| Publication | Date of Publication | Type |
|---|
An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability Journal of Functional Analysis | 2024-11-15 | Paper |
Topics in Gaussian rough paths theory | 2024-11-11 | Paper |
Invariant manifolds and stability for rough differential equations | 2023-11-03 | Paper |
A general center manifold theorem on fields of Banach spaces | 2023-10-24 | Paper |
Oseledets splitting and invariant manifolds on fields of Banach spaces Journal of Dynamics and Differential Equations | 2023-09-08 | Paper |
Correction to: ``Oseledets splitting and invariant manifolds on fields of Banach spaces Journal of Dynamics and Differential Equations | 2023-09-08 | Paper |
An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability | 2023-07-04 | Paper |
Exact dimension reduction for rough differential equations | 2023-06-30 | Paper |
Optimal stopping with signatures The Annals of Applied Probability | 2023-06-05 | Paper |
Introduction to rough paths theory | 2023-02-09 | Paper |
A Wong-Zakai theorem for SDEs with singular drift Journal of Differential Equations | 2022-05-04 | Paper |
The geometry of controlled rough paths | 2022-03-11 | Paper |
A dynamical theory for singular stochastic delay differential equations. I: Linear equations and a multiplicative ergodic theorem on fields of Banach spaces SIAM Journal on Applied Dynamical Systems | 2022-03-04 | Paper |
A Wong-Zakai theorem for SDEs with singular drift | 2021-09-24 | Paper |
A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds Discrete and Continuous Dynamical Systems. Series B | 2021-06-17 | Paper |
Semi-implicit Taylor schemes for stiff rough differential equations | 2020-06-24 | Paper |
Solving linear parabolic rough partial differential equations Journal of Mathematical Analysis and Applications | 2020-06-17 | Paper |
Runge-Kutta methods for rough differential equations | 2020-03-27 | Paper |
Rough flows Journal of the Mathematical Society of Japan | 2019-10-23 | Paper |
Knowledge graph completion via complex tensor factorization | 2018-04-17 | Paper |
Random dynamical systems, rough paths and rough flows Journal of Differential Equations | 2017-08-29 | Paper |
Transportation-cost inequalities for diffusions driven by Gaussian processes Electronic Journal of Probability | 2017-03-21 | Paper |
Rough differential equations with unbounded drift term Journal of Differential Equations | 2016-11-04 | Paper |
From rough path estimates to multilevel Monte Carlo SIAM Journal on Numerical Analysis | 2016-05-20 | Paper |
The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory The Annals of Probability | 2016-04-21 | Paper |
Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs Extraction of Quantifiable Information from Complex Systems | 2015-06-18 | Paper |
A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations Stochastic Processes and their Applications | 2014-11-07 | Paper |
Convergence rates for the full Gaussian rough paths Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-03-10 | Paper |
A simple proof of distance bounds for Gaussian rough paths Electronic Journal of Probability | 2014-01-17 | Paper |
On the Variational Regularity of Cameron-Martin paths | 2013-05-13 | Paper |
Integrability of (Non-)Linear Rough Differential Equations and Integrals Stochastic Analysis and Applications | 2013-04-26 | Paper |
Spatial rough path lifts of stochastic convolutions | 2012-10-31 | Paper |
Automorphism Groups of Graphical Models and Lifted Variational Inference | 2012-07-19 | Paper |
Convergence rates for the full Brownian rough paths with applications to limit theorems for stochastic flows Bulletin des Sciences Mathématiques | 2011-11-11 | Paper |