Joscha Diehl

Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac

Joscha Diehl, Peter K. Friz, Wilhelm Stannat · Annales de la faculté des sciences de Toulouse Mathématiques · 2017 · 31 citations · Full text

A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations

Joscha Diehl, Harald Oberhauser, Sebastian Riedel · Stochastic Processes and their Applications · 2014 · 25 citations

Engineering, Stochastic Calculus, Lévy Area +8

Stochastic control with rough paths

Joscha Diehl, Peter K. Friz, Paul Gassiat · Applied Mathematics & Optimization · 2016 · 18 citations · Full text

Stochastic System, Stochastic Control, Stochastic Dynamical System +1

Rotation invariants of two dimensional curves based on iterated integrals

Joscha Diehl · arXiv (Cornell University) · 2013 · 15 citations · Full text

Integral Geometry, Engineering, Feature Detection +20

A Levy-area between Brownian motion and rough paths with applications to robust non-linear filtering and RPDEs

Joscha Diehl, Harald Oberhauser, Sebastian Riedel · arXiv (Cornell University) · 2013 · 12 citations · Full text

Rough Path Term, Engineering, Uncertainty Quantification +15