Robust filtering: Correlated noise and multidimensional observation
Crisan, D
Diehl, J
Friz, P
Oberhauser, H
(09 Jan 2012)
An integral equation for Root's barrier and the generation of Brownian increments
Gassiat, P
Mijatović, A
Oberhauser, H
(23 Sep 2013)
A (rough) pathwise approach to a class of non-linear stochastic partial differential equations
Caruana, M
Friz, P
Oberhauser, H
(19 Feb 2009)
Root's barrier, viscosity solutions of obstacle problems and reflected FBSDEs
Gassiat, P
Oberhauser, H
Reis, G
(16 Jan 2013)
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)
A generalized Fernique theorem and applications
Friz, P
Oberhauser, H
(12 Apr 2010)
On the splitting-up method for rough (partial) differential equations
Friz, P
Oberhauser, H
(03 Aug 2010)
A Free Boundary Characterisation of the Root Barrier for Markov Processes
Gassiat, P
Oberhauser, H
Zou, C
(30 May 2019)
Signature Cumulants, Ordered Partitions, and Independence of Stochastic Processes
Bonnier, P
Oberhauser, H
(18 Aug 2019)
Adapted Topologies and Higher Rank Signatures
Bonnier, P
Liu, C
Oberhauser, H
(18 May 2020)