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Number of items: 16.
2024
Boedihardjo, Horatio and Geng, Xi (2024) On the lack of Gaussian tail for rough line integrals along fractional Brownian paths. Probability Theory and Related Fields, 188 . pp. 1287-1313. doi:10.1007/s00440-023-01242-4 ISSN 0178-8051.
2023
Boedihardjo, Horatio and Geng, Xi (2023) SL_2(R)-developments and signature asymptotics for planar paths with bounded variation. Revista Matematica Iberoamericana, 39 (5). pp. 1973-2006. doi:10.4171/RMI/1397 ISSN 0213-2230.
2022
Boedihardjo, Horatio and Geng, Xi (2022) Lipschitz-stability of controlled rough paths and rough differential equations. Osaka Journal of Mathematics, 59 (3). pp. 653-682. doi:10.18910/88491 ISSN 0030-6126 .
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 ISSN 0024-6093 .
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 ISSN 0001-8708.
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 ISSN 0246-0203 .
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 ISSN 0926-2601.
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 ISSN 0002-9947.
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 ISSN 1631-073X .
2018
Boedihardjo, Horatio (2018) Decay rate of iterated integrals of branched rough paths. Annales de l'Institut Henri PoincarΓ© C, Analyse non linΓ©aire, 35 (4). pp. 945-969. doi:10.1016/j.anihpc.2017.09.002 ISSN 0294-1449.
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 ISSN 1083-589X .
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 ISSN 0001-8708.
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 ISSN 0304-4149.
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. ISSN 0030-6126 .
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 ISSN 0022-1236.
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 ISSN 1432-0940.
This list was generated on Wed Apr 24 06:10:06 2024 BST.