106 citations · 290 across the 24 of their papers we have counts for
Showing 2014 · math.PRShow all
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math.PR2014★ 1 cited
Tail estimates for Markovian rough paths
Thomas Cass, Marcel Ogrodnik
We work in the context of Markovian rough paths associated to a class of uniformly subelliptic Dirichlet forms [25] and prove a better-than-exponential tail estimate for the accumm…
math.PR2014
The filtering equations revisited
Thomas Cass, Martin Clark, Dan Crisan
The problem of nonlinear filtering has engendered a surprising number of mathematical techniques for its treatment. A notable example is the change-of--probability-measure method o…
math.PR2014★ 10 cited
Constrained Rough Paths
Thomas Cass, Bruce K. Driver, Christian Litterer
We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rough paths is natural. On the way we develop a notion of rough integration and an…