 2015-10-30 | Paper |
| A new definition of rough paths on manifolds | 2015-10-27 | Paper |
| Note on the Signatures of Rough Paths in a Banach Space | 2015-10-06 | Paper |
| Physical Brownian motion in a magnetic field as a rough path | 2015-09-08 | Paper |
| Pathwise approximation of SDEs by coupling piecewise abelian rough paths | 2015-05-06 | Paper |
| Kusuoka-Stroock gradient bounds for the solution of the filtering equation | 2015-03-13 | Paper |
| Uniform Factorial Decay Estimate for the Remainder of Rough Taylor Expansion | 2015-02-13 | Paper |
| Evolving communities with individual preferences | 2015-01-26 | Paper |
| Integration of time-varying cocyclic one-forms against rough paths | 2014-08-12 | Paper |
| The partial sum process of orthogonal expansions as geometric rough process with Fourier series as an example -- an improvement of Menshov-Rademacher theorem | 2014-03-21 | Paper |
| Rough differential equation in Banach space driven by weak geometric p-rough path | 2014-02-12 | Paper |
| A uniform estimate for rough paths | 2014-01-08 | Paper |
| The adaptive patched particle filter and its implementation | 2013-11-26 | Paper |
| Integrability and tail estimates for Gaussian rough differential equations | 2013-08-22 | Paper |
| On It\^o differential equation in rough path theory | 2013-06-11 | Paper |
| Rough Paths on Manifolds | 2013-02-21 | Paper |
| High order recombination and an application to cubature on Wiener space | 2012-09-19 | Paper |
| Inversion of signature for paths of bounded variation | 2011-12-02 | Paper |
| Backward stochastic dynamics on a filtered probability space | 2011-10-10 | Paper |
| Efficient and Practical Implementations of Cubature on Wiener Space | 2011-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3015763 | 2011-07-13 | Paper |
| A Functional Approach to FBSDEs and Its Application in Optimal Portfolios | 2010-11-19 | Paper |
| Kiyoshi Itô (1915--2008) | 2010-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3581636 | 2010-09-02 | Paper |
| Uniqueness for the signature of a path of bounded variation and the reduced path group | 2010-05-27 | Paper |
| A signed measure on rough paths associated to a PDE of high order: results and conjectures | 2010-01-27 | Paper |
| Some notes on trees and paths | 2008-09-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3504638 | 2008-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3504644 | 2008-06-11 | Paper |
| Smooth rough paths and applications to Fourier analysis | 2008-05-29 | Paper |
| An extension theorem to rough paths | 2008-01-21 | Paper |
| Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004. | 2007-06-05 | Paper |
| Smoothness of Itô maps and diffusion processes on path spaces (I) | 2007-02-13 | Paper |
| On the radius of convergence of the logarithmic signature | 2006-09-26 | Paper |
| On Gauss-Green theorem and boundaries of a class of Hölder domains | 2006-04-28 | Paper |
| Lévy's area under conditioning | 2006-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5694885 | 2005-10-05 | Paper |
| Cubature on Wiener space | 2004-08-06 | Paper |
| Minimal Entropy Approximations and Optimal Algorithms | 2003-08-25 | Paper |
| Lévy area of Wiener processes in Banach spaces | 2003-05-06 | Paper |
| System Control and Rough Paths | 2003-01-21 | Paper |
| Extending the Wong-Zakai theorem to reversible Markov processes | 2002-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421345 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421350 | 2002-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4700900 | 2001-08-20 | Paper |
| A particle approximation of the solution of the Kushner-Stratonovitch equation | 2001-01-02 | Paper |
| Interacting particle systems approximations of the Kushner-Stratonovitch equation | 2000-11-01 | Paper |
| Stochastic area for Brownian motion on the Sierpiński gasket | 2000-05-25 | Paper |
| The limits of stochastic integrals of differential forms | 1999-11-09 | Paper |
| Differential equations driven by rough signals | 1999-10-31 | Paper |
| Flow of diffeomorphisms induced by a geometric multiplicative functional | 1999-08-02 | Paper |
| Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels | 1999-06-10 | Paper |
| Stochastic Jacobi fields and vector fields induced by varying area on path spaces | 1999-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718254 | 1998-10-28 | Paper |
| Convergence of a Branching Particle Method to the Solution of the Zakai Equation | 1998-09-20 | Paper |
| Flow equations on spaces of rough paths | 1998-06-29 | Paper |
| Convergence of non-symmetric dirichlet processes | 1998-05-27 | Paper |
| Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations | 1998-02-09 | Paper |
| Nonlinear filtering and measure-valued processes | 1997-12-11 | Paper |
| Martingale decomposition of Dirichlet processes on the Banach space \(C_ 0[0,1\)] | 1997-12-10 | Paper |
| A class of vector fields on path spaces | 1997-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5687107 | 1997-05-25 | Paper |
| On boundary conditions for stochastic evolution equations with an extremally chaotic source | 1997-02-20 | Paper |
| Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young | 1996-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839089 | 1995-07-13 | Paper |
| Random Generation of Stochastic Area Integrals | 1995-02-02 | Paper |
| Decomposition of Dirichlet processes and its applications | 1994-05-10 | Paper |
| Note on Convergence of Dirichlet Processes | 1994-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694300 | 1994-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4028735 | 1993-03-28 | Paper |
| A note on Tightness of Capacities Associated with Dirichlet Forms | 1993-02-16 | Paper |
| Diffusion processes with non-smooth diffusion coefficients and their density functions | 1990-01-01 | Paper |
| On conditional diffusion processes | 1990-01-01 | Paper |
| Bases for Positive Continuous Functions | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3800836 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4733159 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3749875 | 1986-01-01 | Paper |
| On Exponential Bounds for Solutions of Second order Differential Equations | 1985-01-01 | Paper |
| Winding of the plane Brownian motion | 1984-01-01 | Paper |
| An application of fine potential theory to prove a Phragmen-Lindelöf theorem | 1984-01-01 | Paper |
| Projection theorems for hitting probabilities and a theorem of Littlewood | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327087 | 1984-01-01 | Paper |
| Jensen Measures for R (K ) | 1983-01-01 | Paper |
| Cones of lower semicontinuous functions and a characterisation of finely hyperharmonic functions | 1982-01-01 | Paper |
| Finely holomorphic functions | 1980-01-01 | Paper |
| A theorem in fine potential theory and applications to finely holomorphic functions | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3955636 | 1980-01-01 | Paper |
