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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184 Entries
2016
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Complete bernstein functions and subordinators with nested ranges. A note on a paper by P. Marchal, 2016, In: Electronic communications in probability : ECP. 21, p. 1-5Electronic (full-text) versionResearch output: Contribution to journal > Research article
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On the Predictable Representation Property of Compensated-Covariation Stable Families of Martingales, 2016, In: Theory of probability and its applications. 2026, 60(1), p. 19-44Research output: Contribution to journal > Research article
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On the range of exponential functionals of Lévy processes, 2016, In: Séminaire de Probabilités . XLVIII, p. 267-302Research output: Contribution to journal > Research article
2015
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On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion, 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
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Estimation of rating classes and default probabilities in credit risk models with dependencies, 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
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Asymptotic properties of brownian motion delayed by inverse subordinators, 1 Oct 2015, In: Proceedings of the American Mathematical Society. 143, 10, p. 4485-4501, 17 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes, 27 Jul 2015, In: Stochastic processes and their applications. 125, 10, p. 3851-3878, 28 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Stochastic solutions for fractional wave equations, 1 Jun 2015, In: Nonlinear dynamics. 80, 4, p. 1685-1695, 11 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Reflected spectrally negative stable processes and their governing equations, 20 Apr 2015, In: Transactions of the American Mathematical Society. 368, 1, p. 227-248, 22 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Martingales, 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
This information is provided by the FIS.
Preprints
Dresdner Schriften zur Mathematischen Stochastik
(Dresden Publications on Mathematical Stochastics, 1994 - 2021)
Dresdner Schriften zur Versicherungsmathematik
(Dresden Publications on Insurance Mathematics, 1994 - 2016)