Volltexte - MADOC

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2024

Allan, Andrew L. ; Prömel, David J.

; Liu, Chong (2024) A càdlàg rough path foundation for robust finance.

Finance and Stochastics Berlin [u.a.] 28 1 215-257 [Zeitschriftenartikel]

Chen, Li ; Nikolaev, Paul

; Prömel, David J.

Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 47 11 9222-9248 [Zeitschriftenartikel]

Prömel, David J.

; Scheffels, David (2024) Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients.

Stochastics and Partial Differential Equations: Analysis and Computations New York, NY tba tba 1-59 [Zeitschriftenartikel]

Nikolaev, Paul (2024) Mean field limit for stochastic particle systems with and without common noise.

Mannheim [Dissertation]

Allan, Andrew L. ; Cuchiero, Christa ; Liu, Chong ; Prömel, David J.

(2023) Model-free portfolio theory: A rough path approach.

Mathematical Finance Malden, Mass. [u.a.] 33 3 709-765 [Zeitschriftenartikel]

Scheffels, David (2023) Well-posedness of stochastic Volterra equations with non-Lipschitz coefficients.

Mannheim [Dissertation]

Liu, Chong ; Prömel, David J.

; Teichmann, Josef (2021) Stochastic analysis with modelled distributions.

Stochastics and Partial Differential Equations New York, NY 9 2021 343-379 [Zeitschriftenartikel]

Allan, Andrew L. ; Liu, Chong ; Prömel, David J.

(2021) Càdlàg rough differential equations with reflecting barriers.

Stochastic Processes and Their Applications Amsterdam [u.a.] 142 79-104 [Zeitschriftenartikel]

Kiiski, Matti (2020) The Riesz representation theorem and weak∗ compactness of semimartingales.

Finance and Stochastics Berlin [u.a.] 24 4 827-870 [Zeitschriftenartikel]

Bartl, Daniel ; Kupper, Michael ; Prömel, David J.

; Tangpi, Ludovic (2019) Duality for pathwise superhedging in continuous time.

Finance and Stochastics Berlin ; Heidelberg 23 3 697-728 [Zeitschriftenartikel]

Prömel, David J.

(2015) Robust stochastic analysis with applications.

Berlin [Dissertation]

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