I agree that this site is using cookies. You can find further informations here.
X
Prömel, David J.
49  results:
OpenAccess-fulltext X
Search for persons X
?
1

Quantitative relative entropy estimates on the whole space ..:

Nikolaev, Paul ; Prömel, David J
http://arxiv.org/abs/2401.08938.  , 2024
Link: http://arxiv.org/abs/240..
 
?
2

Pathwise convergence of the Euler scheme for rough and stoc..:

Allan, Andrew L ; Kwossek, Anna P ; Liu, Chong.
http://arxiv.org/abs/2309.16489.  , 2023
Link: http://arxiv.org/abs/230..
 
?
3

Hegselmann--Krause model with environmental noise:

Chen, Li ; Nikolaev, Paul ; Prömel, David J
http://arxiv.org/abs/2301.03955.  , 2023
Link: http://arxiv.org/abs/230..
 
?
4

Well-posedness of diffusion-aggregation equations with boun..:

Chen, Li ; Nikolaev, Paul ; Prömel, David J
http://arxiv.org/abs/2310.13463.  , 2023
Link: http://arxiv.org/abs/231..
 
?
5

A Sobolev rough path extension theorem via regularity struc..:

Liu, Chong ; Prömel, David J ; Teichmann, Josef
info:eu-repo/semantics/altIdentifier/doi/10.1051/ps/2022016.  , 2023
Link: https://hdl.handle.net/2..
 
?
6

Optimal Extension to Sobolev Rough Paths:

Liu, Chong ; Prömel, David J ; Teichmann, Josef
info:eu-repo/semantics/altIdentifier/doi/10.1007/s11118-022-10017-w.  , 2023
Link: https://hdl.handle.net/2..
 
?
7

Mean-field stochastic Volterra equations:

Prömel, David J ; Scheffels, David
http://arxiv.org/abs/2307.13775.  , 2023
Link: http://arxiv.org/abs/230..
 
?
8

Model‐free portfolio theory: A rough path approach:

Allan, Andrew L ; Cuchiero, Christa ; Liu, Chong.
dro:37863.  , 2023
Link: http://dro.dur.ac.uk/378..
 
?
9

Pathwise uniqueness for singular stochastic Volterra equati..:

Prömel, David J ; Scheffels, David
http://arxiv.org/abs/2212.08029.  , 2022
Link: http://arxiv.org/abs/221..
 
?
10

On the existence of weak solutions to stochastic Volterra e..:

Prömel, David J ; Scheffels, David
http://arxiv.org/abs/2207.01367.  , 2022
Link: http://arxiv.org/abs/220..
 
?
11

Stochastic Volterra equations with H\"older diffusion coeff..:

Prömel, David J ; Scheffels, David
http://arxiv.org/abs/2204.02648.  , 2022
Link: http://arxiv.org/abs/220..
 
?
12

Stochastic analysis with modelled distributions:

Liu, Chong ; Prömel, David J ; Teichmann, Josef
info:eu-repo/semantics/altIdentifier/doi/10.1007/s40072-020-00166-7.  , 2021
Link: https://hdl.handle.net/2..
 
?
13

One-dimensional game-theoretic differential equations:

Łochowski, Rafał M ; Perkowski, Nicolas ; Prömel, David J
http://arxiv.org/abs/2101.08041.  , 2021
Link: http://arxiv.org/abs/210..
 
?
14

Càdlàg rough differential equations with reflecting barrier:

Allan, Andrew ; id_orcid:0 000-0003-3324-6237 ; Liu, Chong.
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.spa.2021.08.004.  , 2021
Link: https://hdl.handle.net/2..
 
?
15

A Sobolev rough path extension theorem via regularity struc..:

Liu, Chong ; Prömel, David J ; Teichmann, Josef
http://arxiv.org/abs/2104.06158.  , 2021
Link: http://arxiv.org/abs/210..
 
1-15