35 citations · 144 across the 25 of their papers we have counts for
3 papers · 1 filter
Stochastic Analysis with Modelled Distributions
Chong Liu, David J. Prömel, Josef Teichmann
Using a Besov topology on spaces of modelled distributions in the framework of Hairer's regularity structures, we prove the reconstruction theorem on these Besov spaces with negati…
Rough path metrics on a Besov--Nikolskii type scale
Peter K. Friz, David J. Prömel
It is known, since the seminal work [T. Lyons, Differential equations driven by rough signals, Rev. Mat. Iberoamericana, 14 (1998)], that the solution map associated to a controlle…
A superhedging approach to stochastic integration
Rafał M. Łochowski, Nicolas Perkowski, David J. Prömel
Using Vovk's outer measure, which corresponds to a minimal superhedging price, the existence of quadratic variation is shown for "typical price paths" in the space of càdlàg functi…