Research interests

  • Signatures of paths
  • Algebraic tools in stochastic analysis
  • Rough paths and regularity structures
  • Renormalisation procedures
  • Data Science

Papers

Joscha Diehl, Terry Lyons, Rosa Preiß and Jeremy Reizenstein. Areas of areas generate the shuffle algebra. arXiv.org e-Print archive, February 2020. arXiv:2002.02338.

Laura Colmenarejo and Rosa Preiß. Signatures of paths transformed by polynomial maps. arXiv.org e-Print archive, December 2018. arXiv:1812.05962.

Yvain Bruned, Ilya Chevyrev, Peter K. Friz and Rosa Preiß. A rough path perspective on renormalisation. Journal of Functional Analysis, Volume 277, Issue 11, December 2019.