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
A Levy-area between Brownian motion and rough paths with applications to robust non-linear filtering and RPDEs
Diehl, J
Oberhauser, H
Riedel, S
(16 Jan 2013)
doi:10.48550/arxiv.1301.3799
A generalized Fernique theorem and applications
Friz, P
Oberhauser, H
(12 Apr 2010)
doi:10.48550/arxiv.1004.1923
On the splitting-up method for rough (partial) differential equations
Friz, P
Oberhauser, H
(03 Aug 2010)
doi:10.48550/arxiv.1008.0513
A Free Boundary Characterisation of the Root Barrier for Markov Processes
Gassiat, P
Oberhauser, H
Zou, C
(30 May 2019)
doi:10.48550/arxiv.1905.13174
Signature Cumulants, Ordered Partitions, and Independence of Stochastic Processes
Bonnier, P
Oberhauser, H
(18 Aug 2019)
doi:10.48550/arxiv.1908.06496
Adapted Topologies and Higher Rank Signatures
Bonnier, P
Liu, C
Oberhauser, H
(18 May 2020)
doi:10.48550/arxiv.2005.08897
Seq2Tens: An Efficient Representation of Sequences by Low-Rank Tensor Projections
Toth, C
Bonnier, P
Oberhauser, H
(12 Jun 2020)
doi:10.48550/arxiv.2006.07027
Positively Weighted Kernel Quadrature via Subsampling
Hayakawa, S
Oberhauser, H
Lyons, T
(20 Jul 2021)
doi:10.48550/arxiv.2107.09597
Secondary products in supersymmetric field theory
Beem, C
Ben-Zvi, D
Bullimore, M
Dimofte, T
Neitzke, A
(31 Aug 2018)
doi:10.48550/arxiv.1809.00009