T. Cass
Finance · 2007–2012
A researcher in the Science corpus: 4 papers; trusts 16 researchers and is trusted by 11 researchers here, as inferred from the citation graph.
Subfields
- Finance — 52 citations into it; #2,249 of 10,518 by trust here, #3,142 by citations
- Mathematical Physics — 23 citations into it; #7,087 of 8,562 by trust here, #4,500 by citations
- Economics and Econometrics — 14 citations into it; #7,418 of 23,481 by trust here, #14,505 by citations
- Applied Mathematics — 8 citations into it
- Computational Theory and Mathematics — 6 citations into it
Whom T. Cass trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Peter K. Friz
- Martin Hairer
- Nicolas Victoir
- Terry Lyons
- Massimiliano Gubinelli
- Fabrice Baudoin
- Zhongmin Qian
- Paolo Guasoni
- Jonathan C. Mattingly
- Natesh S. Pillai
Who trusts T. Cass overall
- Peter K. Friz
- Martin Hairer
- Christian Litterer
- Ilya Chevyrev
- Terry Lyons
- Nicolas Victoir
- Christian Bayer
- Archil Gulisashvili
- Benjamin Gess
- Samy Tindel
Papers from T. Cass's perspective
Ordered by how strongly the researchers T. Cass trusts endorse each paper. Same corpus, a different order for every researcher.
- A version of Hörmander’s theorem for the fractional Brownian motion
- Controlling rough paths
- Non-degeneracy of Wiener functionals arising from rough differential equations
- A variation embedding theorem and applications
- The Malliavin Calculus and Related Topics
- System Control and Rough Paths
- Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
- Large deviations and support theorem for diffusion processes via rough paths
- Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
Their papers
- Densities for rough differential equations under Hormander's condition (2007) — 152 citations
- Non-degeneracy of Wiener functionals arising from rough differential equations (2007) — 64 citations
- Smoothness of the density for solutions to Gaussian rough differential equations (2012) — 95 citations
- Integrability Estimates for Gaussian Rough Differential Equations (2011) — 98 citations