3 papers
math.PR2024
High-degree cubature on Wiener space through unshuffle expansions
Emilio Ferrucci, Timothy Herschell, Christian Litterer +1
Utilising classical results on the structure of Hopf algebras, we develop a novel approach for the construction of cubature formulae on Wiener space based on unshuffle expansions.…
math.CA2021
A combinatorial approach to geometric rough paths and their controlled paths
Thomas Cass, Bruce K. Driver, Christian Litterer +1
We develop the structure theory for transformations of weakly geometric rough paths of bounded -variation and their controlled paths. Our approach differs from existing appr…
math.CA2011
Rough Paths on Manifolds
Thomas Cass, Christian Litterer, Terry Lyons
We develop a fundamental framework for and extend the theory of rough paths to Lipschitz-gamma manifolds.