Nonlinear continuous semimartingales D Criens, L Niemann Electronic Journal of Probability 28, 1-40, 2023 | 15 | 2023 |
Markov selections and Feller properties of nonlinear diffusions D Criens, L Niemann Stochastic Processes and their Applications 173, 104354, 2024 | 12 | 2024 |
No arbitrage in continuous financial markets D Criens Mathematics and Financial Economics 14 (3), 461-506, 2020 | 11 | 2020 |
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 | 11 | 2018 |
The martingale problem method revisited D Criens, P Pfaffelhuber, T Schmidt Electronic Journal of Probability 28, 1-46, 2023 | 8 | 2023 |
Absolute continuity of semimartingales D Criens, K Glau | 7 | 2018 |
Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations D Criens Journal of Statistical Physics 190 (6), 114, 2023 | 6 | 2023 |
Cylindrical martingale problems associated with Lévy generators D Criens Journal of Theoretical Probability 32 (3), 1306-1359, 2019 | 6 | 2019 |
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 | 6 | 2017 |
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 | 5 | 2022 |
On the existence of semimartingales with continuous characteristics D Criens Stochastics 92 (5), 785-813, 2020 | 5 | 2020 |
Monotone and convex stochastic orders for processes with independent increments D Criens arXiv preprint arXiv:1606.04993, 2016 | 5 | 2016 |
Stochastic processes under parameter uncertainty D Criens Journal of Mathematical Analysis and Applications 538 (2), 128388, 2024 | 4 | 2024 |
Couplings for processes with independent increments D Criens Statistics & Probability Letters 146, 161-167, 2019 | 4 | 2019 |
Nonlinear semimartingales and Markov processes with jumps D Criens, L Niemann Journal of Evolution Equations 25 (1), 21, 2025 | 3 | 2025 |
A class of multidimensional nonlinear diffusions with the Feller property D Criens, L Niemann Statistics & Probability Letters 208, 110057, 2024 | 3 | 2024 |
Separating times for one-dimensional diffusions D Criens, M Urusov arXiv preprint arXiv:2211.06042, 2022 | 3 | 2022 |
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 | 3 | 2022 |
On absolute continuity and singularity of multidimensional diffusions D Criens | 3 | 2021 |
Lyapunov criteria for the Feller–Dynkin property of martingale problems D Criens Stochastic Processes and their Applications 130 (5), 2693-2736, 2020 | 3 | 2020 |