Ikuti
David Criens
David Criens
Email yang diverifikasi di stochastik.uni-freiburg.de
Judul
Dikutip oleh
Dikutip oleh
Tahun
Nonlinear continuous semimartingales
D Criens, L Niemann
Electronic Journal of Probability 28, 1-40, 2023
152023
Markov selections and Feller properties of nonlinear diffusions
D Criens, L Niemann
Stochastic Processes and their Applications 173, 104354, 2024
122024
No arbitrage in continuous financial markets
D Criens
Mathematics and Financial Economics 14 (3), 461-506, 2020
112020
Deterministic criteria for the absence and existence of arbitrage in multi-dimensional diffusion markets
D Criens
International Journal of Theoretical and Applied Finance 21 (01), 1850002, 2018
112018
The martingale problem method revisited
D Criens, P Pfaffelhuber, T Schmidt
Electronic Journal of Probability 28, 1-46, 2023
82023
Absolute continuity of semimartingales
D Criens, K Glau
72018
Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations
D Criens
Journal of Statistical Physics 190 (6), 114, 2023
62023
Cylindrical martingale problems associated with Lévy generators
D Criens
Journal of Theoretical Probability 32 (3), 1306-1359, 2019
62019
Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models
D Criens, K Glau, Z Grbac
Applied Mathematical Finance 24 (1), 23-37, 2017
62017
On a theorem by AS Cherny for semilinear stochastic partial differential equations
D Criens, M Ritter
Journal of Theoretical Probability 35 (3), 2052-2067, 2022
52022
On the existence of semimartingales with continuous characteristics
D Criens
Stochastics 92 (5), 785-813, 2020
52020
Monotone and convex stochastic orders for processes with independent increments
D Criens
arXiv preprint arXiv:1606.04993, 2016
52016
Stochastic processes under parameter uncertainty
D Criens
Journal of Mathematical Analysis and Applications 538 (2), 128388, 2024
42024
Couplings for processes with independent increments
D Criens
Statistics & Probability Letters 146, 161-167, 2019
42019
Nonlinear semimartingales and Markov processes with jumps
D Criens, L Niemann
Journal of Evolution Equations 25 (1), 21, 2025
32025
A class of multidimensional nonlinear diffusions with the Feller property
D Criens, L Niemann
Statistics & Probability Letters 208, 110057, 2024
32024
Separating times for one-dimensional diffusions
D Criens, M Urusov
arXiv preprint arXiv:2211.06042, 2022
32022
A parabolic Harnack principle for balanced difference equations in random environments
N Berger, D Criens
Archive for Rational Mechanics and Analysis 245 (2), 899-947, 2022
32022
On absolute continuity and singularity of multidimensional diffusions
D Criens
32021
Lyapunov criteria for the Feller–Dynkin property of martingale problems
D Criens
Stochastic Processes and their Applications 130 (5), 2693-2736, 2020
32020
Sistem tidak dapat melakukan operasi ini. Coba lagi nanti.
Artikel 1–20