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2024

Allan, Andrew L. ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Liu, Chong (2024) A càdlàg rough path foundation for robust finance. Open Access Finance and Stochastics Berlin [u.a.] 28 1 215-257 [Article]
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Chen, Li ; Nikolaev, Paul ORCID: 0009-0005-6963-6730 ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2024) Well-posedness of diffusion–aggregation equations with bounded kernels and their mean-field approximations. Open Access Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 47 11 9222-9248 [Article]
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Prömel, David J. ORCID: 0000-0001-7028-7500 ; Scheffels, David (2024) Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients. Open Access Stochastics and Partial Differential Equations: Analysis and Computations New York, NY tba tba 1-59 [Article]
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Nikolaev, Paul (2024) Mean field limit for stochastic particle systems with and without common noise. Open Access Mannheim [Doctoral dissertation]
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2023

Allan, Andrew L. ; Cuchiero, Christa ; Liu, Chong ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2023) Model-free portfolio theory: A rough path approach. Open Access Mathematical Finance Malden, Mass. [u.a.] 33 3 709-765 [Article]
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Scheffels, David (2023) Well-posedness of stochastic Volterra equations with non-Lipschitz coefficients. Open Access Mannheim [Doctoral dissertation]
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2021

Liu, Chong ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Teichmann, Josef (2021) Stochastic analysis with modelled distributions. Open Access Stochastics and Partial Differential Equations New York, NY 9 2021 343-379 [Article]
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Allan, Andrew L. ; Liu, Chong ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2021) Càdlàg rough differential equations with reflecting barriers. Open Access Stochastic Processes and Their Applications Amsterdam [u.a.] 142 79-104 [Article]
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2020

Kiiski, Matti (2020) The Riesz representation theorem and weak∗ compactness of semimartingales. Open Access Finance and Stochastics Berlin [u.a.] 24 4 827-870 [Article]
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2019

Bartl, Daniel ; Kupper, Michael ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Tangpi, Ludovic (2019) Duality for pathwise superhedging in continuous time. Open Access Finance and Stochastics Berlin ; Heidelberg 23 3 697-728 [Article]
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2015

Prömel, David J. ORCID: 0000-0001-7028-7500 (2015) Robust stochastic analysis with applications. Open Access Berlin [Doctoral dissertation]
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This list was created automatically on Fri Dec 13 07:41:28 2024 CET