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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Counterexamples in measure and integration , 2021, Cambridge: Cambridge University PressElectronic (full-text) versionResearch output: Book/Report/Anthology > Monograph
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For which functions are f (Xt) − Ef (Xt) and g(Xt)/Eg(Xt) martingales? , 2021, In: Theory of probability and mathematical statistics . 105, p. 79-91, 13 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Homogenization of symmetric lévy processes on Rd , 2021, In: Revue Roumaine de Mathematiques Pures et Appliquees. 66, 1, p. 243-253, 11 p.Research output: Contribution to journal > Research article
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On infinitesimal generators of sublinear markov semigroups , 2021, In: Osaka Journal of Mathematics. 58, 3, p. 487-508, 22 p.Research output: Contribution to journal > Research article
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On Multivariate Quasi-infinitely Divisible Distributions , 2021, A Lifetime of Excursions Through Random Walks and Lévy Processes : A Volume in Honour of Ron Doney’s 80th Birthday. Springer Nature, p. 87-120, 34 p.Electronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Chapter in book/anthology/report
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On the law of killed exponential functionals , 2021, In: Electronic Journal of Probability. 26, 60, p. 1-35Research output: Contribution to journal > Research article
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On the locations of maxima and minima in a sequence of exchangeable random variables , 2021, In: Theory of probability and mathematical statistics . 105, p. 35-50, 16 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
2020
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Progressive intrinsic ultracontractivity and heat kernel estimates for non-local Schrödinger operators , 1 Oct 2020, In: Journal of functional analysis. 279, 6, 108606Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Lévy driven CARMA generalized processes and stochastic partial differential equations , Oct 2020, In: Stochastic processes and their applications. 130, 10, p. 5865-5887, 23 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
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Forward invariance and Wong-Zakai approximation for stochastic moving boundary problems , Sep 2020, In: Journal of evolution equations. 20, 3, p. 869-929, 61 p.Electronic (full-text) versionResearch 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)