papers
Publications (14)
math.PR2014
Constrained Rough Paths
Thomas Cass, Bruce K. Driver, Christian Litterer
math.CA2011
Rough Paths on Manifolds
Thomas Cass, Christian Litterer, Terry Lyons
math.PR2009
Non-Linear Evolution Equations Driven by Rough Paths
Thomas Cass, Zhongmin Qian, Jan Tudor
math.PR2018
A Stratonovich-Skorohod integral formula for Gaussian rough paths
Thomas Cass, Nengli Lim
math.PR2007
Smooth densities for stochastic differential equations with jumps
Thomas Cass
math.PR2017
Tree algebras over topological vector spaces in rough path theory
Thomas Cass, Martin P. Weidner
math.PR2015
Smoothness of the density for solutions to Gaussian rough differential equations
Thomas Cass, Martin Hairer, Christian Litterer +1
math.PR2018
A Stratonovich-Skorohod integral formula for Volterra Gaussian rough paths
Thomas Cass, Nengli Lim
math.PR2015
Tail estimates for Markovian rough paths
Thomas Cass, Marcel Ogrodnik
math.PR2007
Densities for Rough Differential Equations under Hoermander's Condition
Thomas Cass, Peter Friz
math.PR2014
The filtering equations revisited
Thomas Cass, Martin Clark, Dan Crisan
math.PR2007
Non-degeneracy of Wiener functionals arising from rough differential equations
Thomas Cass, Peter Friz, Nicolas Victoir
math.PR2013
Evolving Communities with Individual Preferences
Thomas Cass, Terry Lyons
math.PR2013
Integrability and tail estimates for Gaussian rough differential equations
Thomas Cass, Christian Litterer, Terry Lyons