Xi Geng

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All published works
Action Title Year Authors
+ PDF Chat A coupling between random walks in random environments and Brox's diffusion 2024 Xi Geng
Mihai Gradinaru
Samy Tindel
+ PDF Chat Stochastic Domination of Exit Times for Random Walks and Brownian Motion with Drift 2024 Xi Geng
Greg Markowsky
+ PDF Chat On the lack of Gaussian tail for rough line integrals along fractional Brownian paths 2023 Horatio Boedihardjo
Xi Geng
+ PDF Chat Non-degeneracy of stochastic line integrals 2023 Xi Geng
Sheng Wang
+ PDF Chat Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case 2022 Xi Geng
Cheng Ouyang
Samy Tindel
+ $\mathrm{SL}_{2}(\mathbb{R})$-developments and signature asymptotics for planar paths with bounded variation 2022 Horatio Boedihardjo
Xi Geng
+ PDF Chat Precise local estimates for differential equations driven by fractional Brownian motion: Hypoelliptic case 2022 Xi Geng
Cheng Ouyang
Samy Tindel
+ PDF Chat When is the Conway–Maxwell–Poisson distribution infinitely divisible? 2021 Xi Geng
Aihua Xia
+ Long Time Asymptotics of Heat Kernels and Brownian Winding Numbers on Manifolds with Boundary 2021 Xi Geng
Gautam Iyer
+ Path developments and tail asymptotics of signature for pure rough paths 2020 Horatio Boedihardjo
Xi Geng
Nikolaos Panagiotis Souris
+ Lipschitz-stability of Controlled Rough Paths and Rough Differential Equations 2020 Horatio Boedihardjo
Xi Geng
+ SL_2(R)-developments and Signature Asymptotics for Planar Paths with Bounded Variation 2020 Horatio Boedihardjo
Xi Geng
+ When Is the Conway-Maxwell-Poisson Distribution Infinitely Divisible? 2020 Xi Geng
Aihua Xia
+ PDF Chat A non-vanishing property for the signature of a path 2019 Horatio Boedihardjo
Xi Geng
+ Precise Local Estimates for Hypoelliptic Differential Equations driven by Fractional Brownian Motions 2019 Xi Geng
Cheng Ouyang
Samy Tindel
+ Path Developments and Tail Asymptotics of Signature for Pure Rough Paths 2018 Horatio Boedihardjo
Xi Geng
Nikolaos Panagiotis Souris
+ The Tail Asymptotics for the Signatures of some Pure Rough Paths 2018 Horatio Boedihardjo
Xi Geng
Nikolaos Panagiotis Souris
+ PDF Chat Tail asymptotics of the Brownian signature 2018 Horatio Boedihardjo
Xi Geng
+ Long Time Asymptotics of Heat Kernels and Brownian Winding Numbers on Manifolds with Boundary 2018 Xi Geng
Gautam Iyer
+ A Non-vanishing Property for the Signature of a Path 2018 Horatio Boedihardjo
Xi Geng
+ Finite dimensional characteristic functions of Brownian rough path 2017 Xi Geng
Zhongmin Qian
+ PDF Chat Reconstruction for the signature of a rough path 2017 Xi Geng
+ QUASI-SURE EXISTENCE OF GAUSSIAN ROUGH PATHS AND LARGE DEVIATION PRINCIPLES FOR CAPACITIES 2016 Horatio Boedihardjo
Xi Geng
Zhongmin Qian
+ The signature of a rough path: Uniqueness 2016 Horatio Boedihardjo
Xi Geng
Terry Lyons
Danyu Yang
+ On an inversion theorem for Stratonovich’s signatures of multidimensional diffusion paths 2016 Xi Geng
Zhongmin Qian
+ A Quasi-sure Non-degeneracy Property for the Brownian Rough Path 2016 Horatio Boedihardjo
Xi Geng
Xuan Liu
Zhongmin Qian
+ The Tail Asymptotics of the Brownian Signature 2016 Horatio Boedihardjo
Xi Geng
+ The uniqueness of signature problem in the non-Markov setting 2015 Horatio Boedihardjo
Xi Geng
+ Note on the Signatures of Rough Paths in a Banach Space 2015 Horatio Boedihardjo
Xi Geng
Terry Lyons
Danyu Yang
+ PDF Chat Simple Piecewise Geodesic Interpolation of Simple and Jordan Curves with Applications 2014 Horatio Boedihardjo
Xi Geng
+ On the Uniqueness of Signature Problem through a Strengthened Le Jan-Qian Approximation Scheme 2014 Horatio Boedihardjo
Xi Geng
+ PDF Chat G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion 2014 Xi Geng
Zhongmin Qian
Danyu Yang
+ The Signature of a Rough Path: Uniqueness 2014 Horatio Boedihardjo
Xi Geng
Terry Lyons
Danyu Yang
+ The Uniqueness of Signature Problem in the Non-Markov Setting 2014 Horatio Boedihardjo
Xi Geng
+ Quasi-sure convergence theorem in p-variation distance for Gaussian sample paths 2013 Horatio Boedihardjo
Xi Geng
Zhongmin Qian
+ On the Uniqueness of Stratonovich's Signatures of Multidimensional Diffusion Paths 2013 Xi Geng
Zhan Qian
+ Quasi-sure Existence of Gaussian Rough Paths and Large Deviation Principles for Capacities 2013 Horatio Boedihardjo
Xi Geng
Zhongmin Qian
+ On an Inversion Theorem for Stratonovich's Signatures of Multidimensional Diffusion Paths 2013 Xi Geng
Zhongmin Qian
+ Simple Piecewise Geodesic Interpolation of Simple and Jordan Curves with Applications 2013 Horatio Boedihardjo
Xi Geng
+ On the Finite Dimensional Joint Characteristic Function of LĂ©vy's Stochastic Area Processes 2012 Xi Geng
Zhongmin Qian
+ PDF Chat Generalized characteristics uniqueness and regularity of solutions in a hyperbolic system of conservation laws 1991 Constantine M. Dafermos
Xi Geng
+ Generalised characteristics in hyperbolic systems of conservation laws with special coupling 1990 Constantine M. Dafermos
Xi Geng
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat Differential equations driven by rough signals 1998 Terry Lyons
25
+ Multidimensional Stochastic Processes as Rough Paths 2010 Peter K. Friz
Nicolas Victoir
20
+ PDF Chat Uniqueness for the signature of a path of bounded variation and the reduced path group 2010 Ben Hambly
Terry Lyons
19
+ The signature of a rough path: Uniqueness 2016 Horatio Boedihardjo
Xi Geng
Terry Lyons
Danyu Yang
11
+ PDF Chat Stratonovich’s signatures of Brownian motion determine Brownian sample paths 2012 Yves Le Jan
Zhongmin Qian
10
+ Differential Equations Driven by Rough Paths 2007 Terence J. Lyons
Michael Caruana
Thierry LĂ©vy
École d'été de probabilités de Saint-Flour
9
+ Iterated Integrals and Exponential Homomorphisms<sup>†</sup> 1954 Kuo-Tsai Chen
9
+ A variation embedding theorem and applications 2006 Peter K. Friz
Nicolas Victoir
7
+ PDF Chat Inverting the signature of a path 2018 Terry Lyons
Weijun Xu
7
+ Introduction to Tensor Products of Banach Spaces 2002 Raymond A. Ryan
6
+ PDF Chat Reconstruction for the signature of a rough path 2017 Xi Geng
6
+ Multivariate simultaneous approximation 2002 Thomas Bagby
Len Bos
N. Levenberg
6
+ PDF Chat An inequality of the Hölder type, connected with Stieltjes integration 1936 Louise Young
6
+ Integration of Paths--A Faithful Representation of Paths by Noncommutative Formal Power Series 1958 Kuo-Tsai Chen
6
+ The uniqueness of signature problem in the non-Markov setting 2015 Horatio Boedihardjo
Xi Geng
6
+ Controlling rough paths 2004 Massimiliano Gubinelli
5
+ Hyperbolic development and inversion of signature 2016 Terry Lyons
Weijun Xu
5
+ PDF Chat Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation 2008 A. M. Davie
5
+ None 1999 Laurent Decreusefond
Ali SĂĽleyman ĂśstĂĽnel
5
+ Fractional Integrals and Derivatives: Theory and Applications 1993 Stefan Samko
Anatoly A. Kilbas
O. I. Marichev
5
+ PDF Chat Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length 2018 Jia-Wei Chang
Terry Lyons
Hao Ni
5
+ Integration of Paths, Geometric Invariants and a Generalized Baker- Hausdorff Formula 1957 Kuo-Tsai Chen
5
+ Characteristic functions of measures on geometric rough paths 2016 Ilya Chevyrev
Terry Lyons
5
+ PDF Chat Uniqueness of signature for simple curves 2014 Horatio Boedihardjo
Hao Ni
Zhongmin Qian
5
+ Ramification of rough paths 2009 Massimiliano Gubinelli
4
+ PDF Chat Stochastic area for Brownian motion on the Sierpinski gasket 1998 Ben Hambly
Terry Lyons
4
+ PDF Chat Iterated path integrals 1977 Kuo-Tsai Chen
4
+ Free Lie Algebras 1993 Christophe Reutenauer
4
+ PDF Chat On the radius of convergence of the logarithmic signature 2006 Terry Lyons
Nadia Sidorova
4
+ On probability laws of solutions to differential systems driven by a fractional Brownian motion 2016 Fabrice Baudoin
EulĂ lia Nualart
Cheng Ouyang
Samy Tindel
4
+ PDF Chat Fractional order Taylor's series and the neo-classical inequality 2010 Keisuke Hara
Masanori Hino
4
+ On the integration of weakly geometric rough paths 2016 Thomas Cass
Bruce K. Driver
Nengli Lim
Christian Litterer
4
+ PDF Chat Differential equations driven by rough signals (I): an extension of an inequality of L. C. Young 1994 Terry Lyons
4
+ PDF Chat Densities for rough differential equations under Hörmander’s condition 2010 Thomas Cass
Peter K. Friz
4
+ Inverting the signature of a path 2014 Terry Lyons
Weijun Xu
4
+ PDF Chat Tail asymptotics of the Brownian signature 2018 Horatio Boedihardjo
Xi Geng
3
+ On an Inversion Theorem for Stratonovich's Signatures of Multidimensional Diffusion Paths 2013 Xi Geng
Zhongmin Qian
3
+ Stochastic calculus of variations and hypoelliptic operators 1978 Paul Malliavin
3
+ Note on the Signatures of Rough Paths in a Banach Space 2015 Horatio Boedihardjo
Xi Geng
Terry Lyons
Danyu Yang
3
+ On an inversion theorem for Stratonovich’s signatures of multidimensional diffusion paths 2016 Xi Geng
Zhongmin Qian
3
+ On the Uniqueness of Stratonovich's Signatures of Multidimensional Diffusion Paths 2013 Xi Geng
Zhan Qian
3
+ Varadhan estimates for rough differential equations driven by fractional Brownian motions 2014 Fabrice Baudoin
Cheng Ouyang
Xuejing Zhang
3
+ A Course on Rough Paths 2014 Peter K. Friz
Martin Hairer
3
+ QUASI-SURE EXISTENCE OF BROWNIAN ROUGH PATHS AND A CONSTRUCTION OF BROWNIAN PANTS 2006 Yuzuru Inahama
3
+ Vanishing of one-dimensional <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" overflow="scroll"><mml:msup><mml:mi>L</mml:mi><mml:mn>2</mml:mn></mml:msup></mml:math>-cohomologies of loop groups 2011 Shigeki Aida
3
+ PDF Chat Integration questions related to fractional Brownian motion 2000 Vladas Pipiras
Murad S. Taqqu
3
+ PDF Chat A version of Hörmander’s theorem for the fractional Brownian motion 2007 Fabrice Baudoin
Martin Hairer
3
+ PDF Chat Hypoelliptic second order differential equations 1967 Lars Hörmander
3
+ Smoothness of the density for solutions to Gaussian rough differential equations 2014 Thomas Cass
Martin Hairer
Christian Litterer
Samy Tindel
3
+ The Valuative Tree 2004 Charles Favre
Mattias Jönsson
3