4. Mathematics
  5. Classical Analysis and ODEs

Weijun Xu

Mathematics – Classical Analysis and ODEs

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A uniform estimate for rough paths

Mathematics – Probability
Scientific paper

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Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models

Statistics – Computation
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Inversion of signature for paths of bounded variation

Mathematics – Classical Analysis and ODEs
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On Number of Turns in Reduced Random Lattice Paths

Mathematics – Probability
Scientific paper

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