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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175 Entries
2022
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Moments of the Ruin Time in a Lévy Risk Model , Dec 2022, In: Methodology and Computing in Applied Probability. 24, 4, p. 3075-3099, 25 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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On the Propagation of the Weak Representation Property in Independently Enlarged Filtrations: The General Case , Dec 2022, In: Journal of Theoretical Probability. 35, 4, p. 2194-2216, 23 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Analytical and Computational Problems Related to Fractional Gaussian Noise , Nov 2022, In: Fractal and Fractional. 6, 11, 620Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Upper functions for sample paths of Lévy(-type) processes , Nov 2022, In: Bernoulli. 28, 4, p. 2874-2908, 35 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Feller generators with measurable lower order terms , 20 Oct 2022, In: Positivity. 26 (2022), 5, 41 p., 85Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Singular integrals of subordinators with applications to structural properties of SPDEs , 1 Sep 2022, In: Transactions of the American Mathematical Society. 375, 9, p. 6043-6073, 31 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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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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On interpolation of reflexive variable Lebesgue spaces on which the Hardy-Littlewood maximal operator is bounded , 1 Jun 2022, In: Georgian Mathematical Journal. 29, 3, p. 347-352, 6 p.Electronic (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
Preprints
Dresdner Schriften zur Mathematischen Stochastik
(Dresden Publications on Mathematical Stochastics, 1994 - 2021)
Dresdner Schriften zur Versicherungsmathematik
(Dresden Publications on Insurance Mathematics, 1994 - 2016)