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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198 Entries
2019
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On the domain of fractional Laplacians and related generators of Feller processes, 15 Apr 2019, In: Journal of functional analysis. 276, 8, p. 2397-2439, 43 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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BSDEs and Log-Utility Maximization for Lévy-Processes, 2019, In: Modern Stochastics: Theory and Applications. 2019, 6(4), p. 479-494Research output: Contribution to journal > Research article
2018
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Markov Chain Approximation of Pure Jump Processes, 1 Dec 2018, In: Acta applicandae mathematicae. 158, 1, p. 167-206, 40 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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A probabilistic proof of the breakdown of Besov regularity in L-shaped domains, 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
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Detecting independence of random vectors: generalized distance covariance and Gaussian covariance., 2018, In: Modern Stochastics: Theory and ApplicationsResearch output: Contribution to journal > Research article
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Implied volatility in strict local martingale models, 2018, In: SIAM Journal on Financial MathematicsResearch output: Contribution to journal > Research article
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Laplace symbols and invariant distributions, 2018, In: Statistics and Probability Letters. 137, p. 217-223Research output: Contribution to journal > Research article
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On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics, 2018, In: Statistics and Probability Letters. 134, p. 63-69, 7 p.Electronic (full-text) versionResearch output: Contribution to journal > Letter
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Weak convergence of probability measures to Choquet capacity functionals., 2018, In: Turkish Journal of Mathematics. p. 1747 – 1764Electronic (full-text) versionResearch output: Contribution to journal > Research article
2017
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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
This information is provided by the FIS.
Preprints
Dresdner Schriften zur Mathematischen Stochastik
(Dresden Publications on Mathematical Stochastics, 1994 - 2021)
Dresdner Schriften zur Versicherungsmathematik
(Dresden Publications on Insurance Mathematics, 1994 - 2016)