Lars Niemann

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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!

PublicationDate of PublicationType
Nonlinear semimartingales and Markov processes with jumps
Journal of Evolution Equations
2025-01-20Paper
A conditional version of the second fundamental theorem of asset pricing in discrete time
Frontiers of Mathematical Finance
2024-07-31Paper
Nonlinear continuous semimartingales
Electronic Journal of Probability
2024-01-17Paper
A stochastic representation theorem for sublinear semigroups with non-local generators2023-11-06Paper
Nonlinear Semimartingales and Markov Processes with Jumps2023-10-16Paper
Robust utility maximization with nonlinear continuous semimartingales
Mathematics and Financial Economics
2023-09-20Paper
A class of multidimensional nonlinear diffusions with the Feller property2022-05-31Paper
Markov selections and Feller properties of nonlinear diffusions2022-05-30Paper
A conditional version of the second fundamental theorem of asset pricing in discrete time2021-02-26Paper


Research outcomes over time


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