| Ergodic backward stochastic difference equations AL Allan, SN Cohen Stochastics 88 (8), 1207-1239, 2016 | 10 | 2016 |
| Model‐free portfolio theory: A rough path approach AL Allan, C Cuchiero, C Liu, DJ Prömel Mathematical Finance, 2023 | 9 | 2023 |
| Parameter uncertainty in the Kalman--Bucy filter AL Allan, SN Cohen SIAM Journal on Control and Optimization 57 (3), 1646-1671, 2019 | 9 | 2019 |
| Pathwise stochastic control with applications to robust filtering AL Allan, SN Cohen The Annals of Applied Probability 30 (5), 2274-2310, 2020 | 7 | 2020 |
| A càdlàg rough path foundation for robust finance AL Allan, C Liu, DJ Prömel Finance and Stochastics, 1-43, 2023 | 4 | 2023 |
| Robust filtering and propagation of uncertainty in hidden Markov models AL Allan Electronic Journal of Probability 26, 1-37, 2021 | 2 | 2021 |
| Pathwise convergence of the Euler scheme for rough and stochastic differential equations AL Allan, AP Kwossek, C Liu, DJ Prömel arXiv preprint arXiv:2309.16489, 2023 | | 2023 |
| Càdlàg rough differential equations with reflecting barriers AL Allan, C Liu, DJ Prömel Stochastic Processes and their Applications 142, 79-104, 2021 | | 2021 |
| Rough Path Theory AL Allan | | 2021 |
| Parameter uncertainty in stochastic filtering A Allan University of Oxford, 2019 | | 2019 |
Samuel N. CohenProfessor of Mathematics, University of OxfordVerified email at maths.ox.ac.uk
