E-LIB Suche - Ergebnisse für: Litterer, Christian

1

A combinatorial approach to geometric rough paths and their..:

Cass, Thomas ; Driver, Bruce K. ; Litterer, Christian.
Journal of the London Mathematical Society. 106 (2022) 2 - p. 936-981 , 2022

Link: https://doi.org/10.1112/..

2

Stochastic Processes: From Applications to Theory:

Litterer, Christian
The American Statistician. 73 (2019) 4 - p. 418-419 , 2019

Link: https://doi.org/10.1080/..

3

On the integration of weakly geometric rough paths:

CASS, Thomas ; DRIVER, Bruce K. ; LIM, Nengli.
Journal of the Mathematical Society of Japan. 68 (2016) 4 - p. , 2016

Link: https://doi.org/10.2969/..

4

A Dual Algorithm for Stochastic Control Problems: Applicati..:

Henry-Labordère, Pierre ; Litterer, Christian ; Ren, Zhenjie
SIAM Journal on Financial Mathematics. 7 (2016) 1 - p. 159-182 , 2016

Link: https://doi.org/10.1137/..

5

Constrained rough paths:

Cass, Thomas ; Driver, Bruce K. ; Litterer, Christian
Proceedings of the London Mathematical Society. 111 (2015) 6 - p. 1471-1518 , 2015

Link: https://doi.org/10.1112/..

6

Kusuoka–Stroock gradient bounds for the solution of the fil..:

Crisan, Dan ; Litterer, Christian ; Lyons, Terry
Journal of Functional Analysis. 268 (2015) 7 - p. 1928-1971 , 2015

Link: https://doi.org/10.1016/..

7

A GRADIENT ESTIMATE FOR THE HEAT SEMI-GROUP WITHOUT HYPOELL..:

CASS, THOMAS ; LITTERER, CHRISTIAN
Proceedings of the American Mathematical Society. 143 (2015) 11 - p. 4967-4972 , 2015

Link: http://www.jstor.org/sta..

8

SMOOTHNESS OF THE DENSITY FOR SOLUTIONS TO GAUSSIAN ROUGH D..:

Cass, Thomas ; Hairer, Martin ; Litterer, Christian.
The Annals of Probability. 43 (2015) 1 - p. 188-239 , 2015

Link: http://www.jstor.org/sta..

9

On a Chen–Fliess approximation for diffusion functionals:

Litterer, Christian ; Oberhauser, Harald
Monatshefte für Mathematik. 175 (2014) 4 - p. 577-593 , 2014

Link: https://doi.org/10.1007/..

10

INTEGRABILITY AND TAIL ESTIMATES FOR GAUSSIAN ROUGH DIFFERE..:

Cass, Thomas ; Litterer, Christian ; Lyons, Terry
The Annals of Probability. 41 (2013) 4 - p. 3026-3050 , 2013

Link: https://www.jstor.org/st..

11

On The Error Estimate for Cubature on Wiener Space:

Cass, Thomas ; Litterer, Christian
Proceedings of the Edinburgh Mathematical Society. 57 (2013) 2 - p. 377-391 , 2013

Link: https://doi.org/10.1017/..

12

A combinatorial approach to geometric rough paths and their..:

Cass, Thomas ; Driver, Bruce K ; Litterer, Christian.
https://eprints.whiterose.ac.uk/181761/7/Journal_of_London_Math_Soc_-_2022_-_Cass_-_A_combinatorial_approach_to_geometric_rough_paths_and_their_controlled_paths.pdf. , 2022

Link: https://eprints.whiteros..

13

A combinatorial approach to geometric rough paths and their..:

Cass, Thomas ; Driver, Bruce K ; Litterer, Christian.
http://arxiv.org/abs/2112.08034. , 2021

Link: http://arxiv.org/abs/211..

14

A dual algorithm for stochastic control problems: Applicati..:

Henry-Labordère, Pierre ; Litterer, Christian ; Ren, Zhenjie
http://arxiv.org/abs/1504.06146. , 2015

Link: http://arxiv.org/abs/150..

15

Smoothness of the density for solutions to Gaussian rough d..:

Cass, Thomas ; Hairer, Martin ; Litterer, Christian.
info:eu-repo/semantics/altIdentifier/arxiv/1209.3100. , 2015

Link: https://hal.science/hal-..