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Sebastian Riedel
Sebastian Riedel
Zweryfikowany adres z fernuni-hagen.de - Strona główna
Tytuł
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The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
PK Friz, B Gess, A Gulisashvili, S Riedel
The Annals of Probability 44 (1), 684-738, 2016
732016
Convergence rates for the full Gaussian rough paths
P Friz, S Riedel
Annales de l'IHP Probabilités et statistiques 50 (1), 154-194, 2014
712014
Random dynamical systems, rough paths and rough flows
I Bailleul, S Riedel, M Scheutzow
Journal of Differential Equations, 2017
652017
From rough path estimates to multilevel Monte Carlo
C Bayer, PK Friz, S Riedel, J Schoenmakers
SIAM Journal on Numerical Analysis 54 (3), 1449-1483, 2016
532016
Integrability of (non-) linear rough differential equations and integrals
P Friz, S Riedel
Stochastic Analysis and Applications 31 (2), 336-358, 2013
532013
Rough differential equations with unbounded drift term
S Riedel, M Scheutzow
Journal of Differential Equations 262 (1), 283-312, 2017
492017
A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations
J Diehl, H Oberhauser, S Riedel
Stochastic processes and their applications 125 (1), 161-181, 2015
442015
Optimal stopping with signatures
C Bayer, P Hager, S Riedel, J Schoenmakers
The Annals of Applied Probability, 2023
382023
Transportation-cost inequalities for diffusions driven by Gaussian processes
S Riedel
Electronic Journal of Probability 22 (24), 26, 2017
28*2017
A dynamical theory for singular stochastic delay differential equations I: Linear equations and a Multiplicative Ergodic Theorem on fields of Banach spaces
MG Varzaneh, S Riedel, M Scheutzow
SIAM Journal on Applied Dynamical Systems, 2022
212022
Rough flows
I Bailleul, S Riedel
Journal of the Mathematical Society of Japan 71 (3), 915-978, 2019
202019
Oseledets splitting and invariant manifolds on fields of Banach spaces
M Ghani Varzaneh, S Riedel
Journal of Dynamics and Differential Equations, 1-31, 2023
172023
Runge-Kutta methods for rough differential equations
M Redmann, S Riedel
Journal of Stochastic Analysis, 2022
132022
Convergence rates for the full Brownian rough paths with applications to limit theorems for stochastic flows
P Friz, S Riedel
Bulletin des sciences mathematiques 135 (6-7), 613-628, 2011
122011
Solving linear parabolic rough partial differential equations
C Bayer, D Belomestny, M Redmann, S Riedel, J Schoenmakers
Journal of Mathematical Analysis and Applications 490 (1), 124236, 2020
72020
A simple proof of distance bounds for Gaussian rough paths
S Riedel, W Xu
Electron. J. Probab 18, 1-18, 2013
62013
Semi-implicit Taylor schemes for stiff rough differential equations
S Riedel, Y Wu
arXiv preprint arXiv:2006.13689, 2020
52020
An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability
M Ghani Varzaneh, S Riedel
arXiv preprint arXiv:2307.01679, 2023
4*2023
A Wong-Zakai theorem for SDEs with singular drift
C Ling, S Riedel, M Scheutzow
Journal of Differential Equations, 2022
42022
Introduction to rough paths theory
M Ghani Varzaneh, S Riedel
Matemática Contemporânea 58, 2023
2*2023
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