Publications

2015

• MartingalesSchilling, R. L., 26 Mar 2015, International Encyclopedia of the Social & Behavioral Sciences: Second Edition. Elsevier Inc., p. 630-634, 5 p.Electronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Chapter in book/anthology/report
• Lower bounds of the Hausdorff dimension for the images of Feller processesKnopova, V., Schilling, R. L. & Wang, J., 1 Feb 2015, In: Statistics and Probability Letters. 97, p. 222-228, 7 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• A criterion for invariant measures of Itô processes based on the symbolBehme, A. & Schnurr, A., 2015, In:  Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability. 21, 3, p. 1697-1718Electronic (full-text) versionResearch output: Contribution to journal > Research article
• A remark on Gatheral's 'most-likely path approximation' of implied volatilityKeller-Ressel, M. & Teichmann, J., 2015, Large Deviations and Asymptotic Methods in Finance. K. Friz, P., Gatheral, J., Gulisashvili, A., Jacquier, A. & Teichmann, J. (eds.). Springer, Cham, Vol. 110Research output: Contribution to book/conference proceedings/anthology/report > Conference contribution
• Arginf–stets of multivariate cadlag processes and their convergence in hyperspace topologiesFerger, D., 2015, In: Theory of stochastic processes. 20(36), 2, p. 13-41, 28 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Correlation structure of time-changed levy processesLeonenko, N. N., Meerschaert, M. M., Schilling, R. L. & Sikorskii, A., 2015, In: Communications in applied and industrial mathematics : CAIM. 6, 1, e-483Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Exponential Moments of Affine ProcessesKeller-Ressel, M. & Mayerhofer, E., 2015, In: Annals of Applied Probability. 2Research output: Contribution to journal > Research article
• On level and collision sets of some Feller processesKnopova, V. & Schilling, R. L., 2015, In: Alea : Latin American journal of probability and mathematical statistics. 2015, 12, p. 1001-1029, 29 p.Research output: Contribution to journal > Research article
• On the Predictable Representation Property of Martingales Associated with Lévy ProcessesDi Tella, P. & Engelbert, H., 2015, In:  Stochastics : an international journal of probability and stochastic processes. p. 170-184Research output: Contribution to journal > Research article
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noiseKovács, M., Lindner, F. & Schilling, R. L., 2015, In: SIAM ASA journal on uncertainty quantification. 3, 1, p. 1159-1199, 41 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article