2021

Boedihardjo, Horatio, Diehl, Joscha, Mezzarobba, Marc and Ni, Hao (2021) The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence. Bulletin of the London Mathematical Society, 53 (1). pp. 285-299. doi:10.1112/blms.12420

2020

Boedihardjo, Horatio, Geng, Xi and Souris, Nikolaos P. (2020) Path developments and tail asymptotics of signature for pure rough paths. Advances in Mathematics, 364 . 107043. doi:10.1016/j.aim.2020.107043

2019

Boedihardjo, Horatio and Chevyrev, Ilya (2019) An isomorphism between branched and geometric rough paths. Annales de l'Institut Henri Poincare (B) Probability and Statistics, 55 (2). pp. 1131-1148. doi:10.1214/18-AIHP912

Boedihardjo, Horatio, Geng, Xi, Liu, Xuan and Qian, Zhongmin (2019) A quasi-sure non-degeneracy property for the Brownian rough path. A quasi-sure non-degeneracy property for the Brownian rough path, 51 (1). pp. 1-21. doi:10.1007/s11118-018-9699-1

Boedihardjo, Horatio and Geng, Xi (2019) Tail asymptotics of the Brownian signature. Transactions of the American Mathematical Society, 372 (1). pp. 585-614. doi:10.1090/tran/7683

Boedihardjo, Horatio and Geng, Xi (2019) A non-vanishing property for the signature of a path. Comptes Rendus Mathematique, 357 (2). pp. 120-129. doi:10.1016/j.crma.2018.12.006

2018

Boedihardjo, Horatio (2018) Decay rate of iterated integrals of branched rough paths. Annales de l'Institut Henri Poincaré C, Analyse non linéaire, 35 (4). pp. 945-969. doi:10.1016/j.anihpc.2017.09.002

2016

Boedihardjo, Horatio, Lyons, Terry and Yang, Danyu (2016) Uniform factorial decay estimate for the remainder of rough Taylor expansion. Electronic Communications in Probability, 20 . 94. doi:10.1214/ECP.v20-4124

Boedihardjo, Horatio, Geng, Xi, Lyons, Terry and Yang, Danyu (2016) The signature of a rough path : uniqueness. Advances in Mathematics, 293 . pp. 720-737. doi:10.1016/j.aim.2016.02.011

2015

Boedihardjo, Horatio and Geng, Xi (2015) The uniqueness of signature problem in the non-Markov setting. Stochastic Processes and their Applications, 125 (12). pp. 4674-4701. doi:10.1016/j.spa.2015.07.012

Boedihardjo, Horatio, Geng, Xi and Qian, Zhongmin (2015) Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities. Osaka Journal of Mathematics, 53 (4). pp. 941-970.

2014

Boedihardjo, Horatio, Ni, Hao and Qian, Zhongmin (2014) Uniqueness of signature for simple curves. Journal of Functional Analysis, 267 (6). pp. 1778-1806. doi:10.1016/j.jfa.2014.06.006

Boedihardjo, Horatio and Geng, Xi (2014) Simple piecewise geodesic interpolation of simple and Jordan curves with applications. Constructive Approximation, 42 (1). pp. 161-180. doi:10.1007/s00365-014-9257-z