Publications

2022

• Lévy processes, generalized moments and uniform integrabilityBerger, D., Kühn, F. & Schilling, R. L., 2022, In: Probability and Mathematical Statistics. 42, 1, p. 109-131, 23 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Martingale Representation in Progressively Enlarged Lévy FiltrationsDi Tella, P. & Engelbert, H., 2022, In:  Stochastics : an international journal of probability and stochastic processes. 2022, 2Research output: Contribution to journal > Research article
• On the Liouville and strong Liouville properties for a class of non-local operatorsBerger, D. & Schilling, R. L., 2022, In: Mathematica Scandinavica. 128, 2, p. 365-388, 24 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Stochastic integration with respect to canonical α-stable cylindrical Lévy processesBodó, G. & Riedle, M., 2022, In: Electronic journal of probability. 27, 157Electronic (full-text) versionResearch output: Contribution to journal > Research article

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