From Rough Path Estimates to Multilevel Monte Carlo. - Christian Bayer 001; Peter K. Friz; Sebastian Riedel 003; John Schoenmakers (SIAM J. Numer. Anal., 2016)

Local Volatility, Conditioned Diffusions, and Varadhan's Formula. - Stefano De Marco; Peter K. Friz (SIAM J. Financial Math., 2018)

A McKean-Vlasov SDE and Particle System with Interaction from Reflecting Boundaries. - Michele Coghi; Wolfgang Dreyer; Peter K. Friz; Paul Gajewski; Clemens Guhlke; Mario Maurelli (SIAM J. Math. Anal., 2022)

Stability of Deep Neural Networks via Discrete Rough Paths. - Christian Bayer 001; Peter K. Friz; Nikolas Tapia (SIAM J. Math. Data Sci., 2023)