Pathwise versions of the Burkholder–Davis–Gundy inequality M Beiglböck, P Siorpaes | 48 | 2015 |
Pathwise stochastic calculus with local times M Davis, J Obłój, P Siorpaes | 33 | 2018 |
Structure of martingale transports in finite dimensions J Obłój, P Siorpaes arXiv preprint arXiv:1702.08433, 2017 | 24 | 2017 |
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 | 11 | 2021 |
Applications of pathwise Burkholder–Davis–Gundy inequalities P Siorpaes | 7 | 2018 |
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 | 1 | 2022 |
Differentiation of measures on a non-separable space, and the Radon-Nikodym theorem O Mostovyi, P Siorpaes arXiv preprint arXiv:1909.03505, 2019 | 1 | 2019 |
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, ... | | |