The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory PK Friz, B Gess, A Gulisashvili, S Riedel The Annals of Probability 44 (1), 684-738, 2016 | 69 | 2016 |
Convergence rates for the full Gaussian rough paths P Friz, S Riedel Annales de l'IHP Probabilités et statistiques 50 (1), 154-194, 2014 | 68 | 2014 |
Random dynamical systems, rough paths and rough flows I Bailleul, S Riedel, M Scheutzow Journal of Differential Equations, 2017 | 58 | 2017 |
From rough path estimates to multilevel Monte Carlo C Bayer, PK Friz, S Riedel, J Schoenmakers SIAM Journal on Numerical Analysis 54 (3), 1449-1483, 2016 | 51 | 2016 |
Integrability of (non-) linear rough differential equations and integrals P Friz, S Riedel Stochastic Analysis and Applications 31 (2), 336-358, 2013 | 50 | 2013 |
Rough differential equations with unbounded drift term S Riedel, M Scheutzow Journal of Differential Equations 262 (1), 283-312, 2017 | 42 | 2017 |
A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations J Diehl, H Oberhauser, S Riedel Stochastic processes and their applications 125 (1), 161-181, 2015 | 39 | 2015 |
Optimal stopping with signatures C Bayer, P Hager, S Riedel, J Schoenmakers The Annals of Applied Probability, 2023 | 30 | 2023 |
Transportation-cost inequalities for diffusions driven by Gaussian processes S Riedel Electronic Journal of Probability 22 (24), 26, 2017 | 27* | 2017 |
Rough flows I Bailleul, S Riedel Journal of the Mathematical Society of Japan 71 (3), 915-978, 2019 | 19 | 2019 |
A dynamical theory for singular stochastic delay differential equations I: Linear equations and a Multiplicative Ergodic Theorem on fields of Banach spaces MG Varzaneh, S Riedel, M Scheutzow SIAM Journal on Applied Dynamical Systems, 2022 | 17 | 2022 |
Oseledets splitting and invariant manifolds on fields of Banach spaces M Ghani Varzaneh, S Riedel Journal of Dynamics and Differential Equations, 1-31, 2023 | 13 | 2023 |
Convergence rates for the full Brownian rough paths with applications to limit theorems for stochastic flows P Friz, S Riedel Bulletin des sciences mathematiques 135 (6-7), 613-628, 2011 | 12 | 2011 |
Runge-Kutta methods for rough differential equations M Redmann, S Riedel Journal of Stochastic Analysis, 2022 | 11 | 2022 |
Solving linear parabolic rough partial differential equations C Bayer, D Belomestny, M Redmann, S Riedel, J Schoenmakers Journal of Mathematical Analysis and Applications 490 (1), 124236, 2020 | 6 | 2020 |
A simple proof of distance bounds for Gaussian rough paths S Riedel, W Xu Electron. J. Probab 18, 1-18, 2013 | 6 | 2013 |
Semi-implicit Taylor schemes for stiff rough differential equations S Riedel, Y Wu arXiv preprint arXiv:2006.13689, 2020 | 5 | 2020 |
A Wong-Zakai theorem for SDEs with singular drift C Ling, S Riedel, M Scheutzow Journal of Differential Equations, 2022 | 2 | 2022 |
Invariant manifolds and stability for rough differential equations M Ghani Varzaneh, S Riedel arXiv preprint arXiv:2311.02030, 2023 | 1 | 2023 |
Topics in Gaussian rough paths theory S Riedel | 1 | 2013 |