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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189 Entries
2015
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Exponential Moments of Affine Processes, 2015, In: Annals of Applied Probability. 2Research output: Contribution to journal > Research article
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On level and collision sets of some Feller processes, 2015, In: Alea : Latin American journal of probability and mathematical statistics. 2015, 12, p. 1001-1029, 29 p.Research output: Contribution to journal > Research article
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On the Predictable Representation Property of Martingales Associated with Lévy Processes, 2015, In: Stochastics : an international journal of probability and stochastic processes. p. 170-184Research output: Contribution to journal > Research article
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Weak convergence of finite element approximations of linear stochastic evolution equations with additive Lévy noise, 2015, In: SIAM ASA journal on uncertainty quantification. 3, 1, p. 1159-1199, 41 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
2014
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Lower bounded semi-Dirichlet forms associated with Lévy type operators, 27 Nov 2014, Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima’s Sanju. World Scientific Publishing Co. Pte Ltd, p. 507-526, 20 p.Electronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Chapter in book/Anthology/Report
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On the small-time behaviour of Lévy-type processes, Jun 2014, In: Stochastic processes and their applications. 124, 6, p. 2249-2265, 17 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Validity of covariance models for the analysis of geographical variation, Apr 2014, In: Methods in Ecology and Evolution. 5, 4, p. 329-335, 7 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Adaptive wavelet methods for SPDEs, 2014, In: Lecture notes in computational science and engineering : LNCSE. 102, p. 83-107, 25 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Convergence Analysis of Spatially Adaptive Rothe Methods, 2014, In: Foundations of Computational Mathematics. 14, p. 863–912, 50 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
2013
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Estimation of Crossing Points of Continuous Distribution Functions, 1 Mar 2013, In: Stochastics and Quality Control. 27, 2, p. 143-176, 34 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)