David J. Prömel

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 4

Top Topics

Information Retrieval

Regret Minimization

Stochastic Differential Equations

Top Venues

Finance Stochastics

Int. J. Approx. Reason.

Publications

David J. Prömel, David Scheffels
Neural stochastic Volterra equations: learning path-dependent dynamics. CoRR (2024)
Andrew L. Allan, Anna P. Kwossek, Chong Liu, David J. Prömel
Pathwise convergence of the Euler scheme for rough and stochastic differential equations. CoRR (2023)
Rafal M. Lochowski, Nicolas Perkowski, David J. Prömel
One-dimensional game-theoretic differential equations. Int. J. Approx. Reason. 141 (2022)
Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann, Nicolas Perkowski, David J. Prömel
Pathwise superreplication via Vovk's outer measure. Finance Stochastics 21 (4) (2017)