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math.PR2026
Optional Stopping for Superhedging Supermartingales
Christian Bender, Sebastian E. Ferrando
Superhedging supermartingales, introduced by the authors in previous work, are non-probabilistic processes defined via subadditive outer integrals that carry a purely financial int…
math.PR2024
Limit Theorems for the Dynamical Foundation of the Fractional Brownian Motion and Related Models of Anomalous Diffusion with Random Diffusion Coefficient and Time-Dependent Random Hurst parameter
Christian Bender, Yana A. Butko, Mirko D'Ovidio +1
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most r…