Publications

2017

• 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
• Complete bernstein functions and subordinators with nested ranges. A note on a paper by P. MarchalDeng, C. S. & Schilling, R. L., 2016, In:  Electronic communications in probability : ECP. 21, p. 1-5Electronic (full-text) versionResearch output: Contribution to journal > Research article
• On the Predictable Representation Property of Compensated-Covariation Stable Families of MartingalesDi Tella, P. & Engelbert, H., 2016, In: Theory of probability and its applications. 2026, 60(1), p. 19-44Research output: Contribution to journal > Research article
• On the range of exponential functionals of Lévy processesBehme, A. D., Lindner, A. & Maejima, M., 2016, In: Séminaire de Probabilités . XLVIII, p. 267-302Research output: Contribution to journal > Research article

2015

• On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian MotionDeng, C. S. & Schilling, R. L., 2 Nov 2015, In: Stochastic Analysis and Applications. 33, 6, p. 975-993, 19 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Estimation of rating classes and default probabilities in credit risk models with dependenciesTillich, D. & Ferger, D., 1 Nov 2015, In: Applied stochastic models in business and industry. 31, 6, p. 762-781, 20 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article