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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184 Entries
2021
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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. 131, 131, p. 103-121, 19 p.Electronic (full-text) versionResearch 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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Counterexamples in measure and integration, 2021, Cambridge: Cambridge University PressElectronic (full-text) versionResearch output: Book/Report/Anthology > Monograph
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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. 1-35, 60Electronic (full-text) versionResearch 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
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)