15 citations · 56 across the 22 of their papers we have counts for
24 papers
Optimal Tail Estimates for Differential Equations Driven by Fractional Brownian Motion
Horatio Boedihardjo, Xi Geng, Sheng Wang
The goal of the present paper is to investigate the exact decay rate of the tail probability for large , where is the solution to a multidimensio…
Cartan's Path Development, the Logarithmic Signature and a Conjecture of Lyons-Sidorova
Horatio Boedihardjo, Xi Geng, Sheng Wang
The signature transform, which is defined in terms of iterated path integrals of all orders, provides a faithful representation of the group of tree-reduced geometric rough paths.…
On the Lack of Gaussian Tail for Rough Line Integrals along Fractional Brownian Paths
Horatio Boedihardjo, Xi Geng
We show that the tail probability of the rough line integral , where is a 2D fractional Brownian motion with Hurst parameter and…
Effective Boundary Conditions Arising from the Heat Equation with Three-dimensional Interior Inclusion
Xingri Geng
We study the initial boundary value problem for a heat equation in a domain containing a thin layer. The thermal conductivity of the layer is drastically different from that of the…
When Is the Conway-Maxwell-Poisson Distribution Infinitely Divisible?
Xi Geng, Aihua Xia
An essential character for a distribution to play a central role in the limit theory is infinite divisibility. In this note, we prove that the Conway-Maxwell-Poisson (CMP) distribu…
Lipschitz-stability of Controlled Rough Paths and Rough Differential Equations
Horatio Boedihardjo, Xi Geng
We provide an account for the existence and uniqueness of solutions to rough differential equations under the framework of controlled rough paths. The case when the driving path is…