15 citations · 56 across the 22 of their papers we have counts for
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math.PR2013★ 1 cited
Quasi-sure Existence of Gaussian Rough Paths and Large Deviation Principles for Capacities
Horatio Boedihardjo, Xi Geng, Zhongmin Qian
We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a la…
math.PR2013★ 1 cited
G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion
Xi Geng, Zhongmin Qian, Danyu Yang
The present paper is devoted to the study of sample paths of G-Brownian motion and stochastic differential equations (SDEs) driven by G-Brownian motion from the view of rough path…
math.PR2013★ 3 cited
On an Inversion Theorem for Stratonovich's Signatures of Multidimensional Diffusion Paths
Xi Geng, Zhongmin Qian
In the present paper, we prove that with probability one, the Stratonovich signatures of a multidimensional diffusion process (possibly degenerate) over [0,1], which is the collect…