Citation: Cass, Thomas et Lim, Nengli, A Stratonovich.Skorohod integral formula for Gaussian rough paths., Annals of probability (Online) , 47(1), 2019, pp. 1-60
Authors:
Cass, Thomas
Hairer, Martin
Litterer, Christian
Tindel, Samy
Citation: Cass, Thomas et al., Smoothness of the density for solutions to Gaussian rough differential equations, Annals of probability , 43(1), 2015, pp. 188-239
Authors:
Cass, Thomas
Litterer, Christian
Lyons, Terry
Citation: Cass, Thomas et al., Integrability and tail estimates for Gaussian rough differential equations, Annals of probability , 41(4), 2013, pp. 3026-3050