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Thomas Cass
Thomas Cass
Professor of Mathematics, Imperial College London
Bestätigte E-Mail-Adresse bei imperial.ac.uk
Titel
Zitiert von
Zitiert von
Jahr
Densities for rough differential equations under Hörmander's condition
T Cass, P Friz
Annals of mathematics, 2115-2141, 2010
1222010
Integrability and tail estimates for Gaussian rough differential equations
T Cass, C Litterer, T Lyons
The Annals of Probability 41 (4), 3026-3050, 2013
1142013
Smoothness of the density for solutions to Gaussian rough differential equations
T Cass, M Hairer, C Litterer, S Tindel
The Annals of Probability 43 (1), 188-239, 2015
832015
Non-degeneracy of Wiener functionals arising from rough differential equations
T Cass, P Friz, N Victoir
Transactions of the American Mathematical Society 361 (6), 3359-3371, 2009
662009
The Signature Kernel is the solution of a Goursat PDE
C Salvi, T Cass, J Foster, T Lyons, W Yang
SIAM Journal on Mathematics of Data Science 3 (3), 873-899, 2021
502021
Evolving communities with individual preferences
T Cass, T Lyons
Proceedings of the London Mathematical Society 110 (1), 83-107, 2015
472015
Smooth densities for solutions to stochastic differential equations with jumps
T Cass
Stochastic Processes and their Applications 119 (5), 1416-1435, 2009
462009
Tree algebras over topological vector spaces in rough path theory
T Cass, MP Weidner
arXiv preprint arXiv:1604.07352, 2016
232016
Rough paths on manifolds
T Cass, C Litterer, T Lyons
New trends in stochastic analysis and related topics 12, 33-88, 2012
212012
Constrained rough paths
T Cass, BK Driver, C Litterer
Proceedings of the London Mathematical Society 111 (6), 1471-1518, 2015
202015
Integrability estimates for Gaussian rough differential equations
T Cass, C Litterer, T Lyons
arXiv preprint arXiv:1104.1813, 2011
202011
SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data
M Lemercier, C Salvi, T Cass, EV Bonilla, T Damoulas, TJ Lyons
International Conference on Machine Learning, 6233-6242, 2021
172021
On the integration of weakly geometric rough paths
T Cass, BK Driver, N Lim, C Litterer
Journal of the Mathematical Society of Japan 68 (4), 1505-1524, 2016
172016
A Stratonovich–Skorohod integral formula for Gaussian rough paths
T Cass, N Lim
The Annals of Probability 47 (1), 1-60, 2019
162019
The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance
TR Cass, PK Friz
arXiv preprint math/0604311, 2006
162006
Tail estimates for Markovian rough paths
T Cass, M Ogrodnik
The Annals of Probability 45 (4), 2477-2504, 2017
122017
Malliavin calculus and rough paths
T Cass, P Friz
Bulletin des sciences mathematiques 135 (6-7), 542-556, 2011
122011
Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes
T Cass, D Crisan, P Dobson, M Ottobre
Electronic Journal of Probability 26, 1-72, 2021
112021
General Signature Kernels
T Cass, T Lyons, X Xu
arXiv preprint arXiv:2107.00447, 2021
102021
Non‐geometric rough paths on manifolds
J Armstrong, D Brigo, T Cass, E Rossi Ferrucci
Journal of the London Mathematical Society 106 (2), 756-817, 2022
92022
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