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Publication DateTitleAuthor(s)
4-Dec-2015Constrained Rough PathsCass, T; Driver, BK; Litterer, C
4-May-2016Two examples of non strictly convex large deviationsDe Marco, S; Jacquier, A; Roome, P
16-Mar-2016Functional limit theorems for generalized variations of the fractional Brownian sheetPakkanen, MS; Réveillac, A
19-Feb-2018Pathwise stochastic calculus with local timesDavis, M; Obłój, J; Siorpaes, P
26-Oct-2013Riemann-integration and a new proof of the Bichteler-Dellacherie theoremBeiglboeck, M; Siorpaes, P
15-Apr-2014On a dyadic approximation of predictable processes of finite variationSiorpaes, P
17-Mar-2015Pathwise versions of the Burkholder-Davis-Gundy inequalityBeiglboeck, M; Siorpaes, P
11-Aug-2017Tail estimates for Markovian rough pathsCass, T; Ogrodnik, M
1-Apr-2016Resilience to Contagion in Financial NetworksAmini, H; Cont, R; Minca, A
5-Jul-2016On the conditional small ball property of multivariate Lévy-driven moving average processesPakkanen, MS; Sottinen, T; Yazigi, A