| Pathwise stochastic integrals for model free finance N Perkowski, DJ Prömel Bernoulli 22 (4), 2486-2520, 2016 | 71 | 2016 |
| Pathwise superreplication via Vovk’s outer measure M Beiglböck, AMG Cox, M Huesmann, N Perkowski, DJ Prömel Finance and Stochastics 21, 1141-1166, 2017 | 43 | 2017 |
| Martingale optimal transport duality P Cheridito, M Kiiski, DJ Prömel, HM Soner Mathematische Annalen 379, 1685-1712, 2021 | 42 | 2021 |
| Rough differential equations driven by signals in Besov spaces DJ Prömel, M Trabs Journal of Differential Equations 260 (6), 5202-5249, 2016 | 34 | 2016 |
| Local times for typical price paths and pathwise Tanaka formulas N Perkowski, DJ Prömel Electronic Journal of Probability 20 (46), 1-15, 2015 | 30 | 2015 |
| Duality for pathwise superhedging in continuous time D Bartl, M Kupper, DJ Prömel, L Tangpi Finance and Stochastics 23 (3), 697-728, 2019 | 27 | 2019 |
| A superhedging approach to stochastic integration RM Łochowski, N Perkowski, DJ Prömel Stochastic processes and their applications 128 (12), 4078-4103, 2018 | 23 | 2018 |
| Stochastic analysis with modelled distributions C Liu, DJ Prömel, J Teichmann Stochastics and Partial Differential Equations: Analysis and Computations 9 …, 2021 | 18 | 2021 |
| Existence of Levy's area and pathwise integration P Imkeller, DJ Prömel Communications on Stochastic Analysis 9 (1), 93-111, 2015 | 16 | 2015 |
| An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift A Fromm, P Imkeller, DJ Prömel Electronic Journal of Probability 20 (127), 1-38, 2015 | 14 | 2015 |
| Stochastic Volterra equations with Hölder diffusion coefficients DJ Prömel, D Scheffels Stochastic Processes and their Applications 161, 291-315, 2023 | 13 | 2023 |
| Local times and Tanaka-Meyer formulae for cadlag paths R Łochowski, J Obłój, DJ Prömel, P Siorpaes Electronic Journal of Probability 26 (77), 1-29, 2021 | 13 | 2021 |
| Characterization of nonlinear Besov spaces C Liu, DJ Prömel, J Teichmann Transactions of the American Mathematical Society 373 (1), 529-550, 2020 | 13 | 2020 |
| Rough path metrics on a Besov–Nikolskii-type scale P Friz, DJ Prömel Transactions of the American Mathematical Society 370 (12), 8521-8550, 2018 | 13 | 2018 |
| Model-free portfolio theory: A rough path approach AL Allan, C Cuchiero, C Liu, DJ Prömel Mathematical Finance 33 (3), 709–765, 2023 | 11 | 2023 |
| Paracontrolled distribution approach to stochastic Volterra equations DJ Prömel, M Trabs Journal of Differential Equations 302, 222-272, 2021 | 11 | 2021 |
| Examples of Itô càdlàg rough paths C Liu, DJ Prömel Proceedings of the American Mathematical Society 146 (11), 4937-4950, 2018 | 10 | 2018 |
| Optimal extension to Sobolev rough paths C Liu, DJ Prömel, J Teichmann Potential Analysis 59 (3), 1399-1424, 2023 | 9* | 2023 |
| On Sobolev rough paths C Liu, DJ Prömel, J Teichmann Journal of Mathematical Analysis and Applications 497 (1), 124876, 2021 | 8 | 2021 |
| On Skorokhod embeddings and Poisson equations L Döring, L Gonon, DJ Prömel, O Reichmann Annals of Applied Probability 29 (4), 2302-2337, 2019 | 8 | 2019 |
Nicolas PerkowskiFreie Universität Berlin在 math.fu-berlin.de 的电子邮件经过验证
