| Publication | Date of Publication | Type |
|---|
Quantitative relative entropy estimates on the whole space for convolution interaction forces
(available as arXiv preprint) | N/A | Paper |
Characterization of Besov spaces with dominating mixed smoothness by differences
(available as arXiv preprint) | N/A | Paper |
Functional differential equations driven by c\`adl\`ag rough paths
(available as arXiv preprint) | N/A | Paper |
Neural stochastic Volterra equations: learning path-dependent dynamics
Journal of Machine Learning | 2026-09-01 | Paper |
Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients
Stochastics and Partial Differential Equations. Analysis and Computations | 2026-08-17 | Paper |
Stochastic differential equations driven by fractional Brownian motion: dependence on the Hurst parameter
(available as arXiv preprint) | 2026-01-01 | Paper |
Universal approximation with signatures of non-geometric rough paths
(available as arXiv preprint) | 2026-01-01 | Paper |
Global universality via discrete-time signatures
(available as arXiv preprint) | 2026-01-01 | Paper |
Weak solutions to distribution-dependent stochastic Volterra equations
(available as arXiv preprint) | 2026-01-01 | Paper |
Stability results for distribution-dependent stochastic Volterra equations
(available as arXiv preprint) | 2026-01-01 | Paper |
Non-uniqueness for McKean--Vlasov SDEs with Hölder diffusion coefficients
(available as arXiv preprint) | 2026-01-01 | Paper |
Pathwise convergence of the Euler scheme for rough and stochastic differential equations
Journal of the London Mathematical Society. Second Series | 2025-09-30 | Paper |
Existence of Lévy's area and pathwise integration
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Functional differential equations driven by càdlàg rough paths
Electronic Journal of Probability | 2025-09-11 | Paper |
Characterization of Besov spaces with dominating mixed smoothness by differences
Mathematische Nachrichten | 2025-08-18 | Paper |
Mean-field stochastic Volterra equations
(available as arXiv preprint) | 2025-01-01 | Paper |
Universal approximation property of neural stochastic differential equations
(available as arXiv preprint) | 2025-01-01 | Paper |
A rough path approach to pathwise stochastic integration à la Föllmer
(available as arXiv preprint) | 2025-01-01 | Paper |
Pathwise analysis of log-optimal portfolios
(available as arXiv preprint) | 2025-01-01 | Paper |
Distributionally robust approximation property of neural networks
(available as arXiv preprint) | 2025-01-01 | Paper |
Global universal approximation with Brownian signatures
(available as arXiv preprint) | 2025-01-01 | Paper |
Hegselmann-Krause model with environmental noise
Transactions of the American Mathematical Society | 2024-12-17 | Paper |
Well-posedness of diffusion-aggregation equations with bounded kernels and their mean-field approximations
Mathematical Methods in the Applied Sciences | 2024-06-27 | Paper |
Model‐free portfolio theory: A rough path approach
Mathematical Finance | 2024-01-31 | Paper |
On the existence of weak solutions to stochastic Volterra equations
Electronic Communications in Probability | 2024-01-17 | Paper |
A càdlàg rough path foundation for robust finance
Finance and Stochastics | 2024-01-02 | Paper |
Neural stochastic Volterra equations: learning path-dependent dynamics
(available as arXiv preprint) | 2024-01-01 | Paper |
| Well-posedness of diffusion-aggregation equations with bounded kernels and their mean-field approximations | 2023-10-20 | Paper |
Optimal extension to Sobolev rough paths
Potential Analysis | 2023-10-13 | Paper |
| Pathwise convergence of the Euler scheme for rough and stochastic differential equations | 2023-09-28 | Paper |
A Sobolev rough path extension theorem <i>via</i> regularity structures
ESAIM: Probability and Statistics | 2023-08-21 | Paper |
| Mean-field stochastic Volterra equations | 2023-07-25 | Paper |
Stochastic Volterra equations with Hölder diffusion coefficients
Stochastic Processes and their Applications | 2023-06-19 | Paper |
| Hegselmann--Krause model with environmental noise | 2023-01-10 | Paper |
| Pathwise uniqueness for singular stochastic Volterra equations with H\"older coefficients | 2022-12-15 | Paper |
One-dimensional game-theoretic differential equations
International Journal of Approximate Reasoning | 2022-01-20 | Paper |
Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients
(available as arXiv preprint) | 2022-01-01 | Paper |
Càdlàg rough differential equations with reflecting barriers
Stochastic Processes and their Applications | 2021-11-03 | Paper |
Paracontrolled distribution approach to stochastic Volterra equations
Journal of Differential Equations | 2021-10-04 | Paper |
Stochastic analysis with modelled distributions
Stochastic and Partial Differential Equations. Analysis and Computations | 2021-08-12 | Paper |
Local times and Tanaka-Meyer formulae for càdlàg paths
Electronic Journal of Probability | 2021-07-21 | Paper |
Martingale optimal transport duality
Mathematische Annalen | 2021-04-20 | Paper |
On Sobolev rough paths
Journal of Mathematical Analysis and Applications | 2021-03-03 | Paper |
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations
Journal of Theoretical Probability | 2021-02-04 | Paper |
One-dimensional game-theoretic differential equations
(available as arXiv preprint) | 2021-01-20 | Paper |
Characterization of nonlinear Besov spaces
Transactions of the American Mathematical Society | 2019-12-18 | Paper |
On Skorokhod embeddings and Poisson equations
The Annals of Applied Probability | 2019-10-22 | Paper |
On Skorokhod embeddings and Poisson equations
The Annals of Applied Probability | 2019-10-22 | Paper |
Duality for pathwise superhedging in continuous time
Finance and Stochastics | 2019-06-27 | Paper |
A superhedging approach to stochastic integration
Stochastic Processes and their Applications | 2018-12-10 | Paper |
Rough path metrics on a Besov-Nikolskii-type scale
Transactions of the American Mathematical Society | 2018-10-18 | Paper |
Examples of Itô Càdlàg rough paths
Proceedings of the American Mathematical Society | 2018-09-21 | Paper |
Pathwise superreplication via Vovk's outer measure
Finance and Stochastics | 2017-10-23 | Paper |
Examples of Itô càdlàg rough paths
(available as arXiv preprint) | 2017-01-01 | Paper |
Pathwise stochastic integrals for model free finance
Bernoulli | 2016-07-14 | Paper |
Pathwise stochastic integrals for model free finance
Bernoulli | 2016-07-14 | Paper |
An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift
Electronic Journal of Probability | 2016-02-02 | Paper |
Rough differential equations driven by signals in Besov spaces
Journal of Differential Equations | 2016-01-26 | Paper |
Local times for typical price paths and pathwise Tanaka formulas
Electronic Journal of Probability | 2015-08-07 | Paper |
| Existence of L\'evy's area and pathwise integration | 2014-04-14 | Paper |
