Xi Geng

Path developments and tail asymptotics of signature for pure rough paths

Horatio Boedihardjo, Xi Geng, Nikolaos P Souris

Journal article  |  2020  |  Advances in Mathematics

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

H Boedihardjo, X Geng, X Liu, Z Qian

Journal article  |  2019  |  Potential Analysis

TAIL ASYMPTOTICS OF THE BROWNIAN SIGNATURE

H Boedihardjo, X Geng

Journal article  |  2019  |  Transactions of the American Mathematical Society

A non-vanishing property for the signature of a path

Horatio Boedihardjo, Xi Geng

Journal article  |  2019  |  Comptes Rendus Mathematique

Finite dimensional characteristic functions of Brownian rough path

Xi Geng, Zhongmin Qian

Journal article  |  2017  |  Frontiers of Mathematics in China

Reconstruction for the signature of a rough path

Xi Geng

Journal article  |  2017  |  Proceedings of the London Mathematical Society

QUASI-SURE EXISTENCE OF GAUSSIAN ROUGH PATHS AND LARGE DEVIATION PRINCIPLES FOR CAPACITIES

H Boedihardjo, X Geng, Z Qian

Journal article  |  2016  |  Osaka Journal of Mathematics

The signature of a rough path: Uniqueness

Horatio Boedihardjo, Xi Geng, Terry Lyons, Danyu Yang

Journal article  |  2016  |  Advances in Mathematics

On an inversion theorem for Stratonovich's signatures of multidimensional diffusion paths

X Geng, Z Qian

Journal article  |  2016  |  Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

The uniqueness of signature problem in the non-Markov setting

H Boedihardjo, X Geng

Journal article  |  2015  |  Stochastic Processes and their Applications