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David J. Prömel

39 papers hereh-index 7148 citations24 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6
  • middle author11
  • last author20

Across the 37 of 39 papers where every author was matched, so the position is known.

fields
  • math.PR29
  • math.FA3
  • q-fin.MF3
  • cs.LG1
  • math.AP1
  • math.CA1
same name
  • David J. Prömel — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20132026
most citedPathwise stochastic integrals for model free finance

35 citations · 144 across the 25 of their papers we have counts for

collaborators
Showing 2015 · math.PRShow all

1 paper · 2 filters

math.PR2015★ 27 cited

Rough differential equations driven by signals in Besov spaces

David J. Prömel, Mathias Trabs

Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Hölder and p-variation topology. To this end the paracontrol…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.