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David Criens

Identifiers

  • name variant David Criens 0.60 · backfill

Papers (10)

  1. Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs math.PR · 2023 · author #1
  2. A limit theory for controlled McKean-Vlasov SPDEs math.PR · 2023 · author #1
  3. Cylindrical Martingale Problems Associated with L\'evy Generators math.PR · 2017 · author #1
  4. Absolute Continuity of Semimartingales math.PR · 2017 · author #1
  5. Deterministic Criteria for the Absence and Existence of Arbitrage in Multi-Dimensional Diffusion Markets q-fin.MF · 2016 · author #1
  6. A Note on Real-World and Risk-Neutral Dynamics for Heath-Jarrow-Morton Frameworks math.PR · 2016 · author #1
  7. Monotone and Convex Stochastic Orders for Processes with Independent Increments math.PR · 2016 · author #1
  8. Structure Preserving Equivalent Martingale Measures for $\mathscr{H}$-SII Models math.PR · 2016 · author #1
  9. Martingale Property in Terms of Semimartingale Problems math.PR · 2016 · author #1
  10. Martingale property of exponential semimartingales: a note on explicit conditions and applications to financial models q-fin.MF · 2015 · author #1

Mentions

  • 2312.08331 #1 · arxiv_oai · confidence 0.70 David Criens
  • 2310.00928 #1 · arxiv_oai · confidence 0.70 David Criens

Frequent Coauthors