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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161 Entries
2022
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Optimal Dividends for a Two-Dimensional Risk Model with Simultaneous Ruin of Both Branches , 2 Jun 2022, In: Risks. 10, 6, 116Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Impact of self-coiling catheters for continuous popliteal sciatic block on postoperative pain level and dislocation rate: a randomized controlled trial , 24 May 2022, In: BMC Anesthesiology. 22, 1, 159Electronic (full-text) versionResearch output: Contribution to journal > Research article
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A Cramér–Wold device for infinite divisibility of Zd-valued distributions , May 2022, In: Bernoulli. 28, 2, p. 1276-1283, 8 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory , May 2022, In: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability. 28, 2, p. 1309–1339, 31 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Bochner's subordination and fractional caloric smoothing in Besov and Triebel–Lizorkin spaces , Feb 2022, In: Mathematische Nachrichten. 295, 2, p. 363-376, 14 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Convolution inequalities for Besov and Triebel–Lizorkin spaces, and applications to convolution semigroups , 2022, In: Studia Mathematica. 262, 1, p. 93-119, 27 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Lévy processes, generalized moments and uniform integrability , 2022, In: Probability and Mathematical Statistics. 42, 1, p. 109-131, 23 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Martingale Representation in Progressively Enlarged Lévy Filtrations , 2022, In: Stochastics : an international journal of probability and stochastic processes. 2022, 2Research output: Contribution to journal > Research article
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On the Liouville and strong Liouville properties for a class of non-local operators , 2022, In: Mathematica Scandinavica. 128, 2, p. 365-388, 24 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
2021
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Brownian motion: A guide to random processes and stochastic calculus , 7 Sep 2021, de Gruyter, 519 p.Electronic (full-text) versionResearch output: Book/Report/Anthology > Monograph
Preprints
Dresdner Schriften zur Mathematischen Stochastik
(Dresden Publications on Mathematical Stochastics, 1994 - 2021)
Dresdner Schriften zur Versicherungsmathematik
(Dresden Publications on Insurance Mathematics, 1994 - 2016)