Skorohod and rough integration for stochastic differential equations driven by Volterra processes
Cass, Thomas, Lim, Nengli
Published in Annales de l'I.H.P. Probabilités et statistiques (01.02.2021)
Published in Annales de l'I.H.P. Probabilités et statistiques (01.02.2021)
Get full text
Journal Article
Signature asymptotics, empirical processes, and optimal transport
Cass, Thomas, Messadene, Remy, Turner, William F.
Published in Electronic journal of probability (01.01.2023)
Published in Electronic journal of probability (01.01.2023)
Get full text
Journal Article
Option pricing models without probability: a rough paths approach
Armstrong, John, Bellani, Claudio, Brigo, Damiano, Cass, Thomas
Published in Mathematical finance (01.10.2021)
Published in Mathematical finance (01.10.2021)
Get full text
Journal Article
Mean Field Games With Parametrized Followers
Bensoussan, Alain, Cass, Thomas, Chau, Man Ho Michael, Yam, Sheung Chi Phillip
Published in IEEE transactions on automatic control (01.01.2020)
Published in IEEE transactions on automatic control (01.01.2020)
Get full text
Journal Article
Non‐geometric rough paths on manifolds
Armstrong, John, Brigo, Damiano, Cass, Thomas, Rossi Ferrucci, Emilio
Published in Journal of the London Mathematical Society (01.09.2022)
Published in Journal of the London Mathematical Society (01.09.2022)
Get full text
Journal Article
A combinatorial approach to geometric rough paths and their controlled paths
Cass, Thomas, Driver, Bruce K., Litterer, Christian, Rossi Ferrucci, Emilio
Published in Journal of the London Mathematical Society (01.09.2022)
Published in Journal of the London Mathematical Society (01.09.2022)
Get full text
Journal Article
On The Error Estimate for Cubature on Wiener Space
Cass, Thomas, Litterer, Christian
Published in Proceedings of the Edinburgh Mathematical Society (01.06.2014)
Published in Proceedings of the Edinburgh Mathematical Society (01.06.2014)
Get full text
Journal Article
Constrained rough paths
Cass, Thomas, Driver, Bruce K., Litterer, Christian
Published in Proceedings of the London Mathematical Society (01.12.2015)
Published in Proceedings of the London Mathematical Society (01.12.2015)
Get full text
Journal Article