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Integrability of (Non-)Linear Rough Differential Equations and IntegralsFriz, Peter; Riedel, Sebastian · Stochastic Analysis and Applications · 2013
From Rough Path Estimates to Multilevel Monte CarloBayer, Christian; Friz, Peter K.; Riedel, Sebastian; Schoenmakers, John · SIAM Journal on Numerical Analysis · 2016
Convergence rates for the full Gaussian rough pathsFriz, Peter; Riedel, Sebastian · Annales de l'Institut Henri Poincaré, Probabilités et Statistiques · 2014
The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theoryFriz, Peter K.; Gess, Benjamin; Gulisashvili, Archil; Riedel, Sebastian · The Annals of Probability · 2016