Christian Litterer

Finance · 2010–2012

A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 29 citations into it; #8,390 of 10,518 by trust here, #6,960 by citations
• Mathematical Physics — 12 citations into it; #7,086 of 8,562 by trust here, #4,500 by citations
• Economics and Econometrics — 10 citations into it
• Statistics and Probability — 5 citations into it

Whom Christian Litterer trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Peter K. Friz
2. S. Kusuoka
3. Martin Hairer
4. T. Cass
5. Nicolas Victoir
6. Paolo Guasoni
7. Massimiliano Gubinelli
8. Terry Lyons
9. Fabrice Baudoin
10. Natesh S. Pillai

Who trusts Christian Litterer overall

1. Ilya Chevyrev
2. Terry Lyons

Papers from Christian Litterer's perspective

Ordered by how strongly the researchers Christian Litterer trusts endorse each paper. Same corpus, a different order for every researcher.

1. A version of Hörmander’s theorem for the fractional Brownian motion
2. Controlling rough paths
3. Non-degeneracy of Wiener functionals arising from rough differential equations
4. A variation embedding theorem and applications
5. The Malliavin Calculus and Related Topics
6. Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
7. Ramification of rough paths
8. Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
9. Large deviations and support theorem for diffusion processes via rough paths
10. System Control and Rough Paths

Their papers

• Smoothness of the density for solutions to Gaussian rough differential equations (2012) — 95 citations
• Integrability Estimates for Gaussian Rough Differential Equations (2011) — 98 citations
• High order recombination and an application to cubature on Wiener space (2010) — 69 citations