Publications

2023

• 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, 7, p. 2877-2902, 26 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• On q-scale functions of spectrally negative Lévy processesBehme, A. D., Oechsler, D. C. & Schilling, R. L., 2 Mar 2023, In: Advances in Applied Probability. 55, 1, p. 56 - 84, 29 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical processFerger, D., Mar 2023, In: Brazilian journal of probability and statistics. 37, 1, p. 140-154, 15 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Strain-minimizing hyperbolic network embeddings with landmarksKeller-Ressel, M. & Nargang, S., 1 Feb 2023, In: Journal of complex networks. 11, 1, cnad002Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Large deviations for stochastic nonlinear systems of slow–fast diffusions with non-Gaussian Lévy noisesSchilling, R., Yuan, S. & Duan, J., Jan 2023, In: International journal of non-linear mechanics. 148, 104304Electronic (full-text) versionResearch output: Contribution to journal > Research article
• The Coburn Lemma and the Hartman–Wintner–Simonenko Theorem for Toeplitz Operators on Abstract Hardy SpacesKarlovych, O. & Shargorodsky, E., Jan 2023, In: Integral equations and operator theory. 95, 1, 17 p., 6Electronic (full-text) versionResearch output: Contribution to journal > Research article