Universitätsbibliographie

Fakultäten und Einrichtungen (38448)
- Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik (3968)
  - Mathematical Finance (Prömel 2019-) (25)

Gruppieren nach: Erscheinungsjahr | Autoren | Dokumenttyp | Keine Sortierung

Springe zu: 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017

2025

Prömel, David J.

; Scheffels, David (2025) Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients.

Stochastics and Partial Differential Equations: Analysis and Computations New York, NY 13 1 308-366 [Zeitschriftenartikel]

Chen, Li ; Nikolaev, Paul

; Prömel, David J.

(2025) Hegselmann–Krause model with environmental noise. Transactions of the American Mathematical Society Providence, RI 378 1 527-567 [Zeitschriftenartikel]

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.

(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 [Zeitschriftenartikel]

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

Mannheim [Dissertation]

2023

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]

Prömel, David J.

; Scheffels, David (2023) Stochastic Volterra equations with Hölder diffusion coefficients. Stochastic Processes and Their Applications Amsterdam [u.a.] 161 291-315 [Zeitschriftenartikel]

Liu, Chong ; Prömel, David J.

; 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 [Zeitschriftenartikel]

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

Mannheim [Dissertation]

Prömel, David J.

; Scheffels, David (2023) On the existence of weak solutions to stochastic Volterra equations.

Electronic Communications in Probability : ECP Seattle, WA 28 Article 52 1-12 [Zeitschriftenartikel]

2022

Łochowski, Rafał M. ; Perkowski, Nicolas ; Prömel, David J.

(2022) One-dimensional game-theoretic differential equations. International Journal of Approximate Reasoning Amsterdam [u.a.] 141 11-27 [Zeitschriftenartikel]

Liu, Chong ; Prömel, David J.

; Teichmann, Josef (2022) Optimal extension to Sobolev rough paths. Potential Analysis Dordrecht 59 3 1399-1424 [Zeitschriftenartikel]

2021

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]

Döring, Leif

; Gonon, Lukas ; Prömel, David J.

; 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 [Zeitschriftenartikel]

Liu, Chong ; Prömel, David J.

; Teichmann, Josef (2021) On Sobolev rough paths. Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 497 1 Article 124876 [Zeitschriftenartikel]

Prömel, David J.

; Trabs, Mathias (2021) Paracontrolled distribution approach to stochastic Volterra equations. Journal of Differential Equations Orlando, FL [u.a.] 302 222-272 [Zeitschriftenartikel]

Łochowski, Rafał M. ; Obłój, Jan ; Prömel, David J.

; Siorpaes, Pietro (2021) Local times and Tanaka–Meyer formulae for càdlàg paths. Electronic Journal of Probability : EJP Seattle, WA 26 Article 77 1-29 [Zeitschriftenartikel]

Cheridito, Patrick ; Kiiski, Matti ; Prömel, David J.

; Soner, H. Mete (2021) Martingale optimal transport duality. Mathematische Annalen Berlin ; Göttingen ; Heidelberg 379 3-4 1685-1712 [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]

2020

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

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

Liu, Chong ; Prömel, David J.

; Teichmann, Josef (2020) Characterization of nonlinear Besov spaces. Transactions of the American Mathematical Society Providence, RI 373 1 529-550 [Zeitschriftenartikel]

2019

Döring, Leif

; Gonon, Lukas ; Prömel, David J.

; Reichmann, Oleg (2019) On Skorokhod embeddings and Poisson equations. The Annals of Applied Probability Cleveland, OH ; Hayward, CA 29 4 2302-2337 [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]

2018

Döring, Leif

; Gonon, Lukas ; Prömel, David J.

; Reichmann, Oleg (2018) Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. Mannheim [u.a.] [Arbeitspapier]

2017

Döring, Leif

; Gonon, Lukas ; Prömel, David J.

; Reichmann, Oleg (2017) On Skorokhod embeddings and Poisson equations. Mannheim [u.a.] [Arbeitspapier]

Diese Liste wurde am Fri May 9 04:12:01 2025 CEST automatisch erstellt.

Zitation

2025

2024

2023

2022

2021

2020

2019

2018

2017