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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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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Central limit theorem for the capacity of the range of stable random walks, 2022, In: Stochastics. 94, 2, p. 226-247, 22 p.Electronic (full-text) versionResearch output: Contribution to journal > Review article
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Convex hulls of stable random walks, 2022, In: Electronic journal of probability. 27, 98Electronic (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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Decay of harmonic functions for discrete time Feynman–Kac operators with confining potentials, 2022, In: Alea (Rio de Janeiro). 19, 1, p. 1071-1101, 31 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
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Stochastic integration with respect to canonical α-stable cylindrical Lévy processes, 2022, In: Electronic journal of probability. 27, 157Electronic (full-text) versionResearch output: Contribution to journal > Research article
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)