Publications

2024

• The Liouville theorem for a class of Fourier multipliers and its connection to couplingSchilling, R. L., Berger, D. & Shargorodsky, E., 2024, In: Bulletin of the London Mathematical Society. 2024, 56, p. 2374 - 2394Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Wasserstein-1 distance between SDEs driven by Brownian motion and stable processesSchilling, R. L., Deng, C. & Xu, L., 2024, In:  Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and ProbabilityResearch output: Contribution to journal > Research article

2023

• Lévy Langevin Monte CarloOechsler, D., 10 Nov 2023, In: Statistics and Computing. 34 (2024), 1, 15 p., 37Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Rezension: „Von der Mathematisierung in der Ökonomie zur modernen Finanzmathematik (Agnes Handwerk)“Keller-Ressel, M., Oct 2023, In: Mathematische Semesterberichte. 70, 2, p. 175–177, 3 p.Electronic (full-text) versionResearch output: Contribution to journal > Book/Film review (Recension)
• Approximation of the invariant measure of stable SDEs by an Euler–Maruyama schemeChen, P., Deng, C. S., Schilling, R. L. & Xu, L., Sep 2023, In: Stochastic processes and their applications. 163, p. 136-167, 32 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• State space decomposition and classification of term structure shapes in the two-factor Vasicek modelKeller-Ressel, M. & Sachse, F., 1 Aug 2023, In: International journal of theoretical and applied finance. 26, 4-5, 2350013Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Quasi-infinite divisibility of a class of distributions with discrete partBerger, D. & Kutlu, M., 1 May 2023, In: Proceedings of the American Mathematical Society. 151, 5, p. 2211-2224, 14 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• On q-scale functions of spectrally negative Lévy processesBehme, A. D., Oechsler, D. C. & Schilling, R. L., 2 Mar 2023, In: Advances in Applied Probability. 55, 1, p. 56 - 84, 29 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical processFerger, D., Mar 2023, In: Brazilian journal of probability and statistics. 37, 1, p. 140-154, 15 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Strain-minimizing hyperbolic network embeddings with landmarksKeller-Ressel, M. & Nargang, S., 1 Feb 2023, In: Journal of complex networks. 11, 1, cnad002Electronic (full-text) versionResearch output: Contribution to journal > Research article