Pathwise superreplication via Vovk's outer measure. - Mathias Beiglböck; Alexander M. G. Cox; Martin Huesmann; Nicolas Perkowski; David J. Prömel (Finance Stochastics, 2017)

One-dimensional game-theoretic differential equations. - Rafal M. Lochowski; Nicolas Perkowski; David J. Prömel (Int. J. Approx. Reason., 2022)

Pathwise convergence of the Euler scheme for rough and stochastic differential equations. - Andrew L. Allan; Anna P. Kwossek; Chong Liu; David J. Prömel (CoRR, 2023)

Neural stochastic Volterra equations: learning path-dependent dynamics. - David J. Prömel; David Scheffels (CoRR, 2024)

Universal approximation property of neural stochastic differential equations. - Anna P. Kwossek; David J. Prömel; Josef Teichmann (CoRR, 2025)