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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198 Entries
2023
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State space decomposition and classification of term structure shapes in the two-factor Vasicek model, 1 Aug 2023, In: International journal of theoretical and applied finance. 26, 4-5, 2350013Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Quasi-infinite divisibility of a class of distributions with discrete part, 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
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On the interpolation constants for variable Lebesgue spaces, 8 Apr 2023, In: Mathematische Nachrichten. 296, 7, p. 2877-2902, 26 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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On q-scale functions of spectrally negative Lévy processes, 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
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Exact and asymptotic goodness-of-fit tests based on the maximum and its location of the empirical process, 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
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Strain-minimizing hyperbolic network embeddings with landmarks, 1 Feb 2023, In: Journal of complex networks. 11, 1, cnad002Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Large deviations for stochastic nonlinear systems of slow–fast diffusions with non-Gaussian Lévy noises, Jan 2023, In: International journal of non-linear mechanics. 148, 104304Electronic (full-text) versionResearch output: Contribution to journal > Research article
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The Coburn Lemma and the Hartman–Wintner–Simonenko Theorem for Toeplitz Operators on Abstract Hardy Spaces, Jan 2023, In: Integral equations and operator theory. 95, 1, 17 p., 6Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Distributional hyperspace-convergence of Argmin-sets in convex 𝑀-estimation, 2023, In: Theory of probability and mathematical statistics . 109, p. 3-35, 33 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Maximal inequalities and some applications*, 2023, In: Probability Surveys. 20, none, p. 382-485, 4 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)