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Prömel, David J.
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1

Well‐posedness of diffusion–aggregation equations with boun..:

Chen, Li ; Nikolaev, Paul ; Prömel, David J.
Mathematical Methods in the Applied Sciences.  , 2024
Link: https://doi.org/10.1002/..
 
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2

Model‐free portfolio theory: A rough path approach:

Allan, Andrew L. ; Cuchiero, Christa ; Liu, Chong.
Mathematical Finance.  33 (2023)  3 - p. 709-765 , 2023
Link: https://doi.org/10.1111/..
 
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3

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

Liu, Chong ; Prömel, David J. ; Teichmann, Josef
ESAIM: Probability and Statistics.  27 (2023)  - p. 136-155 , 2023
Link: https://doi.org/10.1051/..
 
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4

Stochastic Volterra equations with Hölder diffusion coeffic..:

Prömel, David J. ; Scheffels, David
Stochastic Processes and their Applications.  161 (2023)  - p. 291-315 , 2023
Link: https://doi.org/10.1016/..
 
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5

A càdlàg rough path foundation for robust finance:

Allan, Andrew L. ; Liu, Chong ; Prömel, David J.
Finance and Stochastics.  28 (2023)  1 - p. 215-257 , 2023
Link: https://doi.org/10.1007/..
 
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6

Optimal Extension to Sobolev Rough Paths:

Liu, Chong ; Prömel, David J. ; Teichmann, Josef
Potential Analysis.  59 (2022)  3 - p. 1399-1424 , 2022
Link: https://doi.org/10.1007/..
 
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7

One-dimensional game-theoretic differential equations:

Łochowski, Rafał M. ; Perkowski, Nicolas ; Prömel, David J.
International Journal of Approximate Reasoning.  141 (2022)  - p. 11-27 , 2022
Link: https://doi.org/10.1016/..
 
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8

On Sobolev rough paths:

Liu, Chong ; Prömel, David J. ; Teichmann, Josef
Journal of Mathematical Analysis and Applications.  497 (2021)  1 - p. 124876 , 2021
Link: https://doi.org/10.1016/..
 
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9

Càdlàg rough differential equations with reflecting barrier:

Allan, Andrew L. ; Liu, Chong ; Prömel, David J.
Stochastic Processes and their Applications.  142 (2021)  - p. 79-104 , 2021
Link: https://doi.org/10.1016/..
 
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10

Paracontrolled distribution approach to stochastic Volterra..:

Prömel, David J. ; Trabs, Mathias
Journal of Differential Equations.  302 (2021)  - p. 222-272 , 2021
Link: https://doi.org/10.1016/..
 
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11

Stochastic analysis with modelled distributions:

Liu, Chong ; Prömel, David J. ; Teichmann, Josef
Stochastics and Partial Differential Equations: Analysis and Computations.  9 (2020)  2 - p. 343-379 , 2020
Link: https://doi.org/10.1007/..
 
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12

Martingale optimal transport duality:

Cheridito, Patrick ; Kiiski, Matti ; Prömel, David J..
Mathematische Annalen.  379 (2020)  3-4 - p. 1685-1712 , 2020
Link: https://doi.org/10.1007/..
 
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13

ON SKOROKHOD EMBEDDINGS AND POISSON EQUATIONS:

Döring, Leif ; Gonon, Lukas ; Prömel, David J..
The Annals of Applied Probability.  29 (2019)  4 - p. 2302-2337 , 2019
Link: https://www.jstor.org/st..
 
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14

Duality for pathwise superhedging in continuous time:

Bartl, Daniel ; Kupper, Michael ; Prömel, David J..
Finance and Stochastics.  23 (2019)  3 - p. 697-728 , 2019
Link: https://doi.org/10.1007/..
 
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15

Existence and Uniqueness Results for Time-Inhomogeneous Tim..:

Döring, Leif ; Gonon, Lukas ; Prömel, David J..
Journal of Theoretical Probability.  34 (2019)  1 - p. 173-205 , 2019
Link: https://doi.org/10.1007/..
 
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