UL Website
|
Imprint
|
Privacy Policy
|
Print
|
Home
Browse
Fulltexts
University bibliography
Statistics
About MADOC
Help
Contact
Login
Advanced Search
Export results as
ASCII Citation
BibTeX
CSL JSON
Dublin Core
Dublin Core SFX
EP3 XML
EndNote
HTML Citation
JSON
MARC21 XML
Multiline CSV
Office Document
Reference Manager
RSS 1.0
RSS 2.0
Citation
Faculties and Departments
(37191)
School of Business Informatics and Mathematics
(3877)
Mathematical Finance (Prömel 2019-)
(23)
Order by:
Year of publication
|
Authors
|
Document Type
|
No order
Skip to:
A
|
B
|
C
|
D
|
K
|
L
|
N
|
P
|
S
|
Ł
A
Allan, Andrew L.
;
Liu, Chong
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
(2021)
Càdlàg rough differential equations with reflecting barriers.
Stochastic Processes and Their Applications Amsterdam [u.a.] 142 79-104 [Article]
Allan, Andrew L.
;
Cuchiero, Christa
;
Liu, Chong
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
(2023)
Model-free portfolio theory: A rough path approach.
Mathematical Finance Malden, Mass. [u.a.] 33 3 709-765 [Article]
Allan, Andrew L.
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Liu, Chong
(2024)
A càdlàg rough path foundation for robust finance.
Finance and Stochastics Berlin [u.a.] 28 1 215-257 [Article]
B
Bartl, Daniel
;
Kupper, Michael
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Tangpi, Ludovic
(2019)
Duality for pathwise superhedging in continuous time.
Finance and Stochastics Berlin ; Heidelberg 23 3 697-728 [Article]
C
Cheridito, Patrick
;
Kiiski, Matti
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Soner, H. Mete
(2021)
Martingale optimal transport duality.
Mathematische Annalen Berlin ; Göttingen ; Heidelberg 379 3-4 1685-1712 [Article]
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.
Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 47 11 9222-9248 [Article]
D
Döring, Leif
ORCID: 0000-0002-4569-5083
;
Gonon, Lukas
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Reichmann, Oleg
(2018)
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations.
Mannheim [u.a.] [Working paper]
Döring, Leif
ORCID: 0000-0002-4569-5083
;
Gonon, Lukas
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Reichmann, Oleg
(2017)
On Skorokhod embeddings and Poisson equations.
Mannheim [u.a.] [Working paper]
Döring, Leif
ORCID: 0000-0002-4569-5083
;
Gonon, Lukas
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Reichmann, Oleg
(2019)
On Skorokhod embeddings and Poisson equations.
The Annals of Applied Probability Cleveland, OH ; Hayward, CA 29 4 2302-2337 [Article]
Döring, Leif
ORCID: 0000-0002-4569-5083
;
Gonon, Lukas
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Reichmann, Oleg
(2021)
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations.
Journal of Theoretical Probability New York, NY [u.a.] 34 1 173-205 [Article]
K
Kiiski, Matti
(2020)
The Riesz representation theorem and weak∗ compactness of semimartingales.
Finance and Stochastics Berlin [u.a.] 24 4 827-870 [Article]
L
Liu, Chong
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Teichmann, Josef
(2021)
Stochastic analysis with modelled distributions.
Stochastics and Partial Differential Equations New York, NY 9 2021 343-379 [Article]
Liu, Chong
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Teichmann, Josef
(2021)
On Sobolev rough paths.
Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 497 1 Article 124876 [Article]
Liu, Chong
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Teichmann, Josef
(2020)
Characterization of nonlinear Besov spaces.
Transactions of the American Mathematical Society Providence, RI 373 1 529-550 [Article]
Liu, Chong
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Teichmann, Josef
(2023)
A Sobolev rough path extension theorem via regularity structures.
Probability and Statistics : P&S = Probabilités et statistique Les Ulis 27 2023 136-155 [Article]
Liu, Chong
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Teichmann, Josef
(2022)
Optimal extension to Sobolev rough paths.
Potential Analysis Dordrecht 59 3 1399-1424 [Article]
N
Nikolaev, Paul
(2024)
Mean field limit for stochastic particle systems with and without common noise.
Mannheim [Doctoral dissertation]
P
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Trabs, Mathias
(2021)
Paracontrolled distribution approach to stochastic Volterra equations.
Journal of Differential Equations Orlando, FL [u.a.] 302 222-272 [Article]
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Scheffels, David
(2023)
Stochastic Volterra equations with Hölder diffusion coefficients.
Stochastic Processes and Their Applications Amsterdam [u.a.] 161 291-315 [Article]
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
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 [Article]
S
Scheffels, David
(2023)
Well-posedness of stochastic Volterra equations with non-Lipschitz coefficients.
Mannheim [Doctoral dissertation]
Ł
Łochowski, Rafał M.
;
Perkowski, Nicolas
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
(2022)
One-dimensional game-theoretic differential equations.
International Journal of Approximate Reasoning Amsterdam [u.a.] 141 11-27 [Article]
Łochowski, Rafał M.
;
Obłój, Jan
;
Prömel, David J.
ORCID: 0000-0001-7028-7500
;
Siorpaes, Pietro
(2021)
Local times and Tanaka–Meyer formulae for càdlàg paths.
Electronic Journal of Probability : EJP Seattle, WA 26 Article 77 1-29 [Article]
This list was created automatically on
Wed Oct 9 07:53:36 2024 CEST