Publications

2017

• Asymptotic tail bounds for the Dempfle-Stute estimator in general regression modelsFerger, D., 2017, From Statistics to Mathematical Finance. Festschrift in Honour of Winfried Stute. Springer, Cham, p. 129-156, 27 p.Electronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Chapter in book/Anthology/Report
• Density estimation via best L²-approximation on classes of step functionsFerger, D. & Venz, J., 2017, In: Kybernetika. 53, 2, p. 198-219, 22 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Geometric Asian Option Pricing in General Affine Stochastic Volatility Models with JumpsHubalek, F., Keller-Ressel, M. & Sgarra, C., 2017, In: Quantitative Finance. 17, 6, p. 873-888Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Harnack inequalities for SDEs driven by time-changed fractional brownian motionsDeng, C. S. & Schilling, R. L., 2017, In: Electronic journal of probability. 22, 71Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Temporal rainfall disaggregation under minimum data requirementsBlumensaat, F., Pavlik, D., Schubert, K., Tönnies, A., Bernhofer, C. & Krebs, P., 2017, 9th International Workshop on Precipitation in Urban Areas: Urban Challenges in Rainfall Analysis, UrbanRain 2012. p. 16-21, 6 p.Research output: Contribution to book/conference proceedings/anthology/report > Conference contribution
• Wahrscheinlichkeit: eine Einführung für Bachelor-StudentenSchilling, R. L., 2017, Berlin: de Gruyter, 232 p.Electronic (full-text) versionResearch output: Book/Report/Anthology > Monograph

2016

• The Chaotic Representation Property of Compensated-Covariation Stable Families of MartingalesDi Tella, P. & Engelbert, H., Nov 2016, In: The Annals of Probability. 2016, 44(6), p.  3965-4005Research output: Contribution to journal > Research article
• Affine Processes on Symmetric ConesCuchiero, C., Keller-Ressel, M., Mayerhofer, E. & Teichmann, J., 1 Jun 2016, In: Journal of Theoretical Probability. 29, 2, p. 359-422, 64 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Moderate Deviations and Strassen’s Law for Additive ProcessesKühn, F. & Schilling, R. L., 1 Jun 2016, In: Journal of Theoretical Probability. 29, 2, p. 632-652, 21 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• A Stefan-type stochastic moving boundary problemKeller-Ressel, M. & Müller, M., 2016, In: Stochastics and Partial Differential Equations: Analysis and Computations. 4Research output: Contribution to journal > Research article