Chong Liu

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All published works
Action Title Year Authors
+ Asymptotic stability of fractional linear discrete-time equations with arbitrary time delays 2025 Chong Liu
Guo–Cheng Wu
Hu–Shuang Hou
+ PDF Chat Counterfactual Samples Constructing and Training for Commonsense Statements Estimation 2024 Chong Liu
Zaiwen Feng
Lin Liu
Zhenyun Deng
Jiuyong Li
Ruifang Zhai
Debo Cheng
Qin Li
+ PDF Chat Average signature of geodesic paths in compact Lie groups 2024 Chong Liu
Shi Wang
+ PDF Chat Adapted topologies and higher rank signatures 2023 Patric Bonnier
Chong Liu
Harald Oberhauser
+ PDF Chat Model‐free portfolio theory: A rough path approach 2023 Andrew L. Allan
Christa Cuchiero
Chong Liu
David J. Prömel
+ Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach 2023 Blanka Horvath
Maud Lemercier
Chong Liu
Terry Lyons
Cristopher Salvi
+ Higher-order modulation instability and multi-Akhmediev breathers of Manakov equations: Frequency jumps over the stable gaps between the instability bands 2023 Shaochun Chen
Chong Liu
Nail Akhmediev
+ An Approximation Theory for Metric Space-Valued Functions With A View Towards Deep Learning 2023 Anastasis Kratsios
Chong Liu
Matti Lassas
Maarten V. de Hoop
Ivan Dokmanić
+ Pathwise convergence of the Euler scheme for rough and stochastic differential equations 2023 Andrew L. Allan
Anna P. Kwossek
Chong Liu
David J. Prömel
+ A C\`adl\`ag Rough Path Foundation for Robust Finance 2021 Andrew L. Allan
Chong Liu
David J. Prömel
+ Model-free Portfolio Theory: A Rough Path Approach 2021 Andrew L. Allan
Christa Cuchiero
Chong Liu
David J. Prömel
+ CĂ dlĂ g rough differential equations with reflecting barriers 2021 Andrew L. Allan
Chong Liu
David J. Prömel
+ Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes 2021 Cristopher Salvi
Maud Lemercier
Chong Liu
Blanka Hovarth
Theodoros Damoulas
Terry Lyons
+ Model-free Portfolio Theory: A Rough Path Approach 2021 Andrew L. Allan
Christa Cuchiero
Chong Liu
David J. Prömel
+ A CĂ dlĂ g Rough Path Foundation for Robust Finance 2021 Andrew L. Allan
Chong Liu
David J. Prömel
+ On Sobolev rough paths 2020 Chong Liu
David J. Prömel
Josef Teichmann
+ C\`adl\`ag Rough Differential Equations with Reflecting Barriers 2020 Andrew L. Allan
Chong Liu
David J. Prömel
+ On Sobolev rough paths 2020 Chong Liu
David J. Prömel
Josef Teichmann
+ CĂ dlĂ g Rough Differential Equations with Reflecting Barriers 2020 Andrew L. Allan
Chong Liu
David J. Prömel
+ Adapted Topologies and Higher Rank Signatures 2020 Patric Bonnier
Chong Liu
Harald Oberhauser
+ On Sobolev rough paths 2020 Chong Liu
David J. Prömel
Josef Teichmann
+ Characterization of nonlinear Besov spaces 2019 Chong Liu
David J. Prömel
Josef Teichmann
+ PDF Chat Examples of ItĂŽ cĂ dlĂ g rough paths 2018 Chong Liu
David J. Prömel
+ Examples of It\^o c\`adl\`ag rough paths. 2017 Chong Liu
David J. Prömel
+ Examples of ItĂŽ cĂ dlĂ g rough paths 2017 Chong Liu
David J. Prömel
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat Differential equations driven by rough signals 1998 Terry Lyons
7
+ PDF Chat Canonical RDEs and general semimartingales as rough paths 2018 Ilya Chevyrev
Peter K. Friz
6
+ Multidimensional Stochastic Processes as Rough Paths 2010 Peter K. Friz
Nicolas Victoir
6
+ Differential equations driven by rough paths with jumps 2018 Peter K. Friz
Huilin Zhang
6
+ Differential Equations Driven by Rough Paths 2007 Terence J. Lyons
Michael Caruana
Thierry LĂ©vy
École d'Ă©tĂ© de probabilitĂ©s de Saint-Flour
5
+ None 1998 Vyacheslav V. Chistyakov
Oleg Evgenjevich Galkin
5
+ PDF Chat An inequality of the Hölder type, connected with Stieltjes integration 1936 Louise Young
4
+ PDF Chat Examples of ItĂŽ cĂ dlĂ g rough paths 2018 Chong Liu
David J. Prömel
3
+ PDF Chat Optimal Extension to Sobolev Rough Paths 2022 Chong Liu
David J. Prömel
Josef Teichmann
3
+ General rough integration, LĂ©vy rough paths and a LĂ©vy–Kintchine-type formula 2017 Peter K. Friz
Atul Shekhar
3
+ PDF Chat Trading strategies generated pathwise by functions of market weights 2019 Ioannis Karatzas
Donghan Kim
3
+ A Course on Rough Paths 2014 Peter K. Friz
Martin Hairer
3
+ PDF Chat Rough differential equations with path-dependent coefficients 2023 Anna Ananova
3
+ PDF Chat Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio 2018 Christa Cuchiero
Walter Schachermayer
Ting‐Kam Leonard Wong
3
+ Pathwise stochastic integrals for model free finance 2016 Nicolas Perkowski
David J. Prömel
3
+ PDF Chat Robust maximization of asymptotic growth 2012 Constantinos Kardaras
Scott Robertson
2
+ PDF Chat Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs 2020 Christa Cuchiero
Martin Larsson
Josef Teichmann
2
+ PDF Chat Rough paths in idealized financial markets 2011 Vladimir Vovk
2
+ PDF Chat The existence of dominating local martingale measures 2015 Peter Imkeller
Nicolas Perkowski
2
+ Controlling rough paths 2004 Massimiliano Gubinelli
2
+ PDF Chat A Note on Higher Dimensional p-Variation 2011 Peter K. Friz
Nicolas Victoir
2
+ PDF Chat Generalised Lyapunov Functions and Functionally Generated Trading Strategies 2019 Johannes Ruf
Kangjianan Xie
2
+ On lipschitz continuity of the solution mapping to the skorokhod problem, with applications 1991 Paul Dupuis
Hitoshi Ishii
2
+ Stochastic differential equations with reflecting boundary conditions 1984 Pierre‐Louis Lions
Alain‐Sol Sznitman
2
+ An extension theorem to rough paths 2006 Terry Lyons
Nicolas Victoir
2
+ Characterization of nonlinear Besov spaces 2019 Chong Liu
David J. Prömel
Josef Teichmann
2
+ Nonlinear Functional Analysis and its Applications 1990 Eberhard Zeidler
2
+ PDF Chat Stochastic differential equations with non-negativity constraints driven by fractional Brownian motion 2013 Marco Ferrante
Carles Rovira
2
+ Stochastic differential equations with reflecting boundary condition in convex regions 1979 Hiroshi Tanaka
2
+ PDF Chat Integration with respect to fractal functions and stochastic calculus. I 1998 Martina ZĂ€hle
2
+ PDF Chat PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES 2015 Massimiliano Gubinelli
Peter Imkeller
Nicolas Perkowski
2
+ PDF Chat Reflected Diffusion Processes with Jumps 1985 José‐Luis Menaldi
Maurice Robin
2
+ PDF Chat Generalizations of Functionally Generated Portfolios with Applications to Statistical Arbitrage 2014 Winslow Strong
2
+ Rough differential equations containing path-dependent bounded variation terms 2016 Shigeki Aida
2
+ PDF Chat On the Ѐ‐variation of stochastic processes with exponential moments 2016 Andreas Basse-O’Connor
Michel Weber
2
+ Strong Approximations for Time-Dependent Queues 1995 Avi Mandelbaum
William A. Massey
2
+ Sweeping processes with stochastic perturbations generated by a fractional Brownian motion 2015 Adrian Falkowski
S Leszek
2
+ A variation embedding theorem and applications 2006 Peter K. Friz
Nicolas Victoir
2
+ PDF Chat Relations between Weak and Uniform Convergence of Measures with Applications 1962 R. Ranga Rao
2
+ PDF Chat A. Skorohod’s stochastic integral equation for a reflecting barrier diffusion 1963 H. P. McKean
2
+ PDF Chat Continuous-time trading and the emergence of volatility 2008 Vladimir Vovk
2
+ The reconstruction theorem in Besov spaces 2017 Martin Hairer
Cyril Labbé
2
+ The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice 1993 Vijay K. Chopra
William T. Ziemba
2
+ PDF Chat Sweeping Processes Perturbed by Rough Signals 2022 Charles Castaing
Nicolas Marie
Paul Raynaud de Fitte
2
+ PDF Chat The geometry of relative arbitrage 2015 Soumik Pal
Ting‐Kam Leonard Wong
2
+ PDF Chat Convex duality and the Skorokhod Problem. II 1999 Paul Dupuis
Kavita Ramanan
2
+ PDF Chat Reflected rough differential equations 2015 Shigeki Aida
2
+ PDF Chat On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions II 1971 Shinzo Watanabe
2
+ On strong solutions for positive definite jump diffusions 2011 Eberhard Mayerhofer
Oliver Pfaffel
Robert Stelzer
2
+ The Skorokhod problem in a time-dependent interval 2008 Krzysztof Burdzy
Weining Kang
Kavita Ramanan
2