| Robust filtering: correlated noise and multidimensional observation D Crisan, J Diehl, PK Friz, H Oberhauser The Annals of Applied Probability 23 (5), 2139-2160, 2013 | 64 | 2013 |
| The Kardar–Parisi–Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions J Diehl, M Gubinelli, N Perkowski Communications in Mathematical Physics 354 (2), 549-589, 2017 | 48 | 2017 |
| Backward stochastic differential equations with rough drivers J Diehl, P Friz The Annals of Probability 40 (4), 1715-1758, 2012 | 43 | 2012 |
| Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac J Diehl, PK Friz, W Stannat Annales de la Faculté des sciences de Toulouse: Mathématiques 26 (4), 911-947, 2017 | 40 | 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 | 35 | 2015 |
| Time-warping invariants of multidimensional time series J Diehl, K Ebrahimi-Fard, N Tapia Acta Applicandae Mathematicae 170 (1), 265-290, 2020 | 24 | 2020 |
| Stochastic control with rough paths J Diehl, PK Friz, P Gassiat Applied Mathematics & Optimization 75 (2), 285-315, 2017 | 23 | 2017 |
| Invariants of multidimensional time series based on their iterated-integral signature J Diehl, J Reizenstein Acta Applicandae Mathematicae 164 (1), 83-122, 2019 | 22 | 2019 |
| Pathwise stability of likelihood estimators for diffusions via rough paths J Diehl, P Friz, H Mai The Annals of Applied Probability 26 (4), 2169-2192, 2016 | 17 | 2016 |
| Regularity theory for rough partial differential equations and parabolic comparison revisited J Diehl, PK Friz, H Oberhauser Stochastic Analysis and Applications 2014: In Honour of Terry Lyons, 203-238, 2014 | 16 | 2014 |
| The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence H Boedihardjo, J Diehl, M Mezzarobba, H Ni Bulletin of the London Mathematical Society 53 (1), 285-299, 2021 | 13 | 2021 |
| Areas of areas generate the shuffle algebra J Diehl, T Lyons, R Preiß, J Reizenstein arXiv preprint arXiv:2002.02338, 2020 | 12 | 2020 |
| The parabolic Anderson model on Riemann surfaces A Dahlqvist, J Diehl, BK Driver Probability Theory and Related Fields 174 (1-2), 369-444, 2019 | 12 | 2019 |
| Rotation invariants of two dimensional curves based on iterated integrals J Diehl arXiv preprint arXiv:1305.6883, 2013 | 9 | 2013 |
| Parabolic comparison revisited and applications J Diehl, PK Friz, H Oberhauser arXiv preprint arXiv:1102.5774, 2011 | 7 | 2011 |
| Backward stochastic differential equations with Young drift J Diehl, J Zhang Probability, Uncertainty and Quantitative Risk 2 (1), 1-17, 2017 | 6 | 2017 |
| The inverse problem for rough controlled differential equations I Bailleul, J Diehl SIAM Journal on Control and Optimization 53 (5), 2762-2780, 2015 | 6 | 2015 |
| The Moving-Frame Method for the Iterated-Integrals Signature: Orthogonal Invariants J Diehl, R Preiß, M Ruddy, N Tapia Foundations of Computational Mathematics 23 (4), 1273-1333, 2023 | 3 | 2023 |
| Generalized iterated-sums signatures J Diehl, K Ebrahimi-Fard, N Tapia Journal of Algebra, 2023 | 3 | 2023 |
| Tropical Time Series, Iterated-Sums Signatures, and Quasisymmetric Functions J Diehl, K Ebrahimi-Fard, N Tapia SIAM Journal on Applied Algebra and Geometry 6 (4), 563-599, 2022 | 3 | 2022 |
