Sebastian Riedel

The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory

Peter K. Friz, Benjamin Gess, Archil Gulisashvili et al. · The Annals of Probability · 2016 · 52 citations · Full text

Random dynamical systems, rough paths and rough flows

Ismaël Bailleul, Sebastian Riedel, Michael Scheutzow · Journal of Differential Equations · 2017 · 38 citations · Full text

Deterministic Dynamical System, Stochastic Dynamical System, Probability Theory +2

Integrability of (Non-)Linear Rough Differential Equations and Integrals

Peter K. Friz, Sebastian Riedel · Stochastic Analysis and Applications · 2013 · 37 citations

Numerical Analysis, Engineering, Integrable Probability +13

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

A Dynamical Theory for Singular Stochastic Delay Differential Equations I: Linear Equations and a Multiplicative Ergodic Theorem on Fields of Banach Spaces

Mazyar Ghani Varzaneh, Sebastian Riedel, Michael Scheutzow · SIAM Journal on Applied Dynamical Systems · 2022 · 17 citations

Continuous Cocycle, Banach Spaces, Time Delay System +12