12 citations · 12 across the 1 of their papers we have counts for
3 papers
math.PR2025
Rough SDEs and Robust Filtering for Jump-Diffusions
Andrew L. Allan, Jost Pieper, Josef Teichmann
We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diff…
astro-ph.EP2024★ 12 cited
Magnetic Field Evolution of Hot Exoplanets
Konstantinos Kilmetis, Aline A. Vidotto, Andrew Allan +1
Numerical simulations have shown that the strength of planetary magnetic fields depends on the convective energy flux emerging from planetary interiors. Here we model the interior…
math.PR2024
Rough Stochastic Analysis with Jumps
Andrew L. Allan, Jost Pieper
We present a new version of the stochastic sewing lemma, capable of handling multiple discontinuous control functions. This is then used to develop a theory of rough stochastic ana…