Pietro Siorpaes

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
An abstract decomposition of measures and its many applications Journal of Mathematical Analysis and Applications	2025-12-29	Paper
Pricing of contingent claims in large markets Finance and Stochastics	2025-01-09	Paper
Differentiation of measures on an arbitrary measurable space Journal of Mathematical Analysis and Applications	2023-08-10	Paper
How to quantise probabilities while preserving their convex order	2022-06-21	Paper
An abstract decomposition of measures and its many applications	2022-04-15	Paper
Local times and Tanaka-Meyer formulae for càdlàg paths Electronic Journal of Probability	2021-07-21	Paper
Differentiation of measures on a non-separable space, and the Radon-Nikodym theorem	2019-09-08	Paper
Pathwise stochastic calculus with local times Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2018-06-01	Paper
Applications of pathwise Burkholder-Davis-Gundy inequalities Bernoulli	2018-05-18	Paper
Applications of pathwise Burkholder-Davis-Gundy inequalities Bernoulli	2018-05-18	Paper
Structure of martingale transports in finite dimensions	2017-02-27	Paper
Do arbitrage-free prices come from utility maximization? Mathematical Finance	2016-07-15	Paper
Pathwise versions of the Burkholder-Davis-Gundy inequality Bernoulli	2015-05-19	Paper
Pathwise versions of the Burkholder-Davis-Gundy inequality Bernoulli	2015-05-19	Paper
Optimal investment and price dependence in a semi-static market Finance and Stochastics	2015-01-19	Paper
On a dyadic approximation of predictable processes of finite variation Electronic Communications in Probability	2014-09-24	Paper
Riemann-integration and a new proof of the Bichteler-Dellacherie theorem Stochastic Processes and their Applications	2014-02-07	Paper
A Simple Proof of the Bichteler-Dellacherie Theorem	2012-01-10	Paper

Research outcomes over time

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