David Criens

Available identifiers

zbMath Open criens.davidMaRDI QIDQ785425

List of research outcomes

Publication	Date of Publication	Type
Nonlinear continuous semimartingales	2024-01-17	Paper
Set-valued propagation of chaos for controlled path-dependent McKean-Vlasov SPDEs	2023-12-13	Paper
On the relation of one-dimensional diffusions on natural scale and their speed measures	2023-11-21	Paper
A stochastic representation theorem for sublinear semigroups with non-local generators	2023-11-06	Paper
Nonlinear Semimartingales and Markov Processes with Jumps	2023-10-16	Paper
A limit theory for controlled McKean-Vlasov SPDEs	2023-10-02	Paper
Robust utility maximization with nonlinear continuous semimartingales	2023-09-20	Paper
On the Feller-Dynkin and the martingale property of one-dimensional diffusions	2023-08-02	Paper
Propagation of chaos for weakly interacting mild solutions to stochastic partial differential equations	2023-07-24	Paper
Criteria for NUPBR, NFLVR and the existence of EMMs in integrated diffusion markets	2023-06-20	Paper
A convergence theorem for Crandall-Lions viscosity solutions to path-dependent Hamilton-Jacobi-Bellman PDEs	2023-04-18	Paper
Separating Times for One-Dimensional Diffusions	2022-11-11	Paper
On a theorem by A.S. Cherny for semilinear stochastic partial differential equations	2022-09-29	Paper
Stochastic Processes under Parameter Uncertainty	2022-09-21	Paper
A parabolic Harnack principle for balanced difference equations in random environments	2022-07-15	Paper
On the existence of semimartingales with continuous characteristics	2022-07-05	Paper
A class of multidimensional nonlinear diffusions with the Feller property	2022-05-31	Paper
Markov selections and Feller properties of nonlinear diffusions	2022-05-30	Paper
A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations	2022-01-06	Paper
On absolute continuity and singularity of multidimensional diffusions	2021-07-21	Paper
Correction to: ``Cylindrical martingale problems associated with Lévy generators	2020-08-06	Paper
A NOTE ON REAL-WORLD AND RISK-NEUTRAL DYNAMICS FOR HEATH–JARROW–MORTON FRAMEWORKS	2020-08-05	Paper
No arbitrage in continuous financial markets	2020-06-18	Paper
Limit theorems for cylindrical martingale problems associated with Lévy generators	2020-05-19	Paper
Lyapunov criteria for the Feller-Dynkin property of martingale problems	2020-04-01	Paper
Cylindrical martingale problems associated with Lévy generators	2019-07-18	Paper
Couplings for processes with independent increments	2019-02-20	Paper
Absolute continuity of semimartingales	2019-02-14	Paper
Structure-preserving equivalent martingale measures for ℋ-SII models	2018-09-26	Paper
A note on the monotone stochastic order for processes with independent increments	2018-07-03	Paper
Martingale property of exponential semimartingales: a note on explicit conditions and applications to asset price and Libor models	2018-04-06	Paper
DETERMINISTIC CRITERIA FOR THE ABSENCE AND EXISTENCE OF ARBITRAGE IN MULTI-DIMENSIONAL DIFFUSION MARKETS	2018-03-15	Paper
Monotone and Convex Stochastic Orders for Processes with Independent Increments	2016-06-15	Paper
Martingale Property in Terms of Semimartingale Problems	2016-05-27	Paper

Research outcomes over time

Doctoral students

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