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researcher

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 2024 · math.PRShow all

1 paper · 2 filters

math.PR2024

Functional differential equations driven by càdlàg rough paths

Anna P. Kwossek, Andreas Neuenkirch, David J. Prömel

The existence of unique solutions is established for rough differential equations (RDEs) with path-dependent coefficients and driven by càdlàg rough paths. Moreover, it is shown th…

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