Publications

2024

• Invariant measures of Lévy-type operators and their associated Markov processesBehme, A. D. & Oechsler, D., 2024, In: Electronic Journal of Probability. 29, p. 1-29, 59Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Optimal Wasserstein-1 distance between SDEs driven by Brownian motion and stable processesDeng, C., Schilling, R. L. & Xu, L., 2024, In:  Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and ProbabilityResearch output: Contribution to journal > Research article
• SPDEs driven by standard symmetric α-stable cylindrical Lévy processes: Existence, Lyapunov functionals and Itô formulaBodó, G., Riedle, M. & Týbl, O., 2024, In: Electronic journal of probability. 29, 79Electronic (full-text) versionResearch output: Contribution to journal > Research article

2023

• Asymptotics of non-local perimetersCygan, W. & Grzywny, T., Dec 2023, In: Annali di Matematica Pura ed Applicata. 202(2023), 6, p. 2629-2651, 23 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Lévy Langevin Monte CarloOechsler, D., 10 Nov 2023, In: Statistics and Computing. 34 (2024), 1, 15 p., 37Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Rezension: „Von der Mathematisierung in der Ökonomie zur modernen Finanzmathematik (Agnes Handwerk)“Keller-Ressel, M., Oct 2023, In: Mathematische Semesterberichte. 70, 2, p. 175–177, 3 p.Electronic (full-text) versionResearch output: Contribution to journal > Book/Film review (Recension)
• Approximation of the invariant measure of stable SDEs by an Euler–Maruyama schemeChen, P., Deng, C. S., Schilling, R. L. & Xu, L., Sep 2023, In: Stochastic processes and their applications. 163, p. 136-167, 32 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• State space decomposition and classification of term structure shapes in the two-factor Vasicek modelKeller-Ressel, M. & Sachse, F., 1 Aug 2023, In: International journal of theoretical and applied finance. 26, 4-5, 2350013Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Quasi-infinite divisibility of a class of distributions with discrete partBerger, D. & Kutlu, M., 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
• On the interpolation constants for variable Lebesgue spacesKarlovych, O. & Shargorodsky, E., 8 Apr 2023, In: Mathematische Nachrichten. 296(2023), 7, p. 2877-2902, 26 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article