55 citations · 97 across the 13 of their papers we have counts for
Showing 2012 · math.PRShow all
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math.PR2012★ 4 cited
Spatial rough path lifts of stochastic convolutions
Peter K. Friz, Benjamin Gess, Archil Gulisashvili +1
We present sufficient conditions for finite controlled rho-variation of the covariance of Gaussian processes with stationary increments, based on concavity or convexity of their va…
math.PR2012★ 3 cited
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…