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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189 Entries
2023
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Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation, 2023, In: Theory of probability and mathematical statistics . 109, p. 3-35, 33 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Maximal inequalities and some applications*, 2023, In: Probability Surveys. 20, none, p. 382-485, 4 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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On moments of downward passage times for spectrally negative Lévy processes, 2023, In: Journal of Applied Probability. 60, 2, p. 452-464, 13 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
2022
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Sharp estimates for conditionally centered moments and for compact operators on LP spaces, 18 Dec 2022, In: Mathematische Nachrichten. 296, 1, p. 368-381, 14 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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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
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)