Publications

2024

• Product formulas for multiple stochastic integrals associated with Lévy processesDi Tella, P., Geiss, H. & Steinicke, A., 2024, In: Collectanea Mathematica. 2024Electronic (full-text) versionResearch output: Contribution to journal > Research article
• SPDEs driven by standard symmetric α-stable cylindrical Lévy processes: Existence, Lyapunov functionals and Itô formulaBodó, G., Riedle, M. & Týbl, O., 2024, In: Electronic journal of probability. 29, 79Electronic (full-text) versionResearch output: Contribution to journal > Research article

2023

• Asymptotics of non-local perimetersCygan, W. & Grzywny, T., Dec 2023, In: Annali di Matematica Pura ed Applicata. 202, 6, p. 2629-2651, 23 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Lévy Langevin Monte CarloOechsler, D., 10 Nov 2023, In: Statistics and Computing. 34 (2024), 1, 15 p., 37Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Rezension: „Von der Mathematisierung in der Ökonomie zur modernen Finanzmathematik (Agnes Handwerk)“Keller-Ressel, M., Oct 2023, In: Mathematische Semesterberichte. 70, 2, p. 175–177, 3 p.Electronic (full-text) versionResearch output: Contribution to journal > Book/Film review (Recension)
• Approximation of the invariant measure of stable SDEs by an Euler–Maruyama schemeChen, P., Deng, C. S., Schilling, R. L. & Xu, L., Sep 2023, In: Stochastic processes and their applications. 163, p. 136-167, 32 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• State space decomposition and classification of term structure shapes in the two-factor Vasicek modelKeller-Ressel, M. & Sachse, F., 1 Aug 2023, In: International journal of theoretical and applied finance. 26, 4-5, 2350013Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Quasi-infinite divisibility of a class of distributions with discrete partBerger, D. & Kutlu, M., 1 May 2023, In: Proceedings of the American Mathematical Society. 151, 5, p. 2211-2224, 14 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• On the interpolation constants for variable Lebesgue spacesKarlovych, O. & Shargorodsky, E., 8 Apr 2023, In: Mathematische Nachrichten. 296, 7, p. 2877-2902, 26 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• On q-scale functions of spectrally negative Lévy processesBehme, A. D., Oechsler, D. C. & Schilling, R. L., 2 Mar 2023, In: Advances in Applied Probability. 55, 1, p. 56 - 84, 29 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article