Xi Geng

$\mathrm{SL}_{2}(\mathbb{R})$-developments and signature asymptotics for planar paths with bounded variation

Horatio Boedihardjo, Xi Geng

Journal article  |  2022  |  Revista Matemática Iberoamericana

Lipschitz-stability of controlled rough paths and rough differential equations

H Boedihardjo, X Geng

Journal article  |  2022  |  Osaka Journal of Mathematics

PRECISE LOCAL ESTIMATES FOR DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION: HYPOELLIPTIC CASE

X Geng, C Ouyang, S Tindel

Journal article  |  2022  |  Annals of Probability

This article is concerned with stochastic differential equations driven by a d dimensional fractional Brownian motion with Hurst p..

Precise Local Estimates for Differential Equations driven by Fractional Brownian Motion: Elliptic Case

X Geng, C Ouyang, S Tindel

Journal article  |  2022  |  Journal of Theoretical Probability

This article is concerned with stochastic differential equations driven by a d-dimensional fractional Brownian motion with Hurst p..

When is the Conway-Maxwell-Poisson distribution infinitely divisible?

Xi Geng, Aihua Xia

Journal article  |  2021  |  STATISTICS & PROBABILITY LETTERS

An essential characteristic for a distribution to play a central role in limit theory is infinite divisibility. In this note, we p..

Long Time Asymptotics of Heat Kernels and Brownian Winding Numbers on Manifolds with Boundary

Xi Geng, Gautam Iyer

Journal article  |  2021  |  Latin American Journal of Probability and Mathematical Statistics

Path developments and tail asymptotics of signature for pure rough paths

Horatio Boedihardjo, Xi Geng, Nikolaos P Souris

Journal article  |  2020  |  ADVANCES IN MATHEMATICS

Solutions to linear controlled differential equations can be expressed in terms of global iterated path integrals along the drivin..

A Quasi-sure Non-degeneracy Property for the Brownian Rough Path

H Boedihardjo, X Geng, X Liu, Z Qian

Journal article  |  2019  |  POTENTIAL ANALYSIS

In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or quasi-surely), the signature path..

TAIL ASYMPTOTICS OF THE BROWNIAN SIGNATURE

H Boedihardjo, X Geng

Journal article  |  2019  |  TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY

The signature of a pathγ is a sequence whose n-th term is the order-n iterated integrals ofγ. It arises from solving multidimensio..

A non-vanishing property for the signature of a path

Horatio Boedihardjo, Xi Geng

Journal article  |  2019  |  COMPTES RENDUS MATHEMATIQUE

We prove that a continuous path with finite length in a real Banach space cannot have infinitely many zero components in its signa..