Publications

2021

• Limit theorems for a stable sausageCygan, W., Sandrić, N. & Šebek, S., 1 Nov 2021, In: Stochastics and Dynamics. 21, 7, 2150041Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Continuity properties and the support of killed exponential functionalsBehme, A. D., Lindner, A., Reker, J. & Rivero, V., Oct 2021, In: Stochastic Processes and their Applications. 140, p. 115–146, 32 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Brownian motion: A guide to random processes and stochastic calculusSchilling, R. L., 7 Sep 2021, de Gruyter, 519 p.Electronic (full-text) versionResearch output: Book/Report/Anthology > Monograph
• Schauder Estimates for Poisson Equations Associated with Non-local Feller GeneratorsKühn, F., Sep 2021, In: Journal of Theoretical Probability. 34, 3, p. 1506-1578, 73 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• THE CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL - A TOTAL POSITIVITY APPROACHKeller-Ressel, M., Aug 2021, In: International journal of theoretical and applied finance. 24, 5, 27 p., 2150027Electronic (full-text) versionResearch output: Contribution to journal > Research article
• A Liouville theorem for Lévy generatorsKühn, F., Jul 2021, In: Positivity. 25, 3, p. 997-1012, 16 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• For which functions are 𝑓(𝑋_{𝑡})-𝔼𝕗(𝕏_{𝕥}) and 𝕘(𝕏_{𝕥})/𝔼𝕘(𝕏_{𝕥}) martingales?Kühn, F. & Schilling, R. L., Jul 2021, In: Theory of probability and mathematical statistics . 105, p. 79-91, 13 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Asymptotic behaviour and functional limit theorems for a time changed Wiener processKondratiev, Y., Mishura, Y. & Schilling, R. L., Mar 2021, In: Statistics and Probability Letters. 170, 108997Electronic (full-text) versionResearch output: Contribution to journal > Research article
• The hyperbolic geometry of financial networksKeller-Ressel, M. & Nargang, S., 26 Feb 2021, In: Scientific reports. 11, 1, 12 p., 4732Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Interior Schauder Estimates for Elliptic Equations Associated with Lévy OperatorsKühn, F., 23 Jan 2021, In: Potential Analysis. 56 (2022), 3, p. 459-481, 23 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article