Stochastic control with signatures via Riccati equations on the tensor algebra | Paper Citation Record

Observation 9919f9ff-4fd7-4e6e-9811-702687d6d8aa · outbound

This paper cites Signature.

Stochastic control with signatures via Riccati equations on the tensor algebra Signature

Reference 1

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Observation 3d21e772-29f6-4af1-9a77-1aed0b177a24 · outbound

This paper cites an unresolved cited work.

Stochastic control with signatures via Riccati equations on the tensor algebra Unresolved cited work

Reference 2

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Observation 8b726499-4e9b-4c70-a414-d27a0d2d6e28 · outbound

This paper cites Functional Expansions.

Stochastic control with signatures via Riccati equations on the tensor algebra Functional Expansions

Reference 3

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Observation 29de4828-6bd2-4b99-9aa7-3f93966a2993 · outbound

This paper cites Mathematical Finance , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra Mathematical Finance , volume=

Reference 4

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Observation 0c1fc443-8ee2-48a8-ab36-ff7566aa8e58 · outbound

This paper cites 2000 , publisher=.

Stochastic control with signatures via Riccati equations on the tensor algebra 2000 , publisher=

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Stochastic control with signatures via Riccati equations on the tensor algebra 2002 , institution=

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This paper cites an unresolved cited work.

Stochastic control with signatures via Riccati equations on the tensor algebra Unresolved cited work

Reference 7

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Observation 2a5c8a09-4717-48bf-a90f-d68c1aa5f07f · outbound

This paper cites an unresolved cited work.

Stochastic control with signatures via Riccati equations on the tensor algebra Unresolved cited work

Reference 8

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Observation d3fd98b5-13fa-4107-8721-93133ab2763e · outbound

This paper cites Hedging with memory: shallow and deep learning with signatures.

Stochastic control with signatures via Riccati equations on the tensor algebra Hedging with memory: shallow and deep learning with signatures

Reference 9

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Observation 1322238c-f0d3-4963-b139-e0b258cf2985 · outbound

This paper cites Signature volatility models: pricing and hedging with.

Stochastic control with signatures via Riccati equations on the tensor algebra Signature volatility models: pricing and hedging with

Reference 10

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Observation ad5e51f7-6b3a-4c18-b42f-a29e3f5ac955 · outbound

This paper cites arXiv preprint arXiv:2407.04956, to appear in Annals of Applied Probability , year=.

Stochastic control with signatures via Riccati equations on the tensor algebra arXiv preprint arXiv:2407.04956, to appear in Annals of Applied Probability , year=

Reference 11

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Observation 09cf9e9a-ca53-4530-80f0-a5e7248ac3f9 · outbound

This paper cites an unresolved cited work.

Stochastic control with signatures via Riccati equations on the tensor algebra Unresolved cited work

Reference 12

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Observation 1009bf5c-1293-45ba-aa38-2ad373486dc5 · outbound

This paper cites arXiv preprint arXiv:2511.23295 , year=.

Stochastic control with signatures via Riccati equations on the tensor algebra arXiv preprint arXiv:2511.23295 , year=

Reference 13

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Observation 91b3f728-df7f-4f76-bd9c-02995af24b20 · outbound

This paper cites The Annals of Probability , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra The Annals of Probability , volume=

Reference 14

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Observation ae00935c-6087-4d49-b299-fbbf283ec8b5 · outbound

This paper cites A variational representation for certain functionals of.

Stochastic control with signatures via Riccati equations on the tensor algebra A variational representation for certain functionals of

Reference 15

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Observation 466ea723-7d41-48b8-8bd8-d6b9de33f5ad · outbound

This paper cites Bulletin of the American Mathematical Society , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra Bulletin of the American Mathematical Society , volume=

Reference 16

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Observation 6f237187-4775-4117-a0b8-293b6b4477b5 · outbound

This paper cites Flots et s.

Stochastic control with signatures via Riccati equations on the tensor algebra Flots et s

Reference 17

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Observation 6c6753e3-1eb0-47fd-848b-a641bf8113f4 · outbound

This paper cites Revista Matem.

Stochastic control with signatures via Riccati equations on the tensor algebra Revista Matem

Reference 18

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Observation 0a5181b7-8bbf-43ca-834d-032c4139105e · outbound

This paper cites Numerical Solution of Stochastic Differential Equations , pages=.

Stochastic control with signatures via Riccati equations on the tensor algebra Numerical Solution of Stochastic Differential Equations , pages=

Reference 19

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Observation 8a04f556-6c5b-42c0-8b73-9dfc23c94263 · outbound

This paper cites Integration of paths, geometric invariants and a generalized.

Stochastic control with signatures via Riccati equations on the tensor algebra Integration of paths, geometric invariants and a generalized

Reference 20

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Observation efe60877-a6ba-4d5a-973b-a21e28cb8cc5 · outbound

This paper cites an unresolved cited work.

Stochastic control with signatures via Riccati equations on the tensor algebra Unresolved cited work

Reference 21

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Observation 25c66e12-2075-4db1-8af9-797d877fc642 · outbound

This paper cites 2026 , journal=.

Stochastic control with signatures via Riccati equations on the tensor algebra 2026 , journal=

Reference 22

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Observation b5da3c4c-23e1-41b6-b338-4b42cc0d0a18 · outbound

This paper cites A Simple Option Formula for General Jump-Diffusion and Other Exponential.

Stochastic control with signatures via Riccati equations on the tensor algebra A Simple Option Formula for General Jump-Diffusion and Other Exponential

Reference 23

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Observation e5ce46ce-8dde-4b47-a44a-210ed33ed3ed · outbound

This paper cites Note on Analytic Regularity of Heat Kernels on Nilpotent.

Stochastic control with signatures via Riccati equations on the tensor algebra Note on Analytic Regularity of Heat Kernels on Nilpotent

Reference 24

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Observation a2126179-fbfb-40a2-9a68-7d31faa58965 · outbound

This paper cites Transactions of the American Mathematical Society , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra Transactions of the American Mathematical Society , volume=

Reference 25

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Observation cdbd663c-d57f-4ddc-a4ad-4e5aef782fa8 · outbound

This paper cites Journal of Algebra , year=.

Stochastic control with signatures via Riccati equations on the tensor algebra Journal of Algebra , year=

Reference 26

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This paper cites , journal =.

Stochastic control with signatures via Riccati equations on the tensor algebra , journal =

Reference 27

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Observation 5ac2f58f-e344-47a8-9817-8547690d64d0 · outbound

This paper cites Quantitative Finance , volume =.

Stochastic control with signatures via Riccati equations on the tensor algebra Quantitative Finance , volume =

Reference 28

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Observation 8510a959-89c6-4011-b14c-9c9f535eea68 · outbound

This paper cites Advances in Mathematics , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra Advances in Mathematics , volume=

Reference 29

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This paper cites an unresolved cited work.

Stochastic control with signatures via Riccati equations on the tensor algebra Unresolved cited work

Reference 30

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Observation 83e1dd13-9620-49c8-b12e-6bae2f2c2767 · outbound

This paper cites arXiv preprint arXiv:2602.23473 , year=.

Stochastic control with signatures via Riccati equations on the tensor algebra arXiv preprint arXiv:2602.23473 , year=

Reference 31

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Observation 9f0e0850-cf05-415a-acf1-6745fa38da69 · outbound

This paper cites The Annals of Probability , number =.

Stochastic control with signatures via Riccati equations on the tensor algebra The Annals of Probability , number =

Reference 32

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Observation 918bb0f9-8c3e-4b6b-83ba-a74c9f38eb1a · outbound

This paper cites Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals.

Stochastic control with signatures via Riccati equations on the tensor algebra Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals

Reference 33

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Observation 31380e42-ee1e-4329-a0cc-27f6037828f3 · outbound

This paper cites SIAM Journal on Financial Mathematics , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra SIAM Journal on Financial Mathematics , volume=

Reference 34

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Observation e1a68158-2bf1-4f35-8800-88f4b5558cfc · outbound

This paper cites Pricing American options under rough volatility using deep-signatures and signature-kernels.

Stochastic control with signatures via Riccati equations on the tensor algebra Pricing American options under rough volatility using deep-signatures and signature-kernels

Reference 35

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Observation 23c986c2-8011-4569-a6fd-69eb3067d828 · outbound

This paper cites SIAM Journal on Control and Optimization , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra SIAM Journal on Control and Optimization , volume=

Reference 36

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Observation 8495b355-f617-499b-88a8-6eb19bd4031d · outbound

This paper cites Finance and Stochastics , pages=.

Stochastic control with signatures via Riccati equations on the tensor algebra Finance and Stochastics , pages=

Reference 37

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Observation 5225d456-27d5-45c3-9509-474b18119ca9 · outbound

This paper cites The Annals of Applied Probability , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra The Annals of Applied Probability , volume=

Reference 38

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Observation 861332b7-dc08-4f0d-b567-5d436e184769 · outbound

This paper cites Conference on Modern Topics in Stochastic Analysis and Applications (in honour of Terry Lyons’ 70th birthday) , pages=.

Stochastic control with signatures via Riccati equations on the tensor algebra Conference on Modern Topics in Stochastic Analysis and Applications (in honour of Terry Lyons’ 70th birthday) , pages=

Reference 39

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Observation e8a202d7-e265-45ae-85d7-64947e8889ca · outbound

This paper cites Signature Methods for Optimal Market Making.

Stochastic control with signatures via Riccati equations on the tensor algebra Signature Methods for Optimal Market Making

Reference 40

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Observation e76374b1-197c-4e7e-9ab2-ee50027bc48d · outbound

This paper cites Advances in neural information processing systems , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra Advances in neural information processing systems , volume=

Reference 41

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Observation 64801933-4a98-45b3-bc15-7b2262f0611c · outbound

This paper cites SIAM Journal on Financial Mathematics , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra SIAM Journal on Financial Mathematics , volume=

Reference 42

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Observation e4ce3a74-59f5-4d64-b09e-f4456560b0f6 · outbound

This paper cites Applied Mathematical Finance , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra Applied Mathematical Finance , volume=

Reference 43

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Observation db03a925-c24d-402f-9faf-672e991f3754 · outbound

This paper cites SIAM Journal on Financial Mathematics , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra SIAM Journal on Financial Mathematics , volume=

Reference 44

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Observation d49297cb-f8b8-420b-a3a8-ddaed097fa8e · outbound

This paper cites Stochastic Differential Systems Filtering and Control , pages=.

Stochastic control with signatures via Riccati equations on the tensor algebra Stochastic Differential Systems Filtering and Control , pages=

Reference 45

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Observation 1b1c65f4-d21b-4285-9973-d0d3c988ca40 · outbound

This paper cites Sur une classe d’.

Stochastic control with signatures via Riccati equations on the tensor algebra Sur une classe d’

Reference 46

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Observation 9ddf7b6d-0e32-41cb-8044-3c39a838dc01 · outbound

This paper cites SIAM Journal on Control and Optimization , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra SIAM Journal on Control and Optimization , volume=

Reference 47

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Observation 7436016e-0b59-4d90-96de-399992cf4288 · outbound

This paper cites 1999 , publisher=.

Stochastic control with signatures via Riccati equations on the tensor algebra 1999 , publisher=

Reference 48

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Observation 6b2f324b-cdaf-4bf5-b08b-27fb17d8fa8a · outbound

This paper cites Mathematical Finance , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra Mathematical Finance , volume=

Reference 49

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Observation fc1c5d2b-8528-4c28-b54c-214c95168054 · outbound

This paper cites Equilibrium in Functional Stochastic Games with Mean-Field Interaction.

Stochastic control with signatures via Riccati equations on the tensor algebra Equilibrium in Functional Stochastic Games with Mean-Field Interaction

Reference 50

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Observation 682255f7-1f7b-4d49-8607-d9f30ea5f91d · outbound

This paper cites The Annals of Applied Probability , volume=.

Stochastic control with signatures via Riccati equations on the tensor algebra The Annals of Applied Probability , volume=

Reference 51

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Observation 7d7d3552-bbc8-4300-ab46-ba413fb8b5e4 · outbound

This paper cites Stochastic control with signatures via.

Stochastic control with signatures via Riccati equations on the tensor algebra Stochastic control with signatures via

Reference 52

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Source-reported events for the cited work

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Observation fb73388b-014b-4511-a0ed-fb1ef5414ec3 · outbound

This paper cites Affine structure of the.

Stochastic control with signatures via Riccati equations on the tensor algebra Affine structure of the

Reference 53

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Observation 82836637-5212-4b86-a6be-123929cd3a3e · outbound

This paper cites Concentration.

Stochastic control with signatures via Riccati equations on the tensor algebra Concentration

Reference 54

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Observation 452a486f-be36-4225-828d-0e54154ed6a5 · outbound

This paper cites an unresolved cited work.

Stochastic control with signatures via Riccati equations on the tensor algebra Unresolved cited work

Reference 55

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Observation 2ff63476-1bc0-41bf-81ed-3add68cf710b · outbound

This paper cites Annales de l'Institut Henri Poincaré, Probabilités et Statistiques , number =.

Stochastic control with signatures via Riccati equations on the tensor algebra Annales de l'Institut Henri Poincaré, Probabilités et Statistiques , number =

Reference 56

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This paper cites 2026 , journal=.

Stochastic control with signatures via Riccati equations on the tensor algebra 2026 , journal=

Reference 57

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Observation 9a9e4c72-bc91-4a7d-8adb-ef57bf67ea37 · outbound

This paper cites Learning from the past, predicting the statistics for the future, learning an evolving system.

Stochastic control with signatures via Riccati equations on the tensor algebra Learning from the past, predicting the statistics for the future, learning an evolving system

Reference 58

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