works on
controlled differential equations 1functional analysis 1lie groups 1rough paths 1signature methods 1universal approximation 1

From the 1 of 4 linked papers with an AI index.

collaborators

4 papers

math.CA2026

Dynamic Universal Approximation via Signature Controlled Differential Equations

Tomás Carrondo, Christa Cuchiero, Paul P. Hager +1

The paper introduces signature controlled differential equations (Sig‑CDEs) and shows that they can universally approximate any well‑posed path‑dependent controlled differential eq…

stat.ML2026

The Volterra signature

Paul P. Hager, Fabian N. Harang, Luca Pelizzari +1

Modern approaches for learning from non-Markovian time series, such as recurrent neural networks, neural controlled differential equations or transformers, typically rely on implic…

math.NA2026

Computational aspects of the Volterra Signature

Paul P. Hager, Fabian N. Harang, Luca Pelizzari +1

The Volterra signature extends the classical path signature by incorporating general matrix-valued kernel into its iterated integral structure, yielding a flexible notion of memory…

math.PR2025

Stochastic Analysis of Overlapping Generations Models Under Incomplete Markets

Cangxiong Chen, Sigmund Ellingsrud, Fabian Harang +2

We provide a stochastic analysis of an overlapping-generations model under incomplete markets. By casting individual optimisation with idiosyncratic income risk into a forward-back…