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Large deviation principle for certain spatially lifted Gaussian rough path
Presenter
- Yuzuru Inahama
January 30, 2014
IPAM
Mixed rough differential equations and Gaussian integrability
Presenter
- Joscha Diehl
January 29, 2014
IPAM
Gaussian rough paths, transportation-cost inequalities and multilevel Monte Carlo
Presenter
- Sebastian Riedel
January 29, 2014
IPAM