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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193 Entries
2012
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On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes, Mar 2012, In: Journal of evolution equations. 12, 1, p. 119-140, 22 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Transition Density Estimates for a Class of Lévy and Lévy-Type Processes, Mar 2012, In: Journal of Theoretical Probability. 25, 1, p. 144-170, 27 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Multivariate generalized Ornstein-Uhlenbeck processes, 2012, In: Stochastic processes and their applications. 122, 4, p. 1487-1518Electronic (full-text) versionResearch output: Contribution to journal > Research article
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On the structure of the domain of a symmetric jump-type dirichlet form, 2012, In: Publications of the Research Institute for Mathematical Sciences = PRIMS . 48, 1, p. 1-20, 20 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
2011
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Feynman formulas and path integrals for some evolution semigroups related to τ-quantization, Dec 2011, In: Russian Journal of Mathematical Physics. 18, 4, p. 387-399, 13 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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On the coupling property of Lévy processes, Nov 2011, In: Annales de l'institut Henri Poincare. B, Probability and Statistics. 47, 4, p. 1147-1159, 13 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Hamiltonian Feynman-Kac and Feynman Formulae for Dynamics of Particles with Position-Dependent Mass, Jul 2011, In: International Journal of Theoretical Physics. 50, 7, p. 2009-2018, 10 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Constructions of Coupling Processes for Lévy Processes, Jun 2011, In: Stochastic Processes and their Applications. 121, 6, p. 1201-1216, 16 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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From Schoenberg to Pick-Nevanlinna: Toward a complete picture of the variogram class, Feb 2011, In: Bernoulli. 17, 1, p. 441-455, 15 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Limit distributions of V- and U-statistics in terms of multiple stochastic Wiener-type integrals, Feb 2011, In: Journal of Multivariate Analysis. 102, 2, p. 306-314, 9 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)