Densities for rough differential equations under Hörmander's condition T Cass, P Friz Annals of mathematics, 2115-2141, 2010 | 119 | 2010 |

Integrability and tail estimates for Gaussian rough differential equations T Cass, C Litterer, T Lyons The Annals of Probability 41 (4), 3026-3050, 2013 | 113 | 2013 |

Smoothness of the density for solutions to Gaussian rough differential equations T Cass, M Hairer, C Litterer, S Tindel The Annals of Probability 43 (1), 188-239, 2015 | 80 | 2015 |

Non-degeneracy of Wiener functionals arising from rough differential equations T Cass, P Friz, N Victoir Transactions of the American Mathematical Society 361 (6), 3359-3371, 2009 | 66 | 2009 |

Smooth densities for solutions to stochastic differential equations with jumps T Cass Stochastic Processes and their Applications 119 (5), 1416-1435, 2009 | 46 | 2009 |

Evolving communities with individual preferences T Cass, T Lyons Proceedings of the London Mathematical Society 110 (1), 83-107, 2015 | 45 | 2015 |

The Signature Kernel is the solution of a Goursat PDE C Salvi, T Cass, J Foster, T Lyons, W Yang SIAM Journal on Mathematics of Data Science 3 (3), 873-899, 2021 | 36 | 2021 |

Tree algebras over topological vector spaces in rough path theory T Cass, MP Weidner arXiv preprint arXiv:1604.07352, 2016 | 22 | 2016 |

Rough paths on manifolds T Cass, C Litterer, T Lyons New trends in stochastic analysis and related topics 12, 33-88, 2012 | 22 | 2012 |

Integrability estimates for Gaussian rough differential equations T Cass, C Litterer, T Lyons arXiv preprint arXiv:1104.1813, 2011 | 21 | 2011 |

Constrained rough paths T Cass, BK Driver, C Litterer Proceedings of the London Mathematical Society 111 (6), 1471-1518, 2015 | 20 | 2015 |

A Stratonovich–Skorohod integral formula for Gaussian rough paths T Cass, N Lim The Annals of Probability 47 (1), 1-60, 2019 | 16 | 2019 |

The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance TR Cass, PK Friz arXiv preprint math/0604311, 2006 | 16 | 2006 |

SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data M Lemercier, C Salvi, T Cass, EV Bonilla, T Damoulas, TJ Lyons International Conference on Machine Learning, 6233-6242, 2021 | 15 | 2021 |

On the integration of weakly geometric rough paths T Cass, BK Driver, N Lim, C Litterer Journal of the Mathematical Society of Japan 68 (4), 1505-1524, 2016 | 15 | 2016 |

Tail estimates for Markovian rough paths T Cass, M Ogrodnik The Annals of Probability 45 (4), 2477-2504, 2017 | 12 | 2017 |

Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes T Cass, D Crisan, P Dobson, M Ottobre Electronic Journal of Probability 26, 1-72, 2021 | 11 | 2021 |

Malliavin calculus and rough paths T Cass, P Friz Bulletin des sciences mathematiques 135 (6-7), 542-556, 2011 | 10 | 2011 |

Computing the full signature kernel as the solution of a goursat problem T Cass, T Lyons, C Salvi, W Yang arXiv preprint arXiv:2006.14794, 2020 | 9 | 2020 |

The filtering equations revisited T Cass, M Clark, D Crisan Stochastic Analysis and Applications 2014: In Honour of Terry Lyons, 129-162, 2014 | 8 | 2014 |