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D. Hobson

18 papers hereh-index 253.1k citations90 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author6
  • middle author5
  • last author4

Across the 18 of 18 papers where every author was matched, so the position is known.

fields
  • math.PR12
  • q-fin.MF3
  • q-fin.PR2
  • q-fin.PM1
same name
  • D. Hobson — 4 papers, 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
20022020
most citedPathwise inequalities for local time: Applications to Skorokhod embeddings and optimal stopping

39 citations · 45 across the 12 of their papers we have counts for

collaborators
Showing 2018 · math.PRShow all

1 paper · 2 filters

math.PR2018

The left-curtain martingale coupling in the presence of atoms

David G. Hobson, Dominykas Norgilas

Beiglböck and Juillet ("On a problem of optimal transport under marginal martingale constraints") introduced the left-curtain martingale coupling of probability measures μ and $ν…

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