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.
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157 Entries
2024
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Lévy Langevin Monte Carlo , Feb 2024, In: Statistics and Computing. 34, 1, 37Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Invariant measures of Lévy-type operators and their associated Markov processes , 2024, In: Electronic Journal of Probability. 29, 59, p. 1-29Electronic (full-text) versionResearch output: Contribution to journal > Research article
2023
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Approximation of the invariant measure of stable SDEs by an Euler–Maruyama scheme , Sep 2023, In: Stochastic processes and their applications. 163, p. 136-167, 32 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Quasi-infinite divisibility of a class of distributions with discrete part , 1 May 2023, In: Proceedings of the American Mathematical Society. 151, 5, p. 2211-2224, 14 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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On q-scale functions of spectrally negative Lévy processes , 2 Mar 2023, In: Advances in Applied Probability. 55, 1, p. 56 - 84, 29 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process , Mar 2023, In: Brazilian journal of probability and statistics. 37, 1, p. 140-154, 15 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Strain-minimizing hyperbolic network embeddings with landmarks , 1 Feb 2023, In: Journal of complex networks. 11, 1, cnad002Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Large deviations for stochastic nonlinear systems of slow–fast diffusions with non-Gaussian Lévy noises , Jan 2023, In: International journal of non-linear mechanics. 148, 104304Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Distributional hyperspace-convergence of Argmin-sets in convex -estimation , 2023, In: Theory of probability and mathematical statistics . 109, p. 3-35, 33 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Maximal inequalities and applications , 2023, In: Probability Surveys. 20, none, p. 382-485, 4 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)