| Publication | Date of Publication | Type |
|---|
The Wasserstein space of stochastic processes
Journal of the European Mathematical Society (JEMS) | 2026-02-25 | Paper |
A uniform Dvoretzky-Kiefer-Wolfowitz inequality
Probability Theory and Related Fields | 2025-10-23 | Paper |
Sensitivity analysis of Wasserstein distributionally robust optimization problems
Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences | 2025-05-12 | Paper |
Structure preservation via the Wasserstein distance
Journal of Functional Analysis | 2025-01-31 | Paper |
Empirical approximation of the Gaussian distribution in \(\mathbb{R}^d\)
Advances in Mathematics | 2025-01-14 | Paper |
Optimal non-Gaussian Dvoretzky-Milman embeddings
IMRN. International Mathematics Research Notices | 2024-10-25 | Paper |
Nonasymptotic Convergence Rates for the Plug-in Estimation of Risk Measures
Mathematics of Operations Research | 2024-03-01 | Paper |
| A uniform Dvoretzky-Kiefer-Wolfowitz inequality | 2023-12-11 | Paper |
| Optimal non-gaussian Dvoretzky-Milman embeddings | 2023-09-21 | Paper |
| Empirical approximation of the gaussian distribution in $\mathbb{R}^d$ | 2023-09-05 | Paper |
| On a variance dependent Dvoretzky-Kiefer-Wolfowitz inequality | 2023-08-09 | Paper |
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance
SIAM Journal on Financial Mathematics | 2023-07-04 | Paper |
On Monte-Carlo methods in convex stochastic optimization
The Annals of Applied Probability | 2022-10-10 | Paper |
| Structure preservation via the Wasserstein distance | 2022-09-15 | Paper |
Random embeddings with an almost Gaussian distortion
Advances in Mathematics | 2022-04-14 | Paper |
Estimating processes in adapted Wasserstein distance
The Annals of Applied Probability | 2022-03-21 | Paper |
Marginal and dependence uncertainty: bounds, optimal transport, and sharpness
SIAM Journal on Control and Optimization | 2022-03-01 | Paper |
Limits of random walks with distributionally robust transition probabilities
Electronic Communications in Probability | 2022-01-06 | Paper |
Duality theory for robust utility maximisation
Finance and Stochastics | 2021-08-27 | Paper |
| The Wasserstein space of stochastic processes | 2021-04-29 | Paper |
Functional inequalities for forward and backward diffusions
Electronic Journal of Probability | 2020-09-29 | Paper |
Functional inequalities for forward and backward diffusions
Electronic Journal of Probability | 2020-09-29 | Paper |
Computational aspects of robust optimized certainty equivalents and option pricing
Mathematical Finance | 2020-05-14 | Paper |
Conditional nonlinear expectations
Stochastic Processes and their Applications | 2020-01-24 | Paper |
Pathwise superhedging on prediction sets
Finance and Stochastics | 2019-12-27 | Paper |
Stochastic integration and differential equations for typical paths
Electronic Journal of Probability | 2019-09-19 | Paper |
Stochastic integration and differential equations for typical paths
Electronic Journal of Probability | 2019-09-19 | Paper |
Duality for pathwise superhedging in continuous time
Finance and Stochastics | 2019-06-27 | Paper |
Exponential utility maximization under model uncertainty for unbounded endowments
The Annals of Applied Probability | 2019-03-20 | Paper |
Exponential utility maximization under model uncertainty for unbounded endowments
The Annals of Applied Probability | 2019-03-20 | Paper |
A pointwise bipolar theorem
Proceedings of the American Mathematical Society | 2019-02-12 | Paper |
Robust expected utility maximization with medial limits
Journal of Mathematical Analysis and Applications | 2018-12-20 | Paper |
Duality for increasing convex functionals with countably many marginal constraints
Banach Journal of Mathematical Analysis | 2016-12-21 | Paper |
Duality for increasing convex functionals with countably many marginal constraints
Banach Journal of Mathematical Analysis | 2016-12-21 | Paper |
Duality for increasing convex functionals with countably many marginal constraints
(available as arXiv preprint) | 2015-09-29 | Paper |
Numerical method for nonlinear Kolmogorov PDEs via sensitivity analysis
(available as arXiv preprint) | N/A | Paper |
Optimal nonparametric estimation of the expected shortfall risk
(available as arXiv preprint) | N/A | Paper |
