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2026

Prömel, David J. ORCID: 0000-0001-7028-7500 ; Scheffels, David (2026) Mean-field stochastic Volterra equations. Open Access Journal of Applied Probability Cambridge ; Sheffield tba tba 1-25 [Article]
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2025

Prömel, David J. ORCID: 0000-0001-7028-7500 ; Scheffels, David (2025) Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients. Open Access Stochastics and Partial Differential Equations: Analysis and Computations New York, NY 13 1 308-366 [Article]
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Chen, Li ; Nikolaev, Paul ORCID: 0009-0005-6963-6730 ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2025) Hegselmann–Krause model with environmental noise. Transactions of the American Mathematical Society Providence, RI 378 1 527-567 [Article]

Kwossek, Anna Paula (2025) Approximation and stability in rough analysis with applications to mathematical finance. Open Access Mannheim [Doctoral dissertation]
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Nikolaev, Paul ORCID: 0009-0005-6963-6730 ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Trabs, Mathias (2025) Characterization of Besov spaces with dominating mixed smoothness by differences. Open Access Mathematische Nachrichten Berlin ; Weinheim 298 7 2116-2151 [Article]
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Kwossek, Anna P. ; Neuenkirch, Andreas ORCID: 0000-0002-0419-1225 ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2025) Functional differential equations driven by càdlàg rough paths. Open Access Electronic Journal of Probability : EJP Seattle, WA 30 Article 1381 1-32 [Article]
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Allan, Andrew L. ; Kwossek, Anna P. ; Liu, Chong ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2025) Pathwise convergence of the Euler scheme for rough and stochastic differential equations. Open Access Journal of the London Mathematical Society New York ; Oxford 112 3 1-51 [Article]
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Bergerhausen, Martin ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Scheffels, David (2025) Neural stochastic Volterra equations: learning path-dependent dynamics. Journal of Machine Learning Hong Kong 4 4 264-289 [Article]

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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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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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]

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]

Scheffels, David (2023) Well-posedness of stochastic Volterra equations with non-Lipschitz coefficients. Open Access Mannheim [Doctoral dissertation]
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Prömel, David J. ORCID: 0000-0001-7028-7500 ; Scheffels, David (2023) On the existence of weak solutions to stochastic Volterra equations. Open Access Electronic Communications in Probability : ECP Seattle, WA 28 Article 52 1-12 [Article]
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2022

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]

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]

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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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]

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]

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]

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]

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]

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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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]

2019

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]

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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2018

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]

2017

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]

This list was created automatically on Thu May 14 08:30:31 2026 CEST