The following pages link to David J. Prömel (Q726747):
Displaying 38 items.
- Pathwise stochastic integrals for model free finance (Q726748) (← links)
- Rough differential equations driven by signals in Besov spaces (Q907800) (← links)
- An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift (Q907967) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- On Sobolev rough paths (Q1996162) (← links)
- Duality for pathwise superhedging in continuous time (Q1999600) (← links)
- Local times and Tanaka-Meyer formulae for càdlàg paths (Q2042797) (← links)
- Stochastic analysis with modelled distributions (Q2045414) (← links)
- Strong solutions of forward-backward stochastic differential equations with measurable coefficients (Q2066956) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Quadratic variation and quadratic roughness (Q2108492) (← links)
- An Itô formula for rough partial differential equations and some applications (Q2223717) (← links)
- Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations (Q2224954) (← links)
- Paracontrolled distribution approach to stochastic Volterra equations (Q2232183) (← links)
- Càdlàg rough differential equations with reflecting barriers (Q2239254) (← links)
- A Feynman-Kac result via Markov BSDEs with generalised drivers (Q2278678) (← links)
- On Skorokhod embeddings and Poisson equations (Q2330463) (← links)
- Large deviations principle for the invariant measures of the 2D stochastic Navier-Stokes equations on a torus (Q2363156) (← links)
- Local times and excursion theory for Brownian motion. A tale of Wiener and Itô measures (Q2393403) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Local times for typical price paths and pathwise Tanaka formulas (Q2515913) (← links)
- Martingale optimal transport duality (Q2664166) (← links)
- Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs (Q2669916) (← links)
- Examples of Itô càdlàg rough paths (Q4683540) (← links)
- Rough path metrics on a Besov–Nikolskii-type scale (Q4691083) (← links)
- Characterization of nonlinear Besov spaces (Q5206269) (← links)
- Optimal extension to Sobolev rough paths (Q6072426) (← links)
- A Sobolev rough path extension theorem <i>via</i> regularity structures (Q6133910) (← links)
- Model‐free portfolio theory: A rough path approach (Q6146674) (← links)
- Stochastic Volterra equations with Hölder diffusion coefficients (Q6157004) (← links)
- On the existence of weak solutions to stochastic Volterra equations (Q6177618) (← links)
- A càdlàg rough path foundation for robust finance (Q6181520) (← links)
- Quantitative relative entropy estimates on the whole space for convolution interaction forces (Q6517710) (← links)
- Characterization of Besov spaces with dominating mixed smoothness by differences (Q6525041) (← links)
- Functional differential equations driven by c\`adl\`ag rough paths (Q6527753) (← links)
- Well-posedness of diffusion-aggregation equations with bounded kernels and their mean-field approximations (Q6562660) (← links)
- Hegselmann-Krause model with environmental noise (Q6653795) (← links)
- Neural stochastic Volterra equations: learning path-dependent dynamics (Q6738288) (← links)
