Joscha Diehl
I am a postdoc at the Max-Planck Institute for Mathematics in the Sciences in the group of Benjamin Gess.
Email: first name . last name at gmail . com
**Lectures**
The signature of iterated integrals: algebra, analysis and machine learning, 2018
**Publications**
*Backward stochastic differential equations with Young drift*
with J. Zhang *Probability, Uncertainty and Quantitative Risk, 2017.*
*The parabolic Anderson model on Riemann surfaces*
with A. Dahlqvist and B. Driver *arXiv:1702.02965, 2017.*
*The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions*
with M. Gubinelli and N. Perkowski *Communications in Mathematical Physics, 2017.*
*Stochastic partial differential equations: a rough paths view on weak solutions via Feyman-Kac*
with P. Friz and W. Stannat *Annales de la Faculté des Sciences de Toulouse, 2017.*
*Stochastic control with rough paths*
with P. Friz and P. Gassiat, *Applied Mathematics & Optimization, 2016.*
*Pathwise stability of likelihood estimators for diffusions via rough paths*
with P. Friz and H. Mai *The Annals of Applied Probability, 2016.*
*The inverse problem for rough controlled differential equations*
with I. Bailleul *SIAM Journal on Control and Optimization, 2015.*
*Regularity Theory for Rough Partial Differential Equations and Parabolic Comparison Revisited*
with P. Friz and H. Oberhauser *Springer Proceedings in Mathematics & Statistics, 2014.*
*A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough PDEs*
with H. Oberhauser and S. Riedel *Stochastic Processes and their Applications, 2014.*
*Robustness in stochastic filtering and maximum likelihood estimation for SDEs*
with P. Friz, H. Mai, H. Oberhauser, R. Riedel and W. Stannat *Extraction of Quantifiable Information from Complex Systems, Springer, 2014.*
*Robust Filtering: Correlated Noise and Multidimensional Observation*
with D. Crisan, P. Friz and H. Oberhauser *Annals of Applied Probability, 2013.*
*Backward stochastic differential equations with rough drivers*
with P. Friz *Annals of Probability, 2012.*

**Code**
https://github.com/diehlj