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Results 1-10 of 16
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Issue Date
Title
Author(s)
24-Oct-2016
On the integration of weakly geometric rough paths
Cass, T; Driver, BK; Lim, N; Litterer, C;
8-Jul-2013
INTEGRABILITY AND TAIL ESTIMATES FOR GAUSSIAN ROUGH DIFFERENTIAL EQUATIONS
Cass, T; Litterer, C; Lyons, T
1-Jan-2019
A Stratonovich-Skorohod integral formula for Gaussian rough paths
Cass, T; Lim, N;
4-Dec-2015
Constrained Rough Paths
Cass, T; Driver, BK; Litterer, C;
1-May-2009
Smooth densities for solutions to stochastic differential equations with jumps
Cass, T
1-Jan-2009
NON-DEGENERACY OF WIENER FUNCTIONALS ARISING FROM ROUGH DIFFERENTIAL EQUATIONS
Cass, T; Friz, P; Victoir, N
1-May-2010
Densities for rough differential equations under Hormander's condition
Cass, T; Friz, P
Jan-2020
Mean field games with parametrized followers
Bensoussan, A; Cass, T; Chau, MHM; Yam, PSC;
5-May-2021
Option pricing models without probability: a rough paths approach
Armstrong, J; Bellani, C; Brigo, D; Cass, T;
Feb-2021
Skorohod and rough integration for stochastic differential equations driven by Volterra processes
Cass, T; Lim, N;
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Publication Type
14
Journal Article
1
Conference Paper
1
Working Paper
Sponsor
7
Engineering & Physical Science Re...
6
Engineering & Physical Science Re...
Author
4
Litterer, C
3
Driver, BK
3
Lim, N
3
Lyons, T
2
Armstrong, J
2
Brigo, D
2
Friz, P
2
Salvi, C
1
Bellani, C
1
Bensoussan, A
.
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Date Published
7
2020 - 2022
6
2010 - 2019
2
2009 - 2009