David J. Prömel

Available identifiers

zbMath Open promel.david-jWikidataQ100413597 ScholiaQ100413597MaRDI QIDQ726747

List of research outcomes

Publication	Date of Publication	Type
Model‐free portfolio theory: A rough path approach	2024-01-31	Paper
On the existence of weak solutions to stochastic Volterra equations	2024-01-17	Paper
A càdlàg rough path foundation for robust finance	2024-01-02	Paper
Well-posedness of diffusion-aggregation equations with bounded kernels and their mean-field approximations	2023-10-20	Paper
Optimal extension to Sobolev rough paths	2023-10-13	Paper
Pathwise convergence of the Euler scheme for rough and stochastic differential equations	2023-09-28	Paper
A Sobolev rough path extension theorem via regularity structures	2023-08-21	Paper
Mean-field stochastic Volterra equations	2023-07-25	Paper
Stochastic Volterra equations with Hölder diffusion coefficients	2023-06-19	Paper
Hegselmann--Krause model with environmental noise	2023-01-10	Paper
Pathwise uniqueness for singular stochastic Volterra equations with H\"older coefficients	2022-12-15	Paper
One-dimensional game-theoretic differential equations	2022-01-20	Paper
Càdlàg rough differential equations with reflecting barriers	2021-11-03	Paper
Paracontrolled distribution approach to stochastic Volterra equations	2021-10-04	Paper
Stochastic analysis with modelled distributions	2021-08-12	Paper
Local times and Tanaka-Meyer formulae for càdlàg paths	2021-07-21	Paper
Martingale optimal transport duality	2021-04-20	Paper
On Sobolev rough paths	2021-03-03	Paper
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations	2021-02-04	Paper
One-dimensional game-theoretic differential equations	2021-01-20	Paper
Characterization of nonlinear Besov spaces	2019-12-18	Paper
On Skorokhod embeddings and Poisson equations	2019-10-22	Paper
Duality for pathwise superhedging in continuous time	2019-06-27	Paper
A superhedging approach to stochastic integration	2018-12-10	Paper
Rough path metrics on a Besov–Nikolskii-type scale	2018-10-18	Paper
Examples of Itô càdlàg rough paths	2018-09-21	Paper
Pathwise superreplication via Vovk's outer measure	2017-10-23	Paper
Pathwise stochastic integrals for model free finance	2016-07-14	Paper
An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift	2016-02-02	Paper
Rough differential equations driven by signals in Besov spaces	2016-01-26	Paper
Local times for typical price paths and pathwise Tanaka formulas	2015-08-07	Paper
Existence of L\'evy's area and pathwise integration	2014-04-14	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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