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Christian Litterer

  1. A Chen-Fliess approximation for diffusion functionals
    2011/10/11 by Christian Litterer, Harald Oberhauser, Litterer, Christian +1 · 2 citations
    Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
  2. A combinatorial approach to geometric rough paths and their controlled paths
    2021/12/15 by Thomas Cass, Cass, Thomas, Bruce K. Driver +5 · 1 citation
    Engineering · #60L20 #Advanced Numerical Analysis Techniques #Classical Analysis and ODEs (math.CA) #FOS: Mathematics