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.
______________________________________________________________________________
189 Entries
2010
-
Itô and Stratonovich integrals on compound renewal processes: the normal/Poisson case , Jun 2010, In: Communications in Nonlinear Science and Numerical Simulation. 15, 6, p. 1583-1588, 6 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
-
The symbol associated with the solution of a stochastic differential equation , 1 Jan 2010, In: Electronic journal of probability. 15, p. 1369-1393, 25 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
-
Weak convergence of the empirical process and the rescaled empirical distribution function in the skorokhod product space , 2010, In: Theory of probability and its applications. 54, 4, p. 609-625, 17 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
2009
-
Stochastic calculus for uncoupled continuous-time random walks , 5 Jun 2009, In: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics. 79, 6, 066102Electronic (full-text) versionResearch output: Contribution to journal > Research article
-
Mathematische Nachrichten: Editorial , Jan 2009, In: Mathematische Nachrichten. 282, 1, p. 5-6, 2 p.Electronic (full-text) versionResearch output: Contribution to journal > Editorial (Lead article)
-
A novel nonparametric approach for estimating cut-offs in continuous risk indicators with application to diabetes epidemiology , 2009, In: BMC Medical research methodology. 9, 1, 63Electronic (full-text) versionResearch output: Contribution to journal > Research article
-
Approximation of feller processes by Markov Chains with Lévy increments , 2009, In: Stochastics and dynamics : SD. 9, 1, p. 71-80, 10 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
2007
-
Ergodic Capacity of Discrete- and Continuous-Time, Frequency-Selective Rayleigh Fading Channels with Correlated Scattering , Nov 2007, IEEE Global Telecommunications Conference (GLOBECOM). Washington, DC, USAElectronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Conference contribution
-
Pupil diameter in darkness differentiates Progressive Supranuclear Palsy (PSP) from other extrapyramidal syndromes , 31 Oct 2007, In: Movement Disorders. 22, 14, p. 2123-2126, 4 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
-
The maximum likelihood method with estimated nuisance parameters in hazard rate models with discontinuities , Jul 2007, In: Statistica Sinica / International Chinese Statistical Association ; Institute of Statistical Science, Academia Sinica, Taipei. 17, 3, p. 1091-1114, 24 p.Research 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)