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Friz, P. K.
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1

Transport and continuity equations with (very) rough noise:

Bellingeri, C. ; Djurdjevac, A. ; Friz, P. K..
Partial Differential Equations and Applications.  2 (2021)  4 - p. , 2021
Link: https://doi.org/10.1007/..
 
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2

A rough path perspective on renormalization:

Bruned, Y. ; Chevyrev, I. ; Friz, P.K..
Journal of Functional Analysis.  277 (2019)  11 - p. 108283 , 2019
Link: https://doi.org/10.1016/..
 
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3

Short-time near-the-money skew in rough fractional volatili..:

Bayer, C. ; Friz, P. K. ; Gulisashvili, A...
Quantitative Finance.  19 (2018)  5 - p. 779-798 , 2018
Link: https://doi.org/10.1080/..
 
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4

Malliavin calculus for regularity structures: The case of g..:

Cannizzaro, G. ; Friz, P.K. ; Gassiat, P.
Journal of Functional Analysis.  272 (2017)  1 - p. 363-419 , 2017
Link: https://doi.org/10.1016/..
 
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5

ROBUST FILTERING: CORRELATED NOISE AND MULTIDIMENSIONAL OBS..:

Crisan, D. ; Diehl, J. ; Friz, P. K..
The Annals of Applied Probability.  23 (2013)  5 - p. 2139-2160 , 2013
Link: https://www.jstor.org/st..
 
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6

Marginal Density Expansions for Diffusions and Stochastic V..:

Deuschel, J. D. ; Friz, P. K. ; Jacquier, A..
Communications on Pure and Applied Mathematics.  67 (2013)  2 - p. 321-350 , 2013
Link: https://doi.org/10.1002/..
 
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7

Marginal Density Expansions for Diffusions and Stochastic V..:

Deuschel, J. D. ; Friz, P. K. ; Jacquier, A..
Communications on Pure and Applied Mathematics.  67 (2013)  1 - p. 40-82 , 2013
Link: https://doi.org/10.1002/..
 
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8

A MCKEAN-VLASOV SDE AND PARTICLE SYSTEM WITH INTERACTION FR..:

Coghi M ; Dreyer W ; FRIZ P. K...
info:eu-repo/semantics/altIdentifier/wos/WOS:000798511200002.  , 2022
Link: http://hdl.handle.net/11..
 
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9

Transport and continuity equations with (very) rough noise:

Bellingeri, C ; Djurdjevac, A ; Friz, P. K.
ESSN:2662-2971.  , 2021
Link: https://oa.tib.eu/renate..
 
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10

Transport and continuity equations with (very) rough noise:

Bellingeri, C ; Djurdjevac, Ana ; Friz, P. K.
https://refubium.fu-berlin.de/handle/fub188/38658.  , 2021
Link: https://refubium.fu-berl..
 
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11

Short-time near-the-money skew in rough fractional volatili..:

Bayer, C ; Friz, P K ; Gulisashvili, Archil..
Bayer , C , Friz , P K , Gulisashvili , A , Horvath , B N & Stemper , B 2019 , ' Short-time near-the-money skew in rough fractional volatility models ' , Quantitative Finance , vol. 19 , no. 5 , pp. 779-798 . https://doi.org/10.1080/14697688.2018.1529420.  , 2019
Link: https://kclpure.kcl.ac.u..
 
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12

Short-time near-the-money skew in rough fractional volatili..:

Bayer, C ; Friz, P. K ; Gulisashvili, A..
https://ohioopen.library.ohio.edu/math-oapub/8.  , 2019
Link: https://ohioopen.library..
 
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13

A rough path perspective on renormalization:

Bruned, Y ; Chevyrev, I ; Friz, P.K.
ESSN:1096-0783.  , 2019
Link: https://oa.tib.eu/renate..
 
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14

Short-time near-the-money skew in rough fractional volatili..:

Bayer, C ; Friz, P K ; Gulisashvili, Archil..
Bayer , C , Friz , P K , Gulisashvili , A , Horvath , B N & Stemper , B 2019 , ' Short-time near-the-money skew in rough fractional volatility models ' , Quantitative Finance , vol. 19 , no. 5 , pp. 779-798 . https://doi.org/10.1080/14697688.2018.1529420.  , 2019
Link: https://kclpure.kcl.ac.u..
 
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15

Short-time near-the-money skew in rough fractional volatili..:

Bayer, C ; Friz, P.K ; Gulisashvili, A..
ESSN:1469-7696.  , 2018
Link: https://oa.tib.eu/renate..
 
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