Concepedia

Harald Oberhauser

HO

15

Publications

556

Citations

12

H-Index

2009

Active since

Affiliations

University of Oxford(Current)

Technische Universität Berlin

Weierstrass Institute for Applied Analysis and Stochastics

King Fahd University of Petroleum and Minerals

University of Cambridge

Harald Oberhauser is an author at University of Oxford specializing in engineering, probability theory, and stochastic calculus.

Top concepts

EngineeringProbabilityStochastic CalculusStochastic AnalysisStochastic ProcessesPhysicsData MiningData ScienceBrownian MotionComputer Science

Publications per year

2009–2023

15

Publications

15

A (rough) pathwise approach to a class of non-linear stochastic partial differential equations

Harald Oberhauser, Michael Caruana, Peter K. Friz · Annales de l Institut Henri Poincaré C Analyse Non Linéaire · 2010 · 88 citations · Full text

Kernels for sequentially ordered data

Franz J. Király, Harald Oberhauser · Oxford University Research Archive (ORA) (University of Oxford) · 2019 · 78 citations · Full text

Persistence Paths and Signature Features in Topological Data Analysis

Ilya Chevyrev, Vidit Nanda, Harald Oberhauser · IEEE Transactions on Pattern Analysis and Machine Intelligence · 2018 · 69 citations · Full text

Engineering, Machine Learning, Data Science +15

A feature set for streams and an application to high-frequency financial tick data

Terry Lyons, Hao Ni, Harald Oberhauser · 2014 · 46 citations

Engineering, Signature Representation, Streaming Algorithm +19

Rough path limits of the Wong–Zakai type with a modified drift term

Peter K. Friz, Harald Oberhauser · Journal of Functional Analysis · 2009 · 44 citations · Full text

Modified Drift Term, Rough Path Limits, Wong–zakai Type +1

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