Thomas Cass

Densities for rough differential equations under Hörmander’s condition

Thomas Cass, Peter K. Friz · Annals of Mathematics · 2010 · 135 citations · Full text

Engineering, Mathematics, Physics +15

Smoothness of the density for solutions to Gaussian rough differential equations

Thomas Cass, Martin Hairer, Christian Litterer et al. · The Annals of Probability · 2014 · 104 citations · Full text

Engineering, Mathematics, Dynamical Systems +14

Integrability and tail estimates for Gaussian rough differential equations

Thomas Cass, Christian Litterer, Terry Lyons · The Annals of Probability · 2013 · 92 citations · Full text

Engineering, Finance, Financial Economics +11

Non-degeneracy of Wiener functionals arising from rough differential equations

Thomas Cass, Peter K. Friz, Nicolas Victoir · Transactions of the American Mathematical Society · 2009 · 52 citations · Full text

Engineering, Mathematics, Probability Theory +14

Smooth densities for solutions to stochastic differential equations with jumps

Thomas Cass · Stochastic Processes and their Applications · 2008 · 41 citations

Engineering, Mathematics, Differential Equations +13