106 citations · 290 across the 24 of their papers we have counts for
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math.PR2016★ 10 cited
Tree algebras over topological vector spaces in rough path theory
Thomas Cass, Martin P. Weidner
We work with non-planar rooted trees which have a label set given by an arbitrary vector space . By equipping with a complete locally convex topology, we show how a natural…
math.PR2016
A Stratonovich-Skorohod integral formula for Gaussian rough paths
Thomas Cass, Nengli Lim
Given a Gaussian process , its canonical geometric rough path lift , and a solution to the rough differential equation (RDE) $\mathrm{d}Y_{t} = V\left (Y_{t}\rig…