A free boundary characterisation of the Root barrier for Markov processes von Gassiat, Paul, Oberhauser, Harald, Zou, Christina Z.

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Rough path stability of (semi-)linear SPDEs von Friz, Peter, Oberhauser, Harald

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Nonlinear independent component analysis for discrete-time and continuous-time signals von Schell, Alexander, Oberhauser, Harald

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AN INTEGRAL EQUATION FOR ROOT'S BARRIER AND THE GENERATION OF BROWNIAN INCREMENTS von Gassiat, Paul, Mijatović, Aleksandar, Oberhauser, Harald

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Persistence Paths and Signature Features in Topological Data Analysis von Chevyrev, Ilya, Nanda, Vidit, Oberhauser, Harald

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Proper Scoring Rules, Gradients, Divergences, and Entropies for Paths and Time Series von Bonnier, Patric, Oberhauser, Harald

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A generalized Fernique theorem and applications von FRIZ, PETER, OBERHAUSER, HARALD

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Signature cumulants, ordered partitions, and independence of stochastic processes von Bonnier, Patric, Oberhauser, Harald

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Grid-Free Computation of Probabilistic Safety with Malliavin Calculus von Cosentino, Francesco, Oberhauser, Harald, Abate, Alessandro

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Adapted topologies and higher rank signatures von Bonnier, Patric, Liu, Chong, Oberhauser, Harald

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AN OPTIMAL POLYNOMIAL APPROXIMATION OF BROWNIAN MOTION von Foster, James, Lyons, Terry, Oberhauser, Harald

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Hypercontractivity meets random convex hulls: analysis of randomized multivariate cubatures von Hayakawa, Satoshi, Oberhauser, Harald, Lyons, Terry

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Estimating the probability that a given vector is in the convex hull of a random sample von Hayakawa, Satoshi, Lyons, Terry, Oberhauser, Harald

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A topological approach to mapping space signatures von Giusti, Chad, Lee, Darrick, Nanda, Vidit, Oberhauser, Harald

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Tangent Space and Dimension Estimation with the Wasserstein Distance von Lim, Uzu, Oberhauser, Harald, Nanda, Vidit

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A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations von Diehl, Joscha, Oberhauser, Harald, Riedel, Sebastian

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Rough path limits of the Wong–Zakai type with a modified drift term von Friz, Peter, Oberhauser, Harald

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On a Chen–Fliess approximation for diffusion functionals von Litterer, Christian, Oberhauser, Harald

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On the splitting-up method for rough (partial) differential equations von Friz, Peter, Oberhauser, Harald

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Root’s barrier, viscosity solutions of obstacle problems and reflected FBSDEs von Gassiat, Paul, Oberhauser, Harald, dos Reis, Gonçalo

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