35 citations · 144 across the 25 of their papers we have counts for
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Neural stochastic Volterra equations: learning path-dependent dynamics
Martin Bergerhausen, David J. Prömel, David Scheffels
Stochastic Volterra equations (SVEs) serve as mathematical models for the time evolutions of random systems with memory effects and irregular behaviour. We introduce neural stochas…
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…
Characterization of Besov spaces with dominating mixed smoothness by differences
Paul Nikolaev, David J. Prömel, Mathias Trabs
Besov spaces with dominating mixed smoothness, on the product of the real line and the torus as well as bounded domains, are studied. A characterization of these function spaces in…