3 citations · 5 across the 4 of their papers we have counts for
4 papers
A Wong-Zakai theorem for SDEs with singular drift
Chengcheng Ling, Sebastian Riedel, Michael Scheutzow
We study stochastic differential equations (SDEs) with multiplicative Stratonovich-type noise of the form w…
Semi-implicit Taylor schemes for stiff rough differential equations
Sebastian Riedel, Yue Wu
We study a class of semi-implicit Taylor-type numerical methods that are easy to implement and designed to solve multidimensional stochastic differential equations driven by a gene…
Random dynamical systems, rough paths and rough flows
Ismael Bailleul, Sebastian Riedel, Michael Scheutzow
We analyze common lifts of stochastic processes to rough paths/rough drivers-valued processes and give sufficient conditions for the cocycle property to hold for these lifts. We sh…
A simple proof of distance bounds for Gaussian rough paths
Sebastian Riedel, Weijun Xu
We derive explicit distance bounds for Stratonovich iterated integrals along two Gaussian processes (also known as signatures of Gaussian rough paths) based on the regularity assum…