Publications
Publications
For more information, please visit the individual pages of our professors:
Anita Behme, Dietmar Ferger, Martin Keller-Ressel und René L. Schilling
and other teaching staff.
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168 Entries
2023
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Approximation of the invariant measure of stable SDEs by an Euler–Maruyama scheme , Sep 2023, 163, p. 136-167, 32 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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State space decomposition and classification of term structure shapes in the two-factor Vasicek model , 1 Aug 2023, 26, 4-5, 2350013Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Quasi-infinite divisibility of a class of distributions with discrete part , 1 May 2023, 151, 5, p. 2211-2224, 14 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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On q-scale functions of spectrally negative Lévy processes , 2 Mar 2023, 55, 1, p. 56 - 84, 29 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process , Mar 2023, 37, 1, p. 140-154, 15 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Strain-minimizing hyperbolic network embeddings with landmarks , 1 Feb 2023, 11, 1, cnad002Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Large deviations for stochastic nonlinear systems of slow–fast diffusions with non-Gaussian Lévy noises , Jan 2023, 148, 104304Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Distributional hyperspace-convergence of Argmin-sets in convex -estimation , 2023, 109, p. 3-35, 33 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Maximal inequalities and some applications* , 2023, 20, none, p. 382-485, 4 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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On moments of downward passage times for spectrally negative Lévy processes , 2023, 60, 2, p. 452-464, 13 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
Preprints
Dresdner Schriften zur Mathematischen Stochastik
(Dresden Publications on Mathematical Stochastics, 1994 - 2021)
Dresdner Schriften zur Versicherungsmathematik
(Dresden Publications on Insurance Mathematics, 1994 - 2016)