Preprints

Preprints 2025

September

• Friz, P. K., Hager, P. P., 2025. Expected Signature Kernels for Lévy Rough Paths. https://doi.org/10.48550/ARXIV.2509.07893

• Denkert, R., Horst, U., 2025. Mean-field control problems with multi-dimensional singular controls. https://doi.org/10.48550/arXiv.2308.04378

August

• Spille, J. B., & Stannat, W., 2025. Pontryagin Maximum Principle for McKean-Vlasov Stochastic Reaction-Diffusion Equations. https://doi.org/10.48550/ARXIV.2507.16288 

July

• Shmelev, D., Ebrahimi-Fard, K., Tapia, N., Salvi, C., 2025. Explicit and Effectively Symmetric Runge-Kutta Methods. https://arxiv.org/abs/2507.21006

• Fu, G., Hager, P. P., Horst, U., 2025. A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints. https://doi.org/10.48550/arXiv.2403.10441

• Berglund, N., Klose, T., Tapia, N., 2025. Perturbative renormalisation of the Φ⁴₄₋ε model via generalized Wick maps. https://doi.org/10.48550/arXiv.2507.03820

• Altmeyer, R, Gaudlitz, S., 2025. Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations. https://doi.org/10.48550/ARXIV.2507.06857

• Qiu, J., Ware, A., Yang, Y., 2025. Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing. http://doi.org/10.48550/arXiv.2406.16400 

June

• Diehl, J., Ibraheem, R., Schmitz, L., Wu, Y., 2025. Tensor-to-Tensor Models with Fast Iterated Sum Features. https://doi.org/10.48550/ARXIV.2506.06041

May

• Saef, A., & Stannat, W. 2025. Stability of travelling wave solutions to reaction-diffusion equations driven by additive noise with Hölder continuous paths. https://doi.org/10.48550/ARXIV.2501.12944

• Becherer, D., Sun, Y., 2025. Rough backward SDEs with discontinuous Young drivers. https://doi.org/10.48550/ARXIV.2505.20437

• Dexheimer, N., Gaudlitz, S., Schmidt-Hieber, J., 2025. Spike-timing-dependent Hebbian learning as noisy gradient descent. https://doi.org/10.48550/ARXIV.2505.10272

April

• Liero, M., Mielke, A., Tse, O., Zhu, J.-J., 2025. Evolution of Gaussians in the Hellinger-Kantorovich-Boltzmann gradient flow. https://doi.org/10.48550/ARXIV.2504.20400

March

• Horst, U., Zhang, H., 2025. Pontryagin Maximum Principle for rough stochastic systems and pathwise stochastic control. https://doi.org/10.48550/ARXIV.2503.22959 

• Schmitz, L., Wack, M., 2025. Finite Gröbner bases for quantum symmetric groups. https://doi.org/10.48550/ARXIV.2503.15104

• Friz, P.K., Le, K., Zhang, H., 2025. Randomisation of rough stochastic differential equations. https://doi.org/10.48550/ARXIV.2503.06622 

• Blessing, A., Varzaneh, M.G., 2025. An integrable bound for semilinear rough partial differential equations with unbounded diffusion coefficients. https://doi.org/10.48550/ARXIV.2503.04415 

• Blessing, A., Varzaneh, M.G., Seitz, T., 2025. A mild rough Gronwall Lemma with applications to non-autonomous evolution equations. https://doi.org/10.48550/ARXIV.2503.03628 

• de Crescenzo, A., de Feo, F., Pham, H., 2025. Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk. https://doi.org/10.48550/ARXIV.2503.03318 

February

• Beda, J., dos Reis, G., Tapia, N., 2025. An introduction to tensors for path signatures. https://doi.org/10.48550/ARXIV.2502.15703

• Djurdjevac, A., Kaarnioja, V., Orteu, M., Schillings, C., 2025. Quasi-Monte Carlo for Bayesian shape inversion governed by the Poisson problem subject to Gevrey regular domain deformations. https://doi.org/10.48550/ARXIV.2502.14661 

• Djurdjevac, A., Kaarnioja, V., Schillings, C., Zepernick, A.-A., 2025. Uncertainty quantification for stationary and time-dependent PDEs subject to Gevrey regular random domain deformations. https://doi.org/10.48550/ARXIV.2502.12345 

• de Feo, F., 2025. Stochastic optimal control problems with measurable coefficients via $L^p$-viscosity solutions and applications to optimal advertising models. https://doi.org/10.48550/ARXIV.2502.02352 

• Blessing, A., Seitz, T., Sonner, S., Tang, B.Q., 2025. Pathwise mild solutions for superlinear stochastic evolution equations and their attractors. https://doi.org/10.48550/ARXIV.2502.01209 

January

• Chevyrev, I., Diehl, J., Ebrahimi-Fard, K., Tapia, N., 2024. A multiplicative surface signature through its Magnus expansion. https://doi.org/10.48550/ARXIV.2406.16856 

Preprints 2024

• Diehl, J., Preiß, R., Reizenstein, J., 2024. Conjugation, loop and closure invariants of the iterated-integrals signature. https://doi.org/10.48550/ARXIV.2412.19670 

• Horst, U., Xu, W., Zhang, R., 2024. Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures. https://doi.org/10.48550/arXiv.2412.16436

• de Feo, F., Federico, S., Gozzi, F., Touzi, N., 2024. Sensitivity of functionals of McKean-Vlasov SDE’s with respect to the initial distribution. https://doi.org/10.48550/ARXIV.2412.15906 

• Jaber, E.A., Bayer, C., Breneis, S., 2024. State spaces of multifactor approximations of nonnegative Volterra processes. https://doi.org/10.48550/ARXIV.2412.17526 

• Bayer, C., Redmann, M., 2024. Dimension reduction for path signatures. https://doi.org/10.48550/ARXIV.2412.14723 

• Lotter, F., Preiß, R., 2024. Cyclic polytopes through the lens of iterated integrals. https://doi.org/10.48550/ARXIV.2412.11283 

• Friz, P.K., Lê, K., Zhang, H., 2024. Controlled rough SDEs, pathwise stochastic control and dynamic programming principles. https://doi.org/10.48550/ARXIV.2412.05698 

• Gräfner, L., Perkowski, N., Popat, S., 2024. Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions. https://doi.org/10.48550/ARXIV.2411.07680 

• Horst, U., Xu, W., Zhang, R., 2024. Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility. https://doi.org/10.48550/ARXIV.2312.08784 

• Varzaneh, M.G., Riedel, S., 2024. Singular stochastic delay equations driven by fractional Brownian motion: Dynamics, longtime behaviour, and pathwise stability. https://doi.org/10.48550/ARXIV.2411.04590 

• Lotter, F., Schmitz, L., 2024. Signature matrices of membranes. https://doi.org/10.48550/ARXIV.2409.11996 

• Gräfner, L., Perkowski, N., 2024. Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift. https://doi.org/10.48550/ARXIV.2407.09046