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.
______________________________________________________________________________
158 Entries
2018
-
Implied volatility in strict local martingale models , 2018, In: SIAM Journal on Financial MathematicsResearch output: Contribution to journal > Research article
-
Laplace symbols and invariant distributions , 2018, In: Statistics and Probability Letters. 137, p. 217-223Research output: Contribution to journal > Research article
-
On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics. , 2018, In: Statistics and Probability Letters. p. 63-69, 7 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
-
Weak convergence of probability measures to Choquet capacity functionals. , 2018, In: Turkish Journal of MathematicsElectronic (full-text) versionResearch output: Contribution to journal > Research article
2017
-
Subgeometric rates of convergence for Markov processes under subordination , 1 Mar 2017, In: Advances in Applied Probability. 49, 1, p. 162-181, 20 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
-
From statistics to mathematical finance: Festschrift in honour of winfried stute , 1 Jan 2017, Springer International Publishing, 440 p.Electronic (full-text) versionResearch output: Book/Report/Anthology > Monograph
-
Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process , 2017, In: Transactions of the American Mathematical Society. 369, 3, p. 1547-1577, 31 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
-
A class of scale mixtures of gamma(k)-distributions that are generalized gamma convolutions , 2017, In: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability. 23, p. 773-787Research output: Contribution to journal > Research article
-
Asymptotic tail bounds for the Dempfle-Stute estimator in general regression models , 2017, From Statistics to Mathematical Finance. Festschrift in Honour of Winfried Stute. Springer, Cham, p. 129-156, 27 p.Electronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Chapter in book/anthology/report
-
Density estimation via best L2-approximation on classes of step functions , 2017, In: Kybernetika. 53, 2, p. 198-219, 22 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
Preprints
Dresdner Schriften zur Mathematischen Stochastik
(Dresden Publications on Mathematical Stochastics, 1994 - 2021)
Dresdner Schriften zur Versicherungsmathematik
(Dresden Publications on Insurance Mathematics, 1994 - 2016)