Daniel Bartl

Available identifiers

zbMath Open bartl.danielMaRDI QIDQ670751

List of research outcomes

Publication	Date of Publication	Type
Nonasymptotic Convergence Rates for the Plug-in Estimation of Risk Measures	2024-03-01	Paper
A uniform Dvoretzky-Kiefer-Wolfowitz inequality	2023-12-11	Paper
Optimal non-gaussian Dvoretzky-Milman embeddings	2023-09-21	Paper
Empirical approximation of the gaussian distribution in $\mathbb{R}^d$	2023-09-05	Paper
On a variance dependent Dvoretzky-Kiefer-Wolfowitz inequality	2023-08-09	Paper
Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance	2023-07-04	Paper
On Monte-Carlo methods in convex stochastic optimization	2022-10-10	Paper
Structure preservation via the Wasserstein distance	2022-09-15	Paper
Random embeddings with an almost Gaussian distortion	2022-04-14	Paper
Estimating processes in adapted Wasserstein distance	2022-03-21	Paper
Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness	2022-03-01	Paper
Limits of random walks with distributionally robust transition probabilities	2022-01-06	Paper
Duality theory for robust utility maximisation	2021-08-27	Paper
The Wasserstein space of stochastic processes	2021-04-29	Paper
Functional inequalities for forward and backward diffusions	2020-09-29	Paper
Computational aspects of robust optimized certainty equivalents and option pricing	2020-05-14	Paper
Conditional nonlinear expectations	2020-01-24	Paper
Pathwise superhedging on prediction sets	2019-12-27	Paper
Stochastic integration and differential equations for typical paths	2019-09-19	Paper
Duality for pathwise superhedging in continuous time	2019-06-27	Paper
Exponential utility maximization under model uncertainty for unbounded endowments	2019-03-20	Paper
A pointwise bipolar theorem	2019-02-12	Paper
Robust expected utility maximization with medial limits	2018-12-20	Paper
Duality for increasing convex functionals with countably many marginal constraints	2016-12-21	Paper
Duality for increasing convex functionals with countably many marginal constraints	2015-09-29	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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