15 citations · 56 across the 22 of their papers we have counts for
5 papers · 1 filter
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…
SL_2(R)-developments and Signature Asymptotics for Planar Paths with Bounded Variation
Horatio Boedihardjo, Xi Geng
The signature transform, defined by the formal tensor series of global iterated path integrals, is a homomorphism between the path space and the tensor algebra that has been studie…
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Hypoelliptic Case
Xi Geng, Cheng Ouyang, Samy Tindel
This article is concerned with stochastic differential equations driven by a dimensional fractional Brownian motion with Hurst parameter , understood in the rough paths…
Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case
Xi Geng, Cheng Ouyang, Samy Tindel
This article is concerned with stochastic differential equations driven by a dimensional fractional Brownian motion with Hurst parameter , understood in the rough paths…