Publications

Publications 2026

Ghani Varzaneh, M., Riedel, S. 2026. Invariant manifolds and stability for rough differential equations. Journal of Mathematical Analysis and Applications, 556(1), 130112. https://doi.org/10.1016/j.jmaa.2025.130112

Bellingeri, C., Ferrucci, E., & Tapia, N., 2026. Branched Itô formula and natural Itô-Stratonovich isomorphism. Advances in Mathematics, 484, 110687. https://doi.org/10.1016/j.aim.2025.110687

Schmitz, L., & Tapia, N. 2025. Free generators and Hoffman’s isomorphism for the two-parameter shuffle algebra. Communications in Algebra, 1–25. https://doi.org/10.1080/00927872.2025.2569445
Blessing, A., Ghani Varzaneh, M., Seitz, T. 2025. A mild rough Gronwall lemma with applications to non-autonomous evolution equations. Stochastics and Partial Differential Equations: Analysis and Computations. https://doi.org/10.1007/s40072-025-00402-y
Butkovsky, O., Dareiotis, K., Gerencsér, M., 2025. Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Lévy noise. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, 61(4). https://doi.org/10.1214/24-AIHP1506
Ghani Varzaneh, M., & Riedel, S., 2025. Singular stochastic delay equations driven by fractional Brownian motion: Dynamics, longtime behaviour, and pathwise stability. Electronic Journal of Probability, 30. https://doi.org/10.1214/25-EJP1440
Beda, J., Dos Reis, G., & Tapia, N., 2026. An introduction to tensors for path signatures. In C. Bayer, G. Dos Reis, B. Horvath, & H. Oberhauser (Hrsg.), Signature Methods in Finance (S. 65–83). Springer Nature Switzerland. https://doi.org/10.1007/978-3-031-97239-3_2

Athreya, S. & Butkovsky, O. & Lê, K. & Mytnik, L. 2025. Analytically weak and mild solutions to stochastic heat equation with irregular drift. Stoch PDE: Anal Comp. https://doi.org/10.1007/s40072-025-00392-x
Friz, P.K., Kern, H., Zorin-Kranich, P., 2025. Lipschitz estimates in the Besov settings for Young and rough differential equations. Journal of Differential Equations 443, 113507. https://doi.org/10.1016/j.jde.2025.113507
Horst, U., Xu, W., 2025. Second-order regular variation and second-order approximation of Hawkes processes. Journal of Mathematical Analysis and Applications 550, 129546. https://doi.org/10.1016/j.jmaa.2025.129546

Ghani Varzaneh, M., Lahbiri, F. Z., Riedel, S. 2025. Invariant manifolds for random parabolic evolution equations with almost sectorial operators. Stochastics and Dynamics, 25(06), 2530001. https://doi.org/10.1142/S0219493725300013

Butkovsky, O., Lê, K., Mytnik, L., 2025. Stochastic equations with singular drift driven by fractional Brownian motion. Prob. Math. Phys. 6, 857–912. https://doi.org/10.2140/pmp.2025.6.857
Agresti, A., Blessing (Neamţu), A., Luongo, E., 2025. Global well-posedness of 2D Navier–Stokes with Dirichlet boundary fractional noise. Nonlinearity 38, 075023. https://doi.org/10.1088/1361-6544/ade21c
Blessing (Neamţu), A., Blumenthal, A., Breden, M., Engel, M., 2025. Detecting random bifurcations via rigorous enclosures of large deviations rate functions. Physica D: Nonlinear Phenomena 476, 134617. https://doi.org/10.1016/j.physd.2025.134617
Ghani Varzaneh, M., Riedel, S., Schmeding, A., Tapia, N., 2025. The geometry of controlled rough paths. Stochastic Processes and their Applications 184, 104594. https://doi.org/10.1016/j.spa.2025.104594

Denkert, R., Horst, U., 2025. Extended Mean-Field Games with Multidimensional Singular Controls and Nonlinear Jump Impact. SIAM J. Control Optim. 63, 1374–1406. https://doi.org/10.1137/24M1640860
Jin, R., Perkowski, N., 2025. The compact support property of rough super Brownian motion on R 2. Stochastic Processes and their Applications 182, 104568. https://doi.org/10.1016/j.spa.2025.104568
Friz, P. K., Gatheral, J., 2025. Computing the SSR. Quantitative Finance 1–10. https://doi.org/10.1080/14697688.2025.2486173

De Feo, F., Święch, A., 2025. Optimal control of stochastic delay differential equations: Optimal feedback controls. Journal of Differential Equations 420, 450–508. https://doi.org/10.1016/j.jde.2024.12.019

De Feo, F., Święch, A., Wessels, L., 2025. Stochastic optimal control in Hilbert spaces: C1,1 regularity of the value function and optimal synthesis via viscosity solutions. Electron. J. Probab. 30. https://doi.org/10.1214/25-EJP1294
Berglund, N., Blessing (Neamţu), A., 2025. Concentration estimates for SPDEs driven by fractional Brownian motion. Electron. Commun. Probab. 30. https://doi.org/10.1214/25-ECP664

Bank, P., Bayer, C., Friz, P.K., Pelizzari, L., 2025. Rough PDEs for Local Stochastic Volatility Models. Mathematical Finance mafi.12458. https://doi.org/10.1111/mafi.12458
Améndola, C., Galuppi, F., Ríos Ortiz, Á.D., Santarsiero, P., Seynnaeve, T., 2025. Decomposing tensor spaces via path signatures. Journal of Pure and Applied Algebra 229, 107807. https://doi.org/10.1016/j.jpaa.2024.107807

Horst, U., Xu, W., 2024. Functional limit theorems for Hawkes processes. Probab. Theory Relat. Fields. https://doi.org/10.1007/s00440-024-01348-3
Friz, P. K., Lyons, T., Seigal, A., 2024 Rectifiable paths with polynomial log‐signature are straight lines. Bulletin of London Math Soc 56, 2922–2934. https://doi.org/10.1112/blms.13110
Friz, P. K., Kifer, Y., 2024. Almost sure diffusion approximation in averaging via rough paths theory. Electron. J. Probab. 29. https://doi.org/10.1214/24-EJP1174

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