WIAS Preprint List: Riedel, Sebastian
- 2926: Varzaneh, Mazyar Ghani; Riedel, Sebastian; Schmeding, Alexander; Tapia, Nikolas
The geometry of controlled rough paths
- 2790: Bayer, Christian; Hager, Paul; Riedel, Sebastian; Schoenmakers, John G. M.
Optimal stopping with signatures
Appeared in: Ann. Appl. Probab., 33 (2023), pp. 238--273, DOI 10.1214/22-AAP1814 . - 2734: Riedel, Sebastian
Semi-implicit Taylor schemes for stiff rough differential equations
- 2708: Redmann, Martin; Riedel, Sebastian
Runge--Kutta methods for rough differential equations
- 2701: Ghani Varzaneh, Mazyar; Riedel, Sebastian
A dynamical theory for singular stochastic delay differential equations II: Nonlinear equations and invariant manifolds
Appeared in: AIMS Math., 26 (2021), pp. 4587-- 4612, DOI 10.3934/dcdsb.2020304 . - 2506: Bayer, Christian; Belomestny, Denis; Redmann, Martin; Riedel, Sebastian; Schoenmakers, John G. M.
Solving linear parabolic rough partial differential equations
Appeared in: J. Math. Anal. Appl., 490 (2020), published online on 15.05.2020, DOI 10.1016/j.jmaa.2020.124236 . - 1787: Bayer, Christian; Friz, Peter; Riedel, Sebastian; Schoenmakers, John G. M.
From rough path estimates to multilevel Monte Carlo
Appeared in: SIAM J. Numer. Anal., 54 (2016) pp. 1449--1483.