Publications
36 results found
Cass T, Friz P, 2010, Densities for rough differential equations under Hörmander’s condition, Annals of Mathematics, Vol: 171, Pages: 2115-2141, ISSN: 0003-486X
Cass T, Qian Z, Tudor J, 2010, Non-Linear Evolution Equations Driven by Rough Paths
Cass T, 2009, Smooth densities for solutions to stochastic differential equations with jumps, Stochastic Processes and their Applications, Vol: 119
Cass T, Friz P, Victoir N, 2009, Non-degeneracy of Wiener functionals arising from rough differential equations, Transactions of the American Mathematical Society, Pages: 3359-3371
Cass T, Friz P, 2007, The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance
This data is extracted from the Web of Science and reproduced under a licence from Thomson Reuters. You may not copy or re-distribute this data in whole or in part without the written consent of the Science business of Thomson Reuters.