Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. (English) Zbl 1454.60149 Probab. Uncertain. Quant. Risk 5, Paper No. 7, 58 p. (2020). MSC: 60L20 35R60 60H15 PDFBibTeX XMLCite \textit{R. Buckdahn} et al., Probab. Uncertain. Quant. Risk 5, Paper No. 7, 58 p. (2020; Zbl 1454.60149) Full Text: DOI arXiv
Baudoin, Fabrice; Feng, Qi; Ouyang, Cheng Density of the signature process of fBm. (English) Zbl 1469.60176 Trans. Am. Math. Soc. 373, No. 12, 8583-8610 (2020). MSC: 60H10 60H07 60L20 60G22 PDFBibTeX XMLCite \textit{F. Baudoin} et al., Trans. Am. Math. Soc. 373, No. 12, 8583--8610 (2020; Zbl 1469.60176) Full Text: DOI arXiv
Chhaibi, Reda; Ekren, Ibrahim A Hörmander condition for delayed stochastic differential equations. (Un critère de Hörmander pour les équations différentielles stochastiques avec retard.) (English. French summary) Zbl 1469.60120 Ann. Henri Lebesgue 3, 1023-1048 (2020). Reviewer: George Stoica (Saint John) MSC: 60G30 60H07 60H10 PDFBibTeX XMLCite \textit{R. Chhaibi} and \textit{I. Ekren}, Ann. Henri Lebesgue 3, 1023--1048 (2020; Zbl 1469.60120) Full Text: DOI arXiv
Bonnier, Patric; Oberhauser, Harald Signature cumulants, ordered partitions, and independence of stochastic processes. (English) Zbl 1469.60364 Bernoulli 26, No. 4, 2727-2757 (2020). MSC: 60L10 60L20 62M05 PDFBibTeX XMLCite \textit{P. Bonnier} and \textit{H. Oberhauser}, Bernoulli 26, No. 4, 2727--2757 (2020; Zbl 1469.60364) Full Text: DOI arXiv Euclid
Ishiwata, Satoshi; Kawabi, Hiroshi; Namba, Ryuya Central limit theorems for non-symmetric random walks on nilpotent covering graphs. I. (English) Zbl 1476.60067 Electron. J. Probab. 25, Paper No. 86, 46 p. (2020). MSC: 60F17 60G50 60J10 22E25 PDFBibTeX XMLCite \textit{S. Ishiwata} et al., Electron. J. Probab. 25, Paper No. 86, 46 p. (2020; Zbl 1476.60067) Full Text: DOI arXiv Euclid
Biau, Gérard; Fermanian, Adeline Learning with signatures. (English) Zbl 1444.62142 Aneiros, Germán (ed.) et al., Functional and high-dimensional statistics and related fields. Selected papers presented at the 5th international workshop on functional and operatorial statistics, IWFOS 2021, Brno, Czech Republic, June 23–25, 2021. Cham: Springer. Contrib. Stat., 19-26 (2020). MSC: 62R10 62L12 60L90 68T05 PDFBibTeX XMLCite \textit{G. Biau} and \textit{A. Fermanian}, in: Functional and high-dimensional statistics and related fields. Selected papers presented at the 5th international workshop on functional and operatorial statistics, IWFOS 2021, Brno, Czech Republic, June 23--25, 2021. Cham: Springer. 19--26 (2020; Zbl 1444.62142) Full Text: DOI
Kalsi, Jasdeep; Lyons, Terry; Arribas, Imanol Perez Optimal execution with rough path signatures. (English) Zbl 1443.91263 SIAM J. Financ. Math. 11, No. 2, 470-493 (2020). MSC: 91G10 60G99 PDFBibTeX XMLCite \textit{J. Kalsi} et al., SIAM J. Financ. Math. 11, No. 2, 470--493 (2020; Zbl 1443.91263) Full Text: DOI arXiv
Ito, Yu Rough integration via fractional calculus. (English) Zbl 1444.26004 Tohoku Math. J. (2) 72, No. 1, 39-62 (2020). Reviewer: James Adedayo Oguntuase (Abeokuta) MSC: 26A33 26A42 60H05 PDFBibTeX XMLCite \textit{Y. Ito}, Tôhoku Math. J. (2) 72, No. 1, 39--62 (2020; Zbl 1444.26004) Full Text: DOI Euclid
Inahama, Yuzuru; Suzaki, Kiyotaka Stochastic flows and rough differential equations on foliated spaces. (English) Zbl 1441.37058 Bull. Sci. Math. 160, Article ID 102852, 29 p. (2020). MSC: 37H10 37C86 34F05 60H10 60H30 60G65 PDFBibTeX XMLCite \textit{Y. Inahama} and \textit{K. Suzaki}, Bull. Sci. Math. 160, Article ID 102852, 29 p. (2020; Zbl 1441.37058) Full Text: DOI arXiv
Yan, Litan; Li, Yumiao; He, Kun Rough path analysis for local time of \(G\)-Brownian motion. (English) Zbl 1444.60089 Appl. Anal. 99, No. 6, 899-921 (2020). MSC: 60L20 60G65 60H05 60H30 60J65 PDFBibTeX XMLCite \textit{L. Yan} et al., Appl. Anal. 99, No. 6, 899--921 (2020; Zbl 1444.60089) Full Text: DOI
Boedihardjo, Horatio; Geng, Xi; Souris, Nikolaos P. Path developments and tail asymptotics of signature for pure rough paths. (English) Zbl 1464.60088 Adv. Math. 364, Article ID 107043, 48 p. (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60L10 60L20 17B10 PDFBibTeX XMLCite \textit{H. Boedihardjo} et al., Adv. Math. 364, Article ID 107043, 48 p. (2020; Zbl 1464.60088) Full Text: DOI arXiv