The following pages link to Harald Oberhauser (Q468731):
Displaying 22 items.
- (Q373851) (redirect page) (← links)
- Robust filtering: correlated noise and multidimensional observation (Q373852) (← links)
- A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations (Q468732) (← links)
- On a Chen-Fliess approximation for diffusion functionals (Q478500) (← links)
- On the splitting-up method for rough (partial) differential equations (Q543921) (← links)
- A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (Q631661) (← links)
- Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs (Q744977) (← links)
- Rough path limits of the Wong-Zakai type with a modified drift term (Q1019700) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- Signature cumulants, ordered partitions, and independence of stochastic processes (Q2203621) (← links)
- An integral equation for Root's barrier and the generation of Brownian increments (Q2354891) (← links)
- Rough path stability of (semi-)linear SPDEs (Q2447287) (← links)
- The functional Itō formula under the family of continuous semimartingale measures (Q2810660) (← links)
- A generalized Fernique theorem and applications (Q3053513) (← links)
- Kernels for sequentially ordered data (Q4633041) (← links)
- Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs (Q5256558) (← links)
- Splitting Methods for SPDEs: From Robustness to Financial Engineering, Optimal Control, and Nonlinear Filtering (Q5350487) (← links)
- Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited (Q5374161) (← links)
- Adapted topologies and higher rank signatures (Q6104023) (← links)
- Nonlinear independent component analysis for discrete-time and continuous-time signals (Q6172185) (← links)
- Grid-Free Computation of Probabilistic Safety With Malliavin Calculus (Q6184469) (← links)
- Hypercontractivity Meets Random Convex Hulls: Analysis of Randomized Multivariate Cubatures (Q6413619) (← links)
