activity
20182026
most citedLong-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes

2 citations · 2 across the 4 of their papers we have counts for

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cs.LG2026

Structured Neural SDEs for Functional Calibration

Francesco Piatti, Andrea Iannucci, Thomas Cass

Neural Stochastic Differential Equations (Neural SDEs) provide flexible continuous-time generative models, but generic neural drift and diffusion networks are costly to simulate on…

math.PR2026

Signature Kernel and Schwinger-Dyson Kernel Equations as Two-Parameter Rough Differential Equations

Thomas Cass, Dan Crisan, Andrea Iannucci +1

We develop a rough-path framework for two-parameter rough differential equations on rectangular and simplicial domains, motivated by the signature kernel and Schwinger--Dyson kerne…