Persistence paths and signature features in topological data analysis
Chevyrev, I
Nanda, V
Oberhauser, H
(01 Jun 2018)
doi:10.48550/arxiv.1806.00381
Persistence paths and signature features in topological data analysis
Chevyrev, I
Nanda, V
Oberhauser, H
(01 Jun 2018)
doi:10.48550/arxiv.1806.00381
Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
Toth, C
Oberhauser, H
(19 Jun 2019)
doi:10.48550/arxiv.1906.08215
Non-standard approximations of the Ito-map
Friz, P
Oberhauser, H
(03 Aug 2008)
doi:10.48550/arxiv.0808.0337
Rough path stability of (semi-)linear SPDEs
Friz, P
Oberhauser, H
(11 May 2010)
doi:10.48550/arxiv.1005.1781
A Chen-Fliess approximation for diffusion functionals
Litterer, C
Oberhauser, H
(11 Oct 2011)
doi:10.48550/arxiv.1110.2481
Robust filtering: Correlated noise and multidimensional observation
Crisan, D
Diehl, J
Friz, P
Oberhauser, H
(09 Jan 2012)
doi:10.48550/arxiv.1201.1858
An integral equation for Root's barrier and the generation of Brownian increments
Gassiat, P
Mijatović, A
Oberhauser, H
(23 Sep 2013)
doi:10.48550/arxiv.1309.5877
A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
Caruana, M
Friz, P
Oberhauser, H
(19 Feb 2009)
doi:10.48550/arxiv.0902.3352
Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
Gassiat, P
Oberhauser, H
Reis, G
(16 Jan 2013)
doi:10.48550/arxiv.1301.3798