Publications

2021

• 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
• Communications and controlFitzek, F. H., Steinbach, E., Cabrera G., J. A., Latzko, V., Zhang, J., Lu, Y., Sefunç, M. & 6 others, 1 Jan 2021, Tactile Internet: with Human-in-the-Loop. Elsevier, p. 249-275, 27 p.Electronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Chapter in book/Anthology/Report
• Martingale Representation in the Enlargement of the Filtration Generated by a Point ProcessJeanblanc, M. & Di Tella, P., Jan 2021, In: Stochastic Processes and their Applications. 131, 131, p. 103-121, 19 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• A 2 x 2 random switching model and its dual risk modelBehme, A. D. & Strietzel, P. L., 2021, In: Queueing Systems: Theory and Applications. 99, p. 27–64Research output: Contribution to journal > Research article
• A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processesFerger, D., 2021, In: Kybernetika. 57, 3, p. 426-445, 20 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Construction and heat kernel estimates of general stable-like Markov processesKnopova, V., Kulik, A. & Schilling, R. L., 2021, In: Dissertationes Mathematicae. 569, p. 4-86, 83 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Counterexamples in measure and integrationSchilling, R. L. & Kühn, F., 2021, Cambridge: Cambridge University PressElectronic (full-text) versionResearch output: Book/Report/Anthology > Monograph