Top View
- Rough Paths, Probability and Related Topics
- Arxiv:2003.12626V1 [Math.NA] 27 Mar 2020 ∈ Where X Is a Suitable Rough Path Above Some Α-H¨Olderpath X = (X1,...,Xd): [0,T ] Rd, M M → F = (F1
- Enhanced Gaussian Processes and Applications Laure Coutin, Nicolas Victoir
- Differential Equations Driven by Rough Paths: an Approach Via Discrete Approximation
- Rough Stochastic Pdes
- Rough Path Theory and Stochastic Calculus
- Rough Invariance Principle for Delayed Regenerative Processes
- PARAMETER ESTIMATION for ROUGH DIFFERENTIAL EQUATIONS 3 Scale, That Is, in Some Limit Its Dynamics Follow a Diffusion, Which Is, However, Unknown
- Area Anomaly in the Rough Path Brownian Scaling Limit of Hidden
- Rough Path Stability of (Semi-)Linear Spdes 2
- Optimal Execution with Rough Path Signatures Arxiv:1905.00728V1 [Q-Fin.CP]
- Arxiv:1309.0260V6 [Q-Fin.ST] 22 Mar 2016 Set Allows Explicit Computational Approaches Through Linear Regression
- Density Bounds for Solutions to Differential Equations Driven by Gaussian Rough Paths
- Rough Path Analysis Via Fractional Calculus 1
- Canonical Rdes and General Semimartingales As Rough Paths
- Arxiv:1602.03255V1 [Math.PR]
- Convolutional Signature for Sequential Data ∗
- Fractal Dimensions of Rough Differential Equations Driven by Fractional Brownian Motions