WIAS Preprint List: Riedel, Sebastian

• 3113: Bank, Peter; Bayer, Christian; Hager, Paul P.; Riedel, Sebastian; Nauen, Tobias
  Stochastic control with signatures
  
• 2926: Varzaneh, Mazyar Ghani; Riedel, Sebastian; Schmeding, Alexander; Tapia, Nikolas
  The geometry of controlled rough paths
  
• 2790: Bayer, Christian; Hager, Paul; Riedel, Sebastian; Schoenmakers, John G. M.
  Optimal stopping with signatures
  Appeared in: Ann. Appl. Probab., 33 (2023), pp. 238--273, DOI 10.1214/22-AAP1814 .
• 2734: Riedel, Sebastian
  Semi-implicit Taylor schemes for stiff rough differential equations
  
• 2708: Redmann, Martin; Riedel, Sebastian
  Runge--Kutta methods for rough differential equations
  
• 2701: Ghani Varzaneh, Mazyar; Riedel, Sebastian
  A dynamical theory for singular stochastic delay differential equations II: Nonlinear equations and invariant manifolds
  Appeared in: AIMS Math., 26 (2021), pp. 4587-- 4612, DOI 10.3934/dcdsb.2020304 .
• 2506: Bayer, Christian; Belomestny, Denis; Redmann, Martin; Riedel, Sebastian; Schoenmakers, John G. M.
  Solving linear parabolic rough partial differential equations
  Appeared in: J. Math. Anal. Appl., 490 (2020), published online on 15.05.2020, DOI 10.1016/j.jmaa.2020.124236 .
• 1787: Bayer, Christian; Friz, Peter; Riedel, Sebastian; Schoenmakers, John G. M.
  From rough path estimates to multilevel Monte Carlo
  Appeared in: SIAM J. Numer. Anal., 54 (2016) pp. 1449--1483.