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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158 Entries
2021
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THE CLASSIFICATION OF TERM STRUCTURE SHAPES IN THE TWO-FACTOR VASICEK MODEL - A TOTAL POSITIVITY APPROACH , Aug 2021, In: International journal of theoretical and applied finance. 24, 05, 27 p., 2150027Electronic (full-text) versionResearch output: Contribution to journal > Research article
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A Liouville theorem for Lévy generators , Jul 2021, In: Positivity. 25, 3, p. 997-1012, 16 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Asymptotic behaviour and functional limit theorems for a time changed Wiener process , Mar 2021, In: Statistics and Probability Letters. 170, 108997Electronic (full-text) versionResearch output: Contribution to journal > Research article
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The hyperbolic geometry of financial networks , 26 Feb 2021, In: Scientific reports. 11, 1, 12 p., 4732Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Communications and control , 1 Jan 2021, Tactile Internet: with Human-in-the-Loop. Elsevier, p. 249-275, 27 p.Electronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Chapter in book/anthology/report
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Martingale Representation in the Enlargement of the Filtration Generated by a Point Process , Jan 2021, In: Stochastic Processes and their Applications. 2021, 131, p. 103-121Research output: Contribution to journal > Research article
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A 2 x 2 random switching model and its dual risk model , 2021, In: Queueing Systems: Theory and Applications. 99, p. 27–64Research output: Contribution to journal > Research article
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A continuous mapping theorem for the argmin-set functional with applications to convex stochastic processes , 2021, In: Kybernetika. 57, 3, p. 426-445, 20 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Construction and heat kernel estimates of general stable-like Markov processes , 2021, In: Dissertationes Mathematicae. 569, p. 4-86, 83 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Continuity properties and the support of killed exponential functionals , 2021, In: Stochastic Processes and their Applications. 140, p. 115–146Research 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)