papers
Publications (7)
math.PR2011
A Chen-Fliess approximation for diffusion functionals
Christian Litterer, Harald Oberhauser
math.PR2013
Integrability and tail estimates for Gaussian rough differential equations
Thomas Cass, Christian Litterer, Terry Lyons
math.PR2013
Kusuoka-Stroock gradient bounds for the solution of the filtering equation
Dan Crisan, Christian Litterer, Terry Lyons
math.PR2014
Constrained Rough Paths
Thomas Cass, Bruce K. Driver, Christian Litterer
math.PR2016
A dual algorithm for stochastic control problems: Applications to Uncertain Volatility Models and CVA
Pierre Henry-Labordère, Christian Litterer, Zhenjie Ren
math.PR2015
Smoothness of the density for solutions to Gaussian rough differential equations
Thomas Cass, Martin Hairer, Christian Litterer +1
math.CA2011
Rough Paths on Manifolds
Thomas Cass, Christian Litterer, Terry Lyons