Publications of Prof. Dr. Sebastian Riedel

Preprints

  • [5] P. Bank, C. Bayer, P. P. Hager, S. Riedel, T. Nauen (2024). Stochastic Control with Signatures. arXiv preprint

  • [4] M. Ghani Varzaneh, S. Riedel (2023). Invariant manifolds and stability for rough differential equations. arXiv preprint

  • [3] M. Redmann, S. Riedel (2023). Exact dimension reduction for rough differential equations. arXiv preprint

  • [2] M. Ghani Varzaneh, S. Riedel, A. Schmeding, N. Tapia (2022). The geometry of controlled rough paths. arXiv preprint
  • [1] S. Riedel, Y. Wu (2020). Semi-implicit Taylor schemes for stiff rough differential equations. arXiv preprint.

Publications in peer-reviewed journals

  • [21] M. Ghani Varzaneh, S. Riedel (2024). A general center manifold theorem on fields of Banach spaces. accepted in: Discrete and Continuous Dynamical Systems Series B. arXiv preprint

  • [20] M. Ghani Varzaneh, S. Riedel (2024). An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability. Journal of Functional Analysis, Vol. 288, Issue 1. Online version or arXiv preprint.
  • [19] M. Ghani Varzaneh, S. Riedel (2023). Introduction to rough paths theory. Matemática Contemporânea - Proceedings of the XXV Brazilian School of Probability. Vol. 58, 68–149. Online version or arXiv preprint.
  • [18] C. Bayer, P. Hager, S. Riedel, J. Schoenmakers (2023). Optimal stopping with signatures. The Annals of Applied Probability, Volume 33, Number 1, Pages 238-273. Online version or arXiv preprint.
  • [17] M. Redmann, S. Riedel (2022). Runge-Kutta methods for Rough Differential Equations. Journal of Stochastic Analysis, Volume 3, Number 4, Article 6. Online version or arXiv preprint.
  • [16] C. Ling, S. Riedel, M. Scheutzow (2022). A Wong-Zakai theorem for SDEs with singular drift. Journal of Differential Equations, Volume 326, Pages 344-363. Online version or arXiv preprint.
  • [15] M. Ghani Varzaneh, S. Riedel, M. Scheutzow (2022). A dynamical theory for singular stochastic delay differential equations I: Linear equations and a Multiplicative Ergodic Theorem on fields of Banach spaces. SIAM Journal on Applied Dynamical Systems, Volume 21, Number 1, Pages 542-587. arXiv preprint.
  • [14] M. Ghani Varzaneh, S. Riedel (2021). Oseledets splitting and invariant manifolds on fields of Banach spaces. Journal of Dynamics and Differential Equations. Online version or arXiv preprint.
  • [13] M. Ghani Varzaneh, S. Riedel (2021). A dynamical theory for singular stochastic delay differential equations II: Nonlinear equations and invariant manifolds. Discrete and Continuous Dynamical Systems - Series B, 26(8), Pages 4587-4612. Online version or arXiv preprint.
  • [12] C. Bayer, D. Belomestny, M. Redmann, S. Riedel, J. Schoenmakers (2020). Solving linear parabolic rough partial differential equations. Journal of Mathematical Analysis and Applications, Volume 490, Issue 1, Article 124236. Online version or arXiv preprint.
  • [11] I. Bailleul, S. Riedel (2019). Rough flows. Journal of the Mathematical Society of Japan, Volume 71, Number 3 , Pages 915-978. Online version or arXiv preprint.
  • [10] S. Riedel (2017). Transportation-cost inequalities for diffusions driven by Gaussian processes. Electronic Journal of Probability, Volume 22, Article 24, Pages 1-26. Online version or arXiv preprint.
  • [9] I. Bailleul, S. Riedel, M. Scheutzow (2017). Random dynamical systems, rough paths and rough flows. Journal of Differential Equations, Volume 262, Issue 12, Pages 5792-5823. Online version or arXiv preprint.
  • [8] S. Riedel, M. Scheutzow (2017). Rough differential equations with unbounded drift term. Journal of Differential Equations, Volume 262, Issue 1, Pages 283-312. Online version or arXiv preprint.
  • [7] C. Bayer, P. Friz, S. Riedel, J. Schoenmakers (2016). From rough path estimates to multilevel Monte Carlo. SIAM Journal on Numerical Analysis, Volume 54, Number 3, Pages 1449-1483. Online version or arXiv preprint.
  • [6] P. Friz, B. Gess, A. Gulisashvili, S. Riedel (2016). The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory. The Annals of Probability, Volume 44, Number 1, Pages 684-738. Online version or arXiv preprint.
  • [5] J. Diehl, H. Oberhauser, S. Riedel (2015). A Levy-area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations. Stochastic Processes and their Applications, Volume 125, Issue 1, Pages 161-181. Online version or arXiv preprint.
  • [4] P. Friz, S. Riedel (2014). Convergence rates for the full Gaussian rough paths. Annales de l'Institut Henri Poincaré Probability and Statistics, Volume 50, Number 1, Pages 154-194. Online version or arXiv preprint.
  • [3] S. Riedel, W. Xu (2013). A simple proof of distance bounds for Gaussian rough paths. Electronic Journal of Probability, Volume 18, Article 108, Pages 1-18. Online version.
  • [2] P. Friz, S. Riedel (2013). Integrability of (non-)linear rough differential equations and integrals. Stochastic Analysis and Applications, Volume 31, Issue 2, Pages 336-358. Online version or arXiv preprint.
  • [1] P. Friz, S. Riedel (2011). Convergence rates for the full Brownian rough paths with applications to limit theorems for stochastic flows. Bulletin des Sciences Mathématiques, Volume 135, Issues 6-7, Pages 613-628, Special issue in memory of Paul Malliavin. Online version.

Proceedings

  • J. Diehl, P. Friz, H. Mai, H. Oberhauser, S. Riedel, W. Stannat. Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs. In: Extraction of Quantifiable Information from Complex Systems, Volume 102 of Lecture Notes in Computational Science and Engineering (2014), Pages 161-178, eds: Stephan Dahlke, Wolfgang Dahmen, Michael Griebel, Wolfgang Hackbusch, Klaus Ritter, Reinhold Schneider, Christoph Schwab and Harry Yserentant, Springer International Publishing. Online version.

Monographien

  • S. Riedel. Rough paths and beyond. Habilitationsschrift. Technische Universität Berlin (2018). Link.
  • S. Riedel. Topics in Gaussian rough paths theory. Dissertationsschrift. Technische Universität Berlin (2013). Link.
08.10.2024