Robust filtering: correlated noise and multidimensional observation D Crisan, J Diehl, PK Friz, H Oberhauser The Annals of Applied Probability 23 (5), 2139-2160, 2013 | 52 | 2013 |

Backward stochastic differential equations with rough drivers J Diehl, P Friz The Annals of Probability 40 (4), 1715-1758, 2012 | 40 | 2012 |

The Kardar–Parisi–Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions J Diehl, M Gubinelli, N Perkowski Communications in Mathematical Physics 354 (2), 549-589, 2017 | 31 | 2017 |

A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations J Diehl, H Oberhauser, S Riedel Stochastic processes and their applications 125 (1), 161-181, 2015 | 26 | 2015 |

Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac J Diehl, PK Friz, W Stannat Annales de la Faculté des sciences de Toulouse: Mathématiques 26 (4), 911-947, 2017 | 24 | 2017 |

Stochastic control with rough paths J Diehl, PK Friz, P Gassiat Applied Mathematics & Optimization 75 (2), 285-315, 2017 | 18 | 2017 |

Regularity theory for rough partial differential equations and parabolic comparison revisited J Diehl, PK Friz, H Oberhauser Stochastic Analysis and Applications 2014, 203-238, 2014 | 13 | 2014 |

Invariants of multidimensional time series based on their iterated-integral signature J Diehl, J Reizenstein Acta Applicandae Mathematicae 164 (1), 83-122, 2019 | 10 | 2019 |

Rotation invariants of two dimensional curves based on iterated integrals J Diehl arXiv preprint arXiv:1305.6883, 2013 | 8 | 2013 |

Parabolic comparison revisited and applications J Diehl, PK Friz, H Oberhauser arXiv preprint arXiv:1102.5774, 2011 | 7 | 2011 |

Time warping invariants of multidimensional time series J Diehl, K Ebrahimi-Fard, N Tapia arXiv preprint arXiv:1906.05823, 2019 | 6 | 2019 |

The parabolic Anderson model on Riemann surfaces A Dahlqvist, J Diehl, BK Driver Probability Theory and Related Fields 174 (1-2), 369-444, 2019 | 5 | 2019 |

Backward stochastic differential equations with Young drift J Diehl, J Zhang Probability, Uncertainty and Quantitative Risk 2 (1), 1-17, 2017 | 5 | 2017 |

Pathwise stability of likelihood estimators for diffusions via rough paths J Diehl, P Friz, H Mai The Annals of Applied Probability 26 (4), 2169-2192, 2016 | 5 | 2016 |

Areas of areas generate the shuffle algebra J Diehl, T Lyons, R Preiß, J Reizenstein arXiv preprint arXiv:2002.02338, 2020 | 3 | 2020 |

The inverse problem for rough controlled differential equations I Bailleul, J Diehl SIAM Journal on Control and Optimization 53 (5), 2762-2780, 2015 | 3 | 2015 |

The expected signature of Brownian motion stopped on the boundary of a circle has finite radius of convergence H Boedihardjo, J Diehl, M Mezzarobba, H Ni arXiv preprint arXiv:1905.13034, 2019 | 2 | 2019 |

Topics in stochastic differential equations and rough path theory J Diehl | 2 | 2012 |

Iterated-sums signature, quasisymmetric functions and time series analysis J Diehl, K Ebrahimi-Fard, N Tapia Sem. Lothar. Combin B 84, 86, 2020 | 1 | 2020 |

The signature of iterated integrals: algebra, analysis and machine learning J Diehl rN 1, 0, 2018 | 1 | 2018 |