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

Homogenization of symmetric lévy processes on R^dSchilling, R. L. & Uemura, T., 2021, In: Revue Roumaine de Mathematiques Pures et Appliquees. 66, 1, p. 243-253, 11 p.Research output: Contribution to journal > Research article
On infinitesimal generators of sublinear markov semigroupsKühn, F., 2021, In: Osaka Journal of Mathematics. 58, 3, p. 487-508, 22 p.Research output: Contribution to journal > Research article
On Multivariate Quasi-infinitely Divisible DistributionsBerger, D., Kutlu, M. & Lindner, A., 2021, A Lifetime of Excursions Through Random Walks and Lévy Processes : A Volume in Honour of Ron Doney’s 80th Birthday. Springer Nature, p. 87-120, 34 p.Electronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Chapter in book/Anthology/Report
On the law of killed exponential functionalsBehme, A. D., Lindner, A. & Reker, J., 2021, In: Electronic Journal of Probability. 26, 60, p. 1-35, 60Electronic (full-text) versionResearch output: Contribution to journal > Research article
On the locations of maxima and minima in a sequence of exchangeable random variablesFerger, D., 2021, In: Theory of probability and mathematical statistics . 105, p. 35-50, 16 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article

Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operatorsKaleta, K. & Schilling, R. L., 1 Oct 2020, In: Journal of functional analysis. 279, 6, 108606Electronic (full-text) versionResearch output: Contribution to journal > Research article
Lévy driven CARMA generalized processes and stochastic partial differential equationsBerger, D., Oct 2020, In: Stochastic processes and their applications. 130, 10, p. 5865-5887, 23 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
Forward invariance and Wong-Zakai approximation for stochastic moving boundary problemsKeller-Ressel, M. & Mueller, M. S., Sep 2020, In: Journal of evolution equations. 20, 3, p. 869-929, 61 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
A comparison principle between rough and non-rough Heston models-with applications to the volatility surfaceKeller-Ressel, M. & Majid, A., 2 Jun 2020, In: Quantitative finance. 20, 6, p. 919-933, 15 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
Semistatic and sparse variance-optimal hedgingDi Tella, P., Haubold, M. & Keller-Ressel, M., Apr 2020, In: Mathematical finance. 30, 2, p. 403-425, 23 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article

Dresdner Schriften zur Mathematischen Stochastik
(Dresden Publications on Mathematical Stochastics, 1994 - 2021)
Dresdner Schriften zur Versicherungsmathematik
(Dresden Publications on Insurance Mathematics, 1994 - 2016)

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