1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.PR2026
Orthogonal polynomials on path-space
Ilya Chevyrev, Emilio Ferrucci, Darrick Lee +3
We consider the orthogonalisation of the signature of a stochastic process as the analogue of orthogonal polynomials on path-space. Under an infinite radius of convergence assumpti…
math.PR2023★ 1 cited
Branched Itô formula and natural Itô-Stratonovich isomorphism
Carlo Bellingeri, Emilio Ferrucci, Nikolas Tapia
Branched rough paths, defined as paths with values in the character group of the Connes-Kreimer Hopf algebra , constitute integration theories that may fai…
math.AP2020
Transport and continuity equations with (very) rough noise
Carlo Bellingeri, Ana Djurdjevac, Peter K. Friz +1
Existence and uniqueness for rough flows, transport and continuity equations driven by general geometric rough paths are established.