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Pietro Siorpaes
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Позовавания
Година
Pathwise versions of the Burkholder–Davis–Gundy inequality
M Beiglböck, P Siorpaes
482015
Pathwise stochastic calculus with local times
M Davis, J Obłój, P Siorpaes
332018
Structure of martingale transports in finite dimensions
J Obłój, P Siorpaes
arXiv preprint arXiv:1702.08433, 2017
242017
Optimal investment and price dependence in a semi-static market
P Siorpaes
Finance and Stochastics 19, 161-187, 2015
16*2015
Do Arbitrage‐Free Prices Come from Utility Maximization?
P Siorpaes
Mathematical Finance 26 (3), 602-616, 2016
13*2016
Riemann-integration and a new proof of the Bichteler–Dellacherie theorem
M Beiglböck, P Siorpaes
Stochastic Processes and their Applications 124 (3), 1226-1235, 2014
13*2014
Local times and Tanaka–Meyer formulae for càdlàg paths
RM Łochowski, J Obłój, DJ Prömel, P Siorpaes
Electronic Journal of Probability 26, 1-29, 2021
112021
Applications of pathwise Burkholder–Davis–Gundy inequalities
P Siorpaes
72018
On a dyadic approximation of predictable processes of integrable variation
P Siorpaes
arXiv preprint arXiv:1306.6238, 2013
4*2013
How to quantise probabilities while preserving their convex order
M Massa, P Siorpaes
arXiv preprint arXiv:2206.10514, 2022
12022
Differentiation of measures on a non-separable space, and the Radon-Nikodym theorem
O Mostovyi, P Siorpaes
arXiv preprint arXiv:1909.03505, 2019
12019
Pricing of contingent claims in large markets
O Mostovyi, P SIORPAES
2023 Joint Mathematics Meetings (JMM 2023), 0
1
Differentiation of measures on an arbitrary measurable space
O Mostovyi, P Siorpaes
Journal of Mathematical Analysis and Applications 528 (1), 127438, 2023
2023
An abstract decomposition of measures and its many applications
A Milazzo, P Siorpaes
arXiv preprint arXiv:2204.07487, 2022
2022
Report of group B Optimal Transport and Stochastic Analysis Junior Hausdorff Trimester Program on Optimal transport January–April 2015 Goals and Group
N Perkowski, D Prömel, P Siorpaes
2015
RIEMANN-INTEGRATION AND A NEW PROOF OF THE BICHTELER–DELLACHERIE THEOREM
MB ÖCK, P SIORPAES
arXiv preprint arXiv:1201.1996, 2012
2012
A SIMPLE PROOF OF THE BICHTELER–DELLACHERIE–MOKOBODZKI THEOREM
M BEIGLBÖCK, P SIORPAES
arXiv preprint arXiv:1201.1996, 2012
2012
and Probability
S BACALLADO, S FAVARO, L TRIPPA, S ENGELKE, Z KABLUCHKO, ...
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