Publications

2018

• Markov Chain Approximation of Pure Jump ProcessesMimica, A., Sandrić, N. & Schilling, R. L., 1 Dec 2018, In: Acta applicandae mathematicae. 158, 1, p. 167-206, 40 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• A probabilistic proof of the breakdown of Besov regularity in L-shaped domainsKnopova, V. & Schilling, R. L., 2018, Stochastic Partial Differential Equations and Related Fields - In Honor of Michael Röckner SPDERF, 2016. Trutnau, G., Eberle, A., Hoh, W., Kassmann, M., Grothaus, M. & Stannat, W. (eds.). Springer Verlag, New York, p. 473-488, 16 p.Electronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Conference contribution
• Detecting independence of random vectors: generalized distance covariance and Gaussian covariance.Böttcher, B., Keller-Ressel, M. & Schilling, R., 2018, In: Modern Stochastics: Theory and ApplicationsResearch output: Contribution to journal > Research article
• Implied volatility in strict local martingale modelsJacquier, A. & Keller-Ressel, M., 2018, In: SIAM Journal on Financial MathematicsResearch output: Contribution to journal > Research article
• Laplace symbols and invariant distributionsBehme, A. D. & Schnurr, A., 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.Ferger, D., 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.Ferger, D., 2018, In: Turkish Journal of MathematicsElectronic (full-text) versionResearch output: Contribution to journal > Research article

2017

• Subgeometric rates of convergence for Markov processes under subordinationDeng, C. S., Schilling, R. L. & Song, Y. H., 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 stuteFerger, D., Manteiga, W. G., Schmidt, T. & Wang, J. L., 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 processSchilling, R. L. & Vondraček, Z., 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