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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 2025Show all

3 papers · 1 filter

math.PR2025

Global universal approximation with Brownian signatures

Mihriban Ceylan, David J. Prömel

We establish Lp-universal approximation theorems for general path-dependent and non-anticipative functionals on suitable rough path spaces, showing that linear functionals actin…

stat.ML2025

Distributionally robust approximation property of neural networks

Mihriban Ceylan, David J. Prömel

The universal approximation property uniformly with respect to weakly compact families of measures is established for several classes of neural networks. To that end, we prove that…

math.PR2025

Universal approximation property of neural stochastic differential equations

Anna P. Kwossek, David J. Prömel, Josef Teichmann

We identify various classes of neural networks that are able to approximate continuous functions locally uniformly subject to fixed global linear growth constraints. For such neura…

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