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Döring, Leif ORCID: 0000-0002-4569-5083 ; Kyprianou, Andreas E. ; Weissmann, Philip (2020) Stable processes conditioned to avoid an interval. Stochastic Processes and Their Applications Amsterdam [u.a.] 130 2 471-487 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Weissmann, Philip (2020) Stable processes conditioned to hit an interval continuously from the outside. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague ; Aarhus 26 2 980-1015 [Article]

Neuenkirch, Andreas ; Szölgyenyi, Michaela (2020) The Euler-Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem. IMA Journal of Numerical Analysis : IMAJNA Oxford tba 1-28 [Article]

Chiarello, Felisia Angela ; Friedrich, Jan ; Goatin, Paola ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2020) Micro-macro limit of a non-local generalized Aw-Rascle type model. SIAM Journal on Applied Mathematics Philadelphia, PA tba tba [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2020) Modeling random traffic accidents by conservation laws. Mathematical Biosciences and Engineering : MBE Springfield, MO 17 2 1677-1701 [Article]

Yin, Qitao ; Chen, Li ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2020) The mean field kinetic equation for interacting particle systems with non-Lipschitz force. Open Access Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 43 4 1901-1914 [Article]
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Rossi, Elena ; Weißen, Jennifer ; Goatin, Paola ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2020) Well-posedness of a non-local model for material flow on conveyor belts. Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique Les Ulis 54 2 679-704 [Article]

Baumgärtner, Vanessa ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2020) Feedback stabilization for a coupled PDE-ODE production system. Mathematical Control and Related Fields : MCRF Springfield, MO 10 2 405-424 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2020) Uncertainty quantification with risk measures in production planning. Open Access Journal of Mathematics in Industry Berlin ; Heidelberg 10 Article 5 1-21 [Article]
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Armbruster, Dieter ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2020) Continuous approximation of (Mt,Mt,1) distributions with application to production. Journal of Computational Dynamics : JCD Springfield, MO tba tba tba [Article]

Liu, Chong ; Prömel, David J. ; Teichmann, Josef (2020) Stochastic analysis with modelled distributions. Open Access Stochastics and Partial Differential Equations : Analysis and Computations New York, NY tba 1-37 [Article]
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Mase, Makiko (2020) Polytope duality for families of K3 surfaces and coupling. Open Access Bulletin of the Brazilian Mathematical Society = Boletim da Sociedade Brasileira de Matemática Heidelberg [u.a.] tba 1-38 [Article]
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Kiiski, Matti (2020) The Riesz representation theorem and weak∗ compactness of semimartingales. Open Access Finance and Stochastics Berlin [u.a.] tba 1-44 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Lux, Kerstin ; Neuenkirch, Andreas (2019) The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate. Open Access Advances in Difference Equations : ADE Cham 2019 Article 429 1-21 [Article]
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Koch, Stefan ; Neuenkirch, Andreas (2019) The Mandelbrot-van Ness fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, MO 24 8 3865-3880 [Article]

Friedrich, Jan ; Kolb, Oliver ORCID: 0000-0001-6947-5520 (2019) Maximum principle satisfying CWENO schemes for non-local conservation laws. SIAM Journal on Scientific Computing Philadelphia, PA 41 2 A973-A988 [Article]

Neuenkirch, Andreas ; Szölgyenyi, Michaela ; Szpruch, Lukasz (2019) An adaptive Euler-Maruyama scheme for stochastic differential equations with discontinuous drift and its convergence analysis. SIAM Journal on Numerical Analysis Philadelphia, PA 57 1 378-403 [Article]

Prims, Domenik ; Kötz, Jennifer ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Katterfeld, André (2019) Validation of flow models as new simulation approach for parcel handling in bulk mode. Logistics journal : LJ : Reviewed publications Stuttgart ; Dortmund 2019 18.06.2019 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2019) Load-dependent machine failures in production network models. SIAM Journal on Applied Mathematics Philadelphia, PA 79 4 1197-1217 [Article]

Festa, Adriano ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Pfirsching, Marion (2019) A model for a network of conveyor belts with discontinuous speed and capacity. Networks and Heterogeneous Media : NHM Springfield, MO 14 2 389-410 [Article]

Burger, Michael ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Jung, Thomas (2019) Derivation of second order traffic flow models with time delays. Networks and Heterogeneous Media : NHM Springfield, MO 14 2 265-288 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Potschka, Andreas ; Teuber, Claus (2019) A partial outer convexification approach to control transmission lines. Computational Optimization and Applications New York, NY [u.a.] 72 2 431-456 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Gonon, Lukas ; Prömel, David J. ; Reichmann, Oleg (2019) On Skorokhod embeddings and Poisson equations. The Annals of Applied Probability Cleveland, OH ; Hayward, CA 29 4 2302-2337 [Article]

Bartl, Daniel ; Kupper, Michael ; Prömel, David J. ; Tangpi, Ludovic (2019) Duality for pathwise superhedging in continuous time. Finance and Stochastics Berlin ; Heidelberg 23 3 697-728 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Watson, Alexander R. ; Weissmann, Philip (2019) Levy processes with finite variance conditioned to avoid an interval. Electronic Journal of Probability : EJP Seattle, WA 24 Paper 55 1-32 [Article]

Lenthe, Pierre ; Weissmann, Philip (2019) Completely asymmetric stable processes conditioned to avoid an interval. Journal of Applied Probability Sheffield 56 4 1187-1197 [Article]

Dambach, Theresa ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2019) Car path tracking in traffic flow networks with bounded buffers at junctions. Open Access Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 43 6 3331-3353 [Article]
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Fokken, Eike ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kolb, Oliver ORCID: 0000-0001-6947-5520 (2019) Modeling and simulation of gas networks coupled to power grids. Journal of Engineering Mathematics Dordrecht [u.a.] 119 217-239 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Korn, Ralf ; Lux, Kerstin (2019) Optimal control of electricity input given an uncertain demand. Mathematical Methods of Operations Research Berlin ; Heidelberg 90 3 301-328 [Article]

Chiarello, Felisia Angela ; Friedrich, Jan ; Goatin, Paola ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kolb, Oliver ORCID: 0000-0001-6947-5520 (2019) A non-local traffic flow model for 1-to-1 junctions. European Journal of Applied Mathematics Cambridge 1-21 [Article]

Łochowski, Rafał M. ; Perkowski, Nicolas ; Prömel, David J. (2018) A superhedging approach to stochastic integration. Stochastic Processes and Their Applications Amsterdam [u.a.] 128 12 4078-4103 [Article]

Garrido-Atienza, Maria J. ; Neuenkirch, Andreas ; Schmalfuß, Björn (2018) Asymptotical stability of differential equations driven by Hölder continuous paths. Journal of Dynamics and Differential Equations New York, NY [u.a.] 30 1 359-377 [Article]

Neuenkirch, Andreas ; Parczewski, Peter (2018) Optimal approximation of skorohod integrals. Journal of Theoretical Probability New York, NY [u.a.] 31 1 206-231 [Article]

Kolb, Oliver ORCID: 0000-0001-6947-5520 (2018) A third order hierarchical basis WENO interpolation for sparse grids with application to conservation laws with uncertain data. Journal of Scientific Computing New York, NY [u.a.] 74 3 1480-1503 [Article]

Oesting, Marco ; Schlather, Martin ; Zhou, Chen (2018) Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague 24 2 1497-1530 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Pfirsching, Marion (2018) A micro-macro hybrid model with application for material and pedestrian flow. Open Access Cogent Mathematics & Statistics London 5 1 1476049 [Article]
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Naumann, Alexander ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Semplice, Matteo (2018) On a third order CWENO boundary treatment with application to networks of hyperbolic conservation laws. Applied Mathematics and Computation Amsterdam [u.a.] 325 252-270 [Article]

Jaehn, Florian ; Otto, Alena ORCID: 0000-0002-6069-9330 ; Seifried, Kilian ORCID: 0000-0002-8547-2458 (2018) Shunting operations at flat yards: Retrieving freight railcars from storage tracks. OR Spectrum Berlin ; Heidelberg 40 2 367-393 [Article]

Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Costeseque, Guillaume ; Goatin, Paola ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2018) Pareto-optimal coupling conditions for the Aw-Rascle-Zhang traffic flow model at junctions. SIAM Journal on Applied Mathematics Philadelphia, PA 78 4 1981-2002 [Article]

Friedrich, Jan ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2018) A Godunov type scheme for a class of LWR traffic flow models with non-local flux. Networks and Heterogeneous Media : NHM Springfield, MO 13 4 531-547 [Article]

Duc, Luu H. ; Garrido-Atienza, Maria J. ; Neuenkirch, Andreas ; Schmalfuß, Björn (2018) Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1). Journal of Differential Equations Orlando, FL [u.a.] 264 2 1119-1145 [Article]

Fuchs, Sebastian ; McCord, Yann ; Schmidt, Klaus D. (2018) Characterizations of copulas attaining the bounds of multivariate Kendall's tau. Journal of Optimization Theory and Applications : JOTA Dordrecht [u.a.] 178 2 424-438 [Article]

Gütschow, Tobias ; Hess, Klaus Th. ; Schmidt, Klaus D. (2018) Separation of small and large claims on the basis of collective models. Scandinavian Actuarial Journal Stockholm 2018 6 529-544 [Article]

Chen, Li ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2018) Modeling of a diffusion with aggregation: rigorous derivation and numerical simulation. Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique Les Ulis 52 2 567-593 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan ; Schillen, Peter (2018) A pedestrian flow model with stochastic velocities: Microscopic and macroscopic approaches. Kinetic and Related Models Springfield, MO 11 6 1333-1358 [Article]

Erbrich, Markus ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Pfirsching, Marion (2018) Optimal packing of material flow on conveyor belts. Optimization and Engineering New York, NY [u.a.] 19 1 71-96 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Teuber, Claus (2018) Space mapping techniques for the optimal inflow control of transmission lines. Optimization Methods and Software London [u.a.] 33 1 120-139 [Article]

Koch, Stefan (2018) Directional Malliavin derivatives: A characterisation of independence and a generalised chain rule. Communications on Stochastic Analysis Baton Rouge, LA 12 2 137-156 [Article]

Bender, Christian ; Parczewski, Peter (2018) Discretizing Malliavin calculus. Stochastic Processes and Their Applications Amsterdam [u.a.] 128 8 2489 - 2537 [Article]

Friz, Peter K. ; Prömel, David J. (2018) Rough path metrics on a Besov-Nikolskii-type scale. Transactions of the American Mathematical Society Providence, RI 370 12 8521-8550 [Article]

Liu, Chong ; Prömel, David J. (2018) Examples of Itô càdlàg rough paths. Proceedings of the American Mathematical Society : PAMS Providence, RI 146 11 4937-4950 [Article]

Altmayer, Martin ; Neuenkirch, Andreas (2017) Discretising the Heston model: an analysis of the weak convergence rate. IMA Journal of Numerical Analysis : IMAJNA Oxford 37 4 1930-1960 [Article]

Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Goatin, Paola (2017) Capacity drop and traffic control for a second order traffic model. Networks and Heterogeneous Media : NHM Springfield, MO 12 4 663-681 [Article]

Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Klinger, Melanie ; Schlather, Martin ; Schmidt, Martin U. (2017) Individualisierte Tutorien im Mathematikstudium. Neues Handbuch Hochschullehre Berlin 82 77-88 [Article]

Fiebig, Ulf-Rainer ; Strokorb, Kirstin ; Schlather, Martin (2017) The realization problem for tail correlation functions. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 20 1 121-168 [Article]

Fuchs, Sebastian ; Schlotter, Ruben ; Schmidt, Klaus D. (2017) A review and some complements on quantile risk measures and their domain. Risks : Open Access Journal Basel 5 4 59 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Horvath, Blanka ; Teichmann, Josef (2017) Functional analytic (ir-)regularity properties of SABR type processes. International Journal of Theoretical and Applied Finance : IJTAF River Edge [u.a.] 20 3 1750013-1-48 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Klenke, Achim ; Mytnik, Leonid (2017) Finite system scheme for mutually catalytic branching with infinite branching rate. The Annals of Applied Probability Cleveland, OH ; Hayward, CA 27 5 3113-3152 [Article]

Dreieich, Steffen ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Kyprianou, Andreas E. (2017) Real self-similar processes started from the origin. The Annals of Probability New York, NY [u.a.] 45 3 1952-2003 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Schillen, Peter (2017) Numerical feedback stabilization with applications to networks. Discrete Dynamics in Nature and Society London [u.a.] 2017 Article ID 6896153 1-11 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Schillen, Peter (2017) Numerical discretization of boundary control problems for systems of balance laws: Feedback stabilization. European Journal of Control Oxford [u.a.] ; Paris 35 11-18 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2017) Semi-Markovian capacities in production network models. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, MO 22 9 3235-3258 [Article]

Che, Jiahang ; Chen, Li ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Pandey, Anamika ; Wang, Jing (2017) Boundary layer analysis from the Keller-Segel system to the aggregation system in one space dimension. Communications on Pure and Applied Analysis : CPAA Springfield, MO 16 3 1013-1036 [Article]

Chen, Li ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Yin, Qitao (2017) Mean field limit and propagation of chaos for a pedestrian flow model. Journal of Statistical Physics New York [u.a.] 166 2 211-229 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Potschka, Andreas ; Ziegler, Ute (2017) Partial outer convexification for traffic light optimization in road networks. SIAM Journal on Scientific Computing Philadelphia, PA 39 1 B53-B75 [Article]

Chun, Sungbong ; Gukov, Sergei ; Roggenkamp, Daniel (2017) Junctions of surface operators and categorification of quantum groups. Contemporary Mathematics : CONM Providence, RI 684 Article 13749 87-146 [Article]

Parczewski, Peter (2017) Extensions of the Hitsuda–Skorokhod integral. Communications on Stochastic Analysis Baton Rouge, LA 11 4 479-490 [Article]

Parczewski, Peter (2017) The self-normalized Donsker theorem revisited. Modern Stochastics: Theory and Applications Vilnius 4 3 189-198 [Article]

Parczewski, Peter (2017) Optimal approximation of Skorohod integrals - examples with substandard rates. Communications on Stochastic Analysis Baton Rouge, LA 11 1 43-61 [Article]

Parczewski, Peter (2017) Donsker-type theorems for correlated geometric fractional Brownian motions and related processes. Electronic Communications in Probability : ECP Seattle, WA 22 Paper 55 1-13 [Article]

Beiglböck, Mathias ; Cox, Alexander M. G. ; Huesmann, Martin ; Perkowski, Nicolas ; Prömel, David J. (2017) Pathwise superreplication via Vovk’s outer measure. Finance and Stochastics Berlin ; Heidelberg 21 4 1141-1166 [Article]

Carberry, Emma ; Schmidt, Martin U. (2016) The closure of spectral data for constant mean curvature tori in S^3. Journal für die reine und angewandte Mathematik Berlin ; New York 2016 721 149-166 [Article]

Neuenkirch, Andreas ; Shalaiko, Taras (2016) The maximum rate of convergence for the approximation of the fractional Lévy area at a single point. Journal of Complexity Amsterdam 33 107-117 [Article]

Goatin, Paola ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kolb, Oliver ORCID: 0000-0001-6947-5520 (2016) Speed limit and ramp meter control for traffic flow networks. Engineering Optimization London 48 7 1121-1144 [Article]

Knopf, Markus (2016) Darboux coordinates for periodic solutions of the sinh–Gordon equation. Journal of Geometry and Physics Amsterdam [u.a.] 110 60-68 [Article]

Malinowski, Alexander ; Schlather, Martin ; Zhang, Zhengjun (2016) Intrinsically weighted means and non-ergodic marked point processes. The annals of statistics Cleveland, Ohio [u.a.] 68 1 1-24 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Schillen, Peter (2016) Electric transmission lines: control and numerical discretization. Optimal Control, Applications & Methods Chichester [u.a.] 37 5 980-995 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kühn, Sebastian (2016) Routing strategies in production networks with random breakdowns. Communications in Mathematical Sciences : CMS Somerville, MA 14 7 1799-1820 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kühn, Sebastian ; Ohst, Jan Peter ; Ruzika, Stefan (2016) Evacuation modeling: a case study on linear and nonlinear nNetwork flow models. EURO Journal on Computational Optimization Berlin ; Heidelberg 4 3 219-239 [Article]

Che, Jiahang ; Chen, Li ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Wang, Jing (2016) Existence of a classical solution to complex material flow problems. Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 39 14 4069-4081 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Harter, Camill (2016) A weakly coupled model of differential equations for thief tracking. Networks and Heterogeneous Media : NHM Springfield, MO 11 3 447-469 [Article]

Domschke, Pia ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Lang, Jens (2016) Adaptive modelling, simulation and optimization of gas and water supply networks. Proceedings in applied mathematics and mechanics : PAMM Weinheim [u.a.] 16 1 839-840 [Article]

Schied, Alexander (2016) On a class of generalized Takagi functions with linear pathwise quadratic variation. Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 433 2 974-990 [Article]

Neuman, Eyal ; Schied, Alexander (2016) Optimal portfolio liquidation in target zone models and catalytic superprocesses. Finance and Stochastics Berlin 20 2 495-509 [Article]

Mishura, Yuliya ; Schied, Alexander (2016) Constructing functions with prescribed pathwise quadratic variation. Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 442 1 117-137 [Article]

Schied, Alexander ; Voloshchenko, Iryna (2016) Pathwise no-arbitrage in a class of delta hedging strategies. Probability, uncertainty, and quantitative risk Singapore 1 3 1-24 [Article]

Alfonsi, Aurélien ; Klöck, Florian ; Schied, Alexander (2016) Multivariate transient price impact and matrix-valued positive definite functions. Mathematics of operations research Hanover, MD 41 3 914-934 [Article]

Lang, Annika ; Potthoff, Jürgen ; Schlather, Martin ; Schwab, Dimitri (2016) Continuity of random fields on Riemannian manifolds. Communications on Stochastic Analysis Baton Rouge, LA 10 2 185-193 [Article]

Dietz, Markus ; Fuchs, Sebastian ; Schmidt, Klaus D. (2016) On order statistics and their copulas. Statistics & Probability Letters Amsterdam [u.a.] 117 165-172 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Kyprianou, Andreas E. (2016) Perpetual integrals for Lévy processes. Journal of Theoretical Probability New York, NY [u.a.] 29 3 1192-1198 [Article]

Prömel, David J. ; Trabs, Mathias (2016) Rough differential equations driven by signals in Besov spaces. Journal of Differential Equations Orlando, FL [u.a.] 260 6 5202-5249 [Article]

Perkowski, Nicolas ; Prömel, David J. (2016) Pathwise stochastic integrals for model free finance. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague ; Aarhus 22 4 2486-2520 [Article]

Carberry, Emma ; Schmidt, Martin U. (2016) The prevalence of tori amongst constant mean curvature planes in R³. Journal of Geometry and Physics Amsterdam [u.a.] 106 352-366 [Article]

Hauswirth, Laurent ; Kilian, Martin ; Schmidt, Martin U. (2016) Mean-convex Alexandrov embedded constant mean curvature tori in the 3-sphere. Proceedings of the London Mathematical Society Chichester 112 3 588-622 [Article]

Strokorb, Kirstin ; Ballani, Felix ; Schlather, Martin (2015) Tail correlation functions of max-stable processes: Construction principles, recovery and diversity of some mixing max-stable processes with identical TCF. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 18 2 241-271 [Article]

Altmayer, Martin ; Neuenkirch, Andreas (2015) Multilevel Monte Carlo quadrature of discontinuous payoffs in the generalized Heston model using Malliavin integration by parts. SIAM Journal on Financial Mathematics : SIFIN Philadelphia, Pa. 6 1 22-52 [Article]

Neuenkirch, Andreas ; Shalaiko, Taras (2015) The relation between mixed and rough SDEs and its application to numerical methods. Stochastic Analysis and Applications Philadelphia, Pa. 33 5 927-942 [Article]

Akhtari, Bahareh ; Babolian, Esmail ; Neuenkirch, Andreas (2015) An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence. Discrete and Continuous Dynamical Systems : DCDS, Series B Springfield, Mo. 20 1 23-38 [Article]

Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2015) A continuous buffer allocation model using stochastic processes. European Journal of Operational Research : EJOR Amsterdam [u.a.] 242 3 865-874 [Article]

Böcherer, Siegfried ; Das, Soumya (2015) Linear independence of Poincaré series of exponential type via non-analytic methods. Transactions of the American Mathematical Society Providence, RI 367 2 1329-1345 [Article]

Domschke, Pia ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Lang, Jens (2015) Adjoint-based error control for the simulation and optimization of gas and water supply networks. Applied Mathematics and Computation Amsterdam [u.a.] 259 1003-1018 [Article]

Hauswirth, Laurent ; Kilian, Martin ; Schmidt, Martin U. (2015) On mean-convex Alexandrov embedded surfaces in the 3-sphere. Mathematische Zeitschrift Berlin [u.a.] 281 1 483-499 [Article]

Krätschmer, Volker ; Schied, Alexander ; Zähle, Henryk (2015) Quasi-Hadamard differentiability of general risk functionals and its application. Statistics and Risk Modeling Berlin 32 1 25-47 [Article]

Kilian, Martin ; Schmidt, Martin U. ; Schmitt, Nicholas (2015) Flows of constant mean curvature tori in the 3-sphere: The equivariant case. Journal für die reine und angewandte Mathematik Berlin [u.a.] 2015 707 46-86 [Article]

Ehlert, Andree ; Fiebig, Ulf-Rainer ; Janßen, Anja ; Schlather, Martin (2015) Joint extremal behavior of hidden and observable time series with applications to GARCH processes. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 18 1 109-140 [Article]

Engelke, Sebastian ; Kabluchko, Zakhar ; Schlather, Martin (2015) Maxima of independent non-identically distributed Gaussian vectors. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague [u.a.] 21 1 38-61 [Article]

Strokorb, Kirstin ; Schlather, Martin (2015) An exceptional max-stable process fully parameterized by its extremal coefficients. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague [u.a.] 21 1 276-302 [Article]

Forestier-Coste, Louis ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael (2015) Data-fitted second-order macroscopic production models. SIAM journal on applied mathematics Philadelphia, PA 75 3 999-1014 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Tiwari, Sudarshan (2015) Complex material flow problems: a multi-scale model hierarchy and particle methods. Journal of Engineering Mathematics Dordrecht [u.a.] 92 1 15-29 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Ziegler, Ute (2015) Modeling and optimizing traffic light settings on road networks. Computers & Operations Research Amsterdam [u.a.] 55 36-51 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Schindler, Patrick (2015) Optimal inflow control of production systems with finite buffers. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, MO 20 1 107-127 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 (2015) A jump-type SDE approach to real-valued self-similar Markov processes. Transactions of the American Mathematical Society Providence, RI 367 11 7797-7836 [Article]

Berestycki, Julien ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Mytnik, Leonid ; Zambotti, Lorenzo (2015) Hitting properties and non-uniqueness for SDEs driven by stable processes. Stochastic Processes and their Applications Amsterdam [u.a.] 125 3 918-940 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Schindler, Patrick (2015) Discontinuous Galerkin method for material flow problems. Mathematical Problems in Engineering : MPE London [u.a.] 2015 Article ID 341893 1-15 [Article]

Fromm, Alexander ; Imkeller, Peter ; Prömel, David J. (2015) An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift. Electronic Journal of Probability : EJP Seattle, WA 20 Paper 127 1-38 [Article]

Imkeller, Peter ; Prömel, David J. (2015) Existence of Lévy's area and pathwise integration. Communications on Stochastic Analysis Baton Rouge, LA 9 1 93-111 [Article]

Perkowski, Nicolas ; Prömel, David J. (2015) Local times for typical price paths and pathwise Tanaka formulas. Electronic Journal of Probability : EJP Seattle, WA 20 Paper 46 1-15 [Article]

Neuenkirch, Andreas ; Tindel, Samy (2014) A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise. Statistical Inference for Stochastic Processes Dordrecht [u.a.] 17 1 99-120 [Article]

Neuenkirch, Andreas ; Szpruch, Lukasz (2014) First order strong approximations of scalar SDEs defined in a domain. Numerische Mathematik Berlin [u.a.] 128 1 103-136 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Ziegler, Ute (2014) Traffic Light Control: A Case Study. Discrete and Continuous Dynamical Systems : DCDS. Series S Springfield, Mo. 7 3 483-501 [Article]

Borsche, Raul ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Schillen, Peter (2014) The scalar Keller-Segel model on networks. Mathematical Models and Methods in Applied Sciences : M 3 AS Singapore [u.a.] 24 2 221-247 [Article]

Martini, Johannes W. R. ; Habeck, Michael ; Schlather, Martin (2014) A derivation of the grand canonical partition function for systems with a finite number of binding sites using a Markov-chain model for the dynamics of single molecules. Journal of Mathematical Chemistry Bussum 52 2 665-674 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Kühn, Sebastian (2014) Optimization for a special class of traffic flow models: Combinatorial and continuous approaches. Networks and Heterogeneous Media : NHM Springfield, MO 9 2 315-334 [Article]

Kilian, Martin ; Schmidt, Martin U. ; Schmitt, Nicolas (2014) On stability of equivariant minimal tori in the 3-sphere. Journal of Geometry and Physics Amsterdam [u.a.] 85 171-176 [Article]

Kolb, Oliver ORCID: 0000-0001-6947-5520 (2014) On the Full and Global Accuracy of a Compact Third Order WENO Scheme. SIAM Journal on Numerical Analysis Philadelphia, Pa. 52 5 2335-2355 [Article]

Schied, Alexander (2014) Model-free CPPI. Journal of Economic Dynamics & Control Amsterdam [u.a.] 40 84-94 [Article]

Schied, Alexander ; Krätschmer, Volker ; Zähle, Henryk (2014) Comparative and qualitative robustness for law-invariant risk measures. Finance and Stochastics Berlin [u.a.] 18 2 271-295 [Article]

Böcherer, Siegfried ; Das, Soumya (2014) Characterization of Siegel cusp forms by the growth of their Fourier coefficients. Mathematische Annalen Berlin [u.a.] 259 1/2 169-188 [Article]

Etikyala, Raghavender ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Tiwari, Sudarshan (2014) A macroscopic model for pedestrian flow: comparisons with experimental results of pedestrian flow in corridors and T-junctions. Neural, Parallel & Scientific Computations Atlanta, GA 22 3 315-330 [Article]

Etikyala, Raghavender ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Tiwari, Sudarshan (2014) Particle methods for pedestrian flow models: from microscopic to non-local continuum models. Mathematical Models and Methods in Applied Sciences : M 3 AS Singapore [u.a.] 24 12 2503-2523 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Hoher, Simon ; Schindler, Patrick ; Schleper, Veronika ; Verl, Alexander (2014) Modeling, simulation and validation of material flow on conveyor belts. Applied Mathematical Modelling Amsterdam [u.a.] 38 13 3295-3313 [Article]

Fuchs, Sebastian ; Schmidt, Klaus D. (2014) Bivariate copulas: Transformations, asymmetry and measures of concordance. Kybernetika Praha 50 1 109-125 [Article]

Schmidt, Klaus D. (2014) On inequalities for moments and the covariance of monotone functions. Insurance : Mathematics & Economics Amsterdam 55 91-95 [Article]

Barczy, Mátyás ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Li, Zenghu ; Pap, Gyula (2014) Parameter estimation for a subcritical affine two factor model. Journal of Statistical Planning and Inference : JSPI Amsterdam 151/2 37-59 [Article]

Barczy, Mátyás ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Li, Zenghu ; Pap, Gyula (2014) Stationarity and ergodicity for an affine two factor model. Advances in Applied Probability Sheffield [u.a.] 46 3 878-898 [Article]

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Parczewski, Peter (2014) A Wick functional limit theorem. Probability and Mathematical Statistics Wrocław 34 1 127-145 [Article]

Parczewski, Peter (2014) A fractional Donsker theorem. Stochastic Analysis and Applications Philadelphia, PA 32 2 328-347 [Article]

Fasang, Anette Eva ; Raab, Marcel ORCID: 0000-0002-3097-1591 (2014) Beyond transmission: Intergenerational patterns of family formation among middle-class American families. Demography New York, NY 51 5 1703-1728 [Article]

Alfonsi, Aurélien ; Schied, Alexander (2013) Capacitary measures for completely monotone kernels via singular control. SIAM Journal on Control and Optimization Philadelphia, Pa. 51 2 1758-1780 [Article]

Martini, Johannes W. R. ; Schlather, Martin ; Ullmann, G. Matthias (2013) On the interaction of different types of ligands binding to the same molecule Part I: the transfer of the decoupled sites representation. Journal of Mathematical Chemistry Bussum 51 2 672-695 [Article]

Martini, Johannes W. R. ; Schlather, Martin ; Ullmann, G. Matthias (2013) On the interaction of different types of ligands binding to the same molecule Part II: Systems with n to 2 and n to 3 binding sites. Journal of Mathematical Chemistry Bussum 51 2 696-714 [Article]

Scheuerer, Michael ; Schaback, Robert ; Schlather, Martin (2013) Interpolation of spatial data - a stochastic or a deterministic problem? European Journal of Applied Mathematics Cambridge 24 4 601-629 [Article]

Föllmer, Hans ; Schied, Alexander (2013) Probabilistic aspects of finance. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague 19 4 1306-1326 [Article]

Schied, Alexander (2013) Robust strategies for optimal order execution in the Almgren-Chriss framework. Applied Mathematical Finance London 20 3 264-286 [Article]

Lorenz, Christopher ; Schied, Alexander (2013) Drift dependence of optimal trade execution strategies under transient price impact. Finance and Stochastics Berlin [u.a.] 17 4 743-770 [Article]

Schied, Alexander (2013) A control problem with fuel constraint and Dawson-Watanabe superprocesses. The Annals of Applied Probability Cleveland, Ohio 23 6 2472-2499 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Ziegler, Ute (2013) Numerical discretization of Hamilton-Jacobi equations on networks. Networks and Heterogeneous Media : NHM Springfield, Mo. 8 3 685-705 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Schindler, Patrick (2013) Discontinuous conservation laws for production networks with finite buffers. SIAM Journal on Applied Mathematics Philadelphia, PA 73 3 1117-1138 [Article]

Lang, Annika ; Potthoff, Jürgen (2013) Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods and Appications, 17, 3 (2011), 195–214]. Monte Carlo Methods and Applications Berlin [u.a.] 19 1 73-75 [Article]

Martini, Johannes W. R. ; Ullmann, G. Matthias ; Schlather, Martin (2013) The meaning of the decoupled sites representation in terms of statistical mechanics and stochastics. Match : communications in mathematical and in computer chemistry Kragujevac 70 3 829-850 [Article]

Klauer, Alexander ; Schmidt, Martin U. (2013) Erratum Bloch varieties of higher-dimensional, periodic Schrödinger operators [J. Appl. Anal. 15 (2009), 33–46]. Journal of Applied Analysis : JAA Berlin [u.a.] 19 2 305-306 [Article]

Hauswirth, Laurent ; Kilian, Martin ; Schmidt, Martin U. (2013) Finite type minimal annuli in S^2×R. Illinois Journal of Mathematics Champaign, Ill. 57 3 697-741 [Article]

Böcherer, Siegfried ; Das, Soumya (2013) On holomorphic differential operators equivariant for the inclusion of Sp(n,R) in U(n,n). International Mathematics Research Notices : IMRN Oxford 2013 11 2534-2567 [Article]

Fuchs, Sebastian ; Ludwig, Alexander ; Schmidt, Klaus D. (2013) Zur Exaktheit der Standardformel. Zeitschrift für die gesamte Versicherungswissenschaft : ZVersWiss Berlin [u.a.] 102 1 87-95 [Article]

Barczy, Mátyás ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Li, Zenghu ; Pap, Gyula (2013) On parameter estimation for critical affine processes. Electronic Journal of Statistics : EJS Ithaca, NY 7 647-696 [Article]

Barczy, Mátyás ; Döring, Leif ORCID: 0000-0002-4569-5083 (2013) On entire moments of self-similar Markov processes. Stochastic Analysis and Applications Philadelphia, PA 31 2 191-198 [Article]

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Bachas, Costas ; Brunner, Ilka ; Roggenkamp, Daniel (2013) Fusion of critical defect lines in the 2D Ising model. Journal of Statistical Mechanics : JSTAT Bristol 2013 P08008 1-13 [Article]

Scheuerer, Michael ; Schlather, Martin (2012) Covariance Models for Divergence-Free and Curl-Free Random Vector Fields. Stochastic Models New York, NY [u.a.] 28 3 433-451 [Article]

Gatheral, Jim ; Schied, Alexander ; Slynko, Alla (2012) Transient linear price impact and Fredholm integral equations. Mathematical Finance Malden, Mass. [u.a.] 22 3 445-474 [Article]

Oesting, Marco ; Kabluchko, Zakhar ; Schlather, Martin (2012) Simulation of Brown-Resnick Processes. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 15 1 89-107 [Article]

Krätschmer, Volker ; Schied, Alexander ; Zähle, Henryk (2012) Qualitative and infinitesimal robustness of tail-dependent statistical functionals. Journal of Multivariate Analysis : JMVA Amsterdam [u.a.] 103 1 35-47 [Article]

Alfonsi, Aurélien ; Schied, Alexander ; Slynko, Alla (2012) Order Book Resilience, Price Manipulation and the Positive Portfolio Problem. SIAM Journal on Financial Mathematics : SIFIN Philadelphia, Pa. 3 1 511-533 [Article]

Ballani, Felix ; Kabluchko, Zakhar ; Schlather, Martin (2012) Random Marked Sets. Advances in Applied Probability Sheffield [u.a.] 44 3 603-616 [Article]

Hertling, Claus ; Kurbel, Ralf (2012) On the classification of quasihomogeneous singularities. Journal of Singularities Cambridge, Mass. 4 131-153 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Ringhofer, Christian ; Ziegler, Ute (2012) Production systems with limited repair capacity. Optimization London [u.a.] 61 8 915-948 [Article]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Finite propagation speed for solutions of the wave equation on metric graphs. Journal of Functional Analysis Amsterdam [u.a.] 263 5 1198-1223 [Article]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Construction of the paths of Brownian motions on star graphs I. Communications on Stochastic Analysis Baton Rouge, LA 6 2 223-245 [Article]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Construction of the paths of Brownian motions on star graphs II. Communications on Stochastic Analysis Baton Rouge, LA 6 2 247-261 [Article]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Brownian motions on metric graphs. Journal of Mathematical Physics Mellville, NY [u.a.] 53 9 095206-095206 [Article]

Dereich, Steffen ; Neuenkirch, Andreas ; Szpruch, Lukasz (2012) An Euler-type method for the strong approximation of the Cox-Ingersoll-Ross process. Proceedings / Section A, Mathematics Edinburgh 468 1105-1115 [Article]

Deya, Aurélien ; Neuenkirch, Andreas ; Tindel, Samy (2012) A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion. Annales de l’Institut Henri Poincaré. Probabilités et statistiques Bethesda, Md. 48 2 518-550 [Article]

Sevenheck, Christian (2012) Mirror symmetry, singularity theory and non-commutative Hotdge structures. Jahresbericht der Deutschen Mathematiker-Vereinigung Heidelberg [u.a.] 114 3 131-162 [Article]

Lee, Young K. ; Mammen, Enno ; Park, Byeong U. (2012) Flexible Generalized Varying Coefficient Regressions Models. The annals of statistics Cleveland, Ohio [u.a.] 40 3 1906-1933 [Article]

Böcherer, Siegfried ; Ibukiyama, Tomoyoshi (2012) Surjectivity of Siegel Φ-operator for square free level and small weight. Annales de l'Institut Fourier Grenoble 62 1 121-144 [Article]

Böcherer, Siegfried ; Dummigan, Neil ; Schulze-Pillot, Rainer (2012) Yoshida lifts and Selmer groups. Journal of the Mathematical Society of Japan Tokyo 64 4 1353-1405 [Article]

Jentsch, Carsten ; Kreiss, Jens-Peter ; Mantalos, Panagiotis ; Paparoditis, Efstathios (2012) Hybrid bootstrap aided unit root testing. Computational Statistics Berlin [u.a.] 27 4 779-797 [Article]

Jentsch, Carsten ; Pauly, Markus (2012) A note using periodogram-based distances for comparing spectral densities. Statistics & Probability Letters Amsterdam 82 1 158-164 [Article]

Dietze, Siegfried ; Riedrich, Thomas ; Schmidt, Klaus D. (2012) Marginal-sum equations and related fixed-point problems. Nonlinear Analysis : Theory, Methods & Applications Amsterdam [u.a.] 75 16 6088-6102 [Article]

Schmidt, Klaus D. (2012) Loss prediction based on run-off triangles. Advances in Statistical Analysis : AStA Berlin [u.a.] 96 2 265-310 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Barczy, Mátyás (2012) A jump-type SDE approach to positive self-similar Markov processes. Electronic Journal of Probability : EJP Seattle, WA 17 No. 94 1-39 [Article]

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Bachas, Costas ; Brunner, Ilka ; Roggenkamp, Daniel (2012) A worldsheet extension of O(d,d|Z). Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2012 10 Article 039 [Article]

Geißler, Björn ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Lang, Jens ; Leugering, Günter ; Martin, Alexander ; Morsi, Antonio (2011) Mixed integer linear models for the optimization of dynamical transport networks. Mathematical Methods of Operations Research Berlin [u.a.] 73 3 339-362 [Article]

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Nürnberger, Günther ; Rhein, Markus ; Schneider, Georg (2011) Local Lagrange interpolation by quintic C1 splines on type-6 tetrahedral partitions. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 236 4 529-542 [Article]

Gatheral, Jim ; Schied, Alexander (2011) Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework. International Journal of Theoretical and Applied Finance : IJTAF River Edge, NJ [u.a.] 14 3 353-368 [Article]

Hertling, Claus ; Sabbah, Claude (2011) Examples of non-commutative Hodge structures. Journal of the Institute of Mathematics of Jussieu : JIMJ = Journal de l'Institut de Mathématiques de Jussieu Cambridge 10 3 635-674 [Article]

Sevenheck, Christian (2011) Bernstein polynomials and spectral numbers for linear free divisors. Annales de l'Institut Fourier Grenoble 61 1 379-400 [Article]

Engelke, Sebastian ; Kabluchko, Zakhar ; Schlather, Martin (2011) An equivalent representation of the Brown-Resnick process. Statistics & Probability Letters Amsterdam 81 8 1150-1154 [Article]

Ballani, Felix ; Schlather, Martin (2011) A construction principle for multivariate extreme value distributions. Biometrika : A Journal for the Statistical Study of Biological Problems London ; Oxford 98 3 633-645 [Article]

Hertling, Claus ; Sabbah, Claude (2011) μ-constant monodromy groups and marked singularities. Annales de l'Institut Fourier Grenoble 61 7 2643-2680 [Article]

Lang, Annika ; Potthoff, Jürgen (2011) Fast Simulation of Gaussian random fields. Monte Carlo Methods and Applications Berlin 17 3 195-214 [Article]

Barth, Andrea ; Benth, Fred Espen ; Potthoff, Jürgen (2011) Hedging of spatial temperature risk with market-traded futures. Applied Mathematical Finance London 18 2 93-117 [Article]

Jentsch, Carsten ; Mammen, Enno (2011) Discussion: Bootstrap methods for dependent data : a review. Journal of the Korean Statistical Society Amsterdam [u.a.] 40 4 391-392 [Article]

Kloeden, Peter E. ; Neuenkirch, Andreas ; Pavani, Raffaella (2011) Multilevel Monte Carlo for stochastic differential equations with additive fractional noise. Annals of Operations Research New York, NY [u.a.] 189 1 255-276 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Svavov, Mladen (2011) (Non)differentiability and asymptotics for potential densities of subordinators. Electronic Journal of Probability : EJP Seattle, WA 16 No. 17 470-503 [Article]

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Kloeden, Peter E. ; Lord, Gabriel J. ; Neuenkirch, Andreas ; Shardlow, Tony (2011) The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 235 5 1245-1260 [Article]

Brunner, Ilka ; Roggenkamp, Daniel (2011) Attractor flows from defect lines. Journal of Physics / A, Mathematical and Theoretical Bristol 44 7 075402, 1-22 [Article]

Hertling, Claus ; Sevenheck, Christian (2010) Limit of families of Brieskorn lattices and compactified classifiying spaces. Advances in Mathematics Amsterdam [u.a.] 223 4 1155-1224 [Article]

Matt, Michael A. ; Nürnberger, Günther (2010) Local Lagrange interpolation using cubic C1 splines on type-4 cube partitions. Journal of Approximation Theory Amsterdam [u.a.] 162 3 494-511 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Ringhofer, Christian (2010) Optimization of order policies in supply networks. European Journal of Operational Research : EJOR Amsterdam [u.a.] 202 2 456-465 [Article]

Klein, Sebastian (2010) Totally geodesic submanifolds of the eceptional Riemannian symmetric spaces of rank 2. Osaka Journal of Mathematics Tokyo 47 4 1077-1157 [Article]

Nürnberger, Günther (2010) In memoriam: Günter Meinardus (1926-2007). Journal of Approximation Theory Amsterdam [u.a.] 162 1 1-5 [Article]

Alfonsi, Aurélien ; Schied, Alexander (2010) Optimal trade execution and absence of price manipulations in limit order book models. SIAM Journal on Financial Mathematics : SIFIN Philadelphia, Pa. 1 1 490-522 [Article]

Alfonsi, Aurélien ; Fruth, Antje ; Schied, Alexander (2010) Optimal execution strategies in limit order books with general shape functions. Quantitative Finance London [u.a.] 10 2 143-157 [Article]

Schied, Alexander ; Schöneborn, Torsten ; Tehranchi, Michael (2010) Optimal basket liquidation for CARA investors is deterministic. Applied Mathematical Finance London 17 6 471-489 [Article]

Hertling, Claus ; Hoevenaars, Luuk ; Posthuma, Hessel (2010) Frobenius manifolds, projective special geometry and Hitchin systems. Journal für die reine und angewandte Mathematik Berlin ; New York 649 117-165 [Article]

Fasen, Vicky ; Klüppelberg, Claudia ; Schlather, Martin (2010) High-level dependence in time series models. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 13 1 1-33 [Article]

Kabluchko, Zakhar ; Schlather, Martin (2010) Ergodic properties of max-infinitely divisible processes. Stochastic Processes and their Applications Amsterdam [u.a.] 120 3 281-295 [Article]

Schlather, Martin (2010) Some covariance models based on normal scale mixtures. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London [u.a.] 16 3 780-797 [Article]

Potthoff, Jürgen (2010) Sample properties of random fields III : Differentiability. Communications on Stochastic Analysis Baton Rouge, LA 4 3 335-353 [Article]

Lang, Annika ; Chow, Pao-Liu ; Potthoff, Jürgen (2010) Almost sure convergence of a semidiscrete Milstein scheme for SPDE's of Zakai type. Stochastics : an international journal of probability and stochastic processes Abingdon 82 3 315-326 [Article]

Jentsch, Carsten ; Kreiss, Jens-Peter (2010) The multiple hybrid bootstrap - Resampling multivariate linear processes. Journal of Multivariate Analysis : JMVA Amsterdam [u.a.] 101 10 2320-2345 [Article]

Szabó, Tibor ; Zumstein, Philipp ORCID: 0000-0002-6485-9434 ; Zürcher, Stefanie (2010) On the minimum degree of minimal Ramsey graphs. Open Access Journal of Graph Theory Hoboken, NJ 64 2 150-164 [Article]
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Neuenkirch, Andreas ; Tindel, Samy ; Unterberger, Jérémie (2010) Discretizing the fractional Lévy area. Stochastic Processes and their Applications Amsterdam [u.a.] 120 2 223-254 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Svavov, Mladen (2010) An application of the renewal theorem to exponential moments of local times. Electronic Communications in Probability : ECP Seattle, WA 15 Paper 24 263-269 [Article]

Brunner, Ilka ; Roggenkamp, Daniel ; Rossi, Sebastiano (2010) Defect perturbations in Landau-Ginzburg models. Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2010 3 Article 015 [Article]

Bender, Christian ; Parczewski, Peter (2010) Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 16 2 389-417 [Article]

Bartels, Hans-Jochen ; Veselčić, Marinko (2009) Zinsgarantien und Modellrisiko in Lebensversicherungen. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 2 327-361 [Article]

Albrecht, Peter ; Bartels, Hans-Jochen ; Maurer, Raimond (2009) Bericht zur Prüfung im November 2008 über Finanzmathematik (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 1 265-277 [Article]

Strobel, Jürgen ; Bartels, Hans-Jochen (2009) Bericht zur Prüfung im Oktober 2008 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 2 425-428 [Article]

Strobel, Jürgen ; Bartels, Hans-Jochen ; Pannenberg, Michael (2009) Bericht zur Prüfung im November 2008 über Mathematik der Lebensversicherung (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 2 429-439 [Article]

Potthoff, Jürgen (2009) Sample properties of random fields I: Separability and measurability. Communications on Stochastic Analysis Baton Rouge, LA 3 1 143-153 [Article]

Potthoff, Jürgen (2009) Sample properties of random fields II: Continuity. Communications on Stochastic Analysis Baton Rouge, LA 3 3 331-348 [Article]

Schied, Alexander ; Schöneborn, Torsten (2009) Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. Finance and Stochastics Berlin [u.a.] 13 2 181-204 [Article]

Klein, Sebastian (2009) Totally geodesic submanifolds of the complex and the quaternionic 2-Grassmannians. Transactions of the American Mathematical Society Providence, RI 36 4927-4967 [Article]

Klein, Sebastian (2009) Reconstructing the geometric structure of a Riemannian symmetric space from its Satake diagram. Geometriae dedicata Dordrecht [u.a.] 13 25-50 [Article]

Klein, Sebastian ; Thorbergsson, Gudlaugur ; Verhóczki, László (2009) On the Funk transform on compact symmetric spaces. Publicationes Mathematicae / Institutum Mathematicum Universitatis Debreceniensis Debrecen 75 3/4 485-493 [Article]

Manin, Yuri ; Teleman, Constantin ; Hertling, Claus (2009) An update on semisimple quantum cohomology and F-manifolds. Proceedings of the Steklov Institute of Mathematics / American Mathematical Society Birmingham, Ala. [u.a.] 264 62-69 [Article]

Gregorio, Ignacio de ; Mond, David ; Sevenheck, Christian (2009) Linear free divisors and Frobenius manifolds. Compositio Mathematica Cambridge 145 5 1305-1350 [Article]

Reichelt, Thomas (2009) A Construction of Frobenius Manifolds with Logarithmic Poles and Applications. Communications in Mathematical Physics Berlin [u.a.] 287 3 1145-1187 [Article]

Fügenschuh, Armin ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Kirchner, Claus ; Martin, Alexander (2009) Efficient reformulation and solution of a nonlinear PDE-controlled flow network model. Computing Wien [u.a.] 85 3 245-265 [Article]

Dittel, Agnes ; Fügenschuh, Armin ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael (2009) MIP presolve techniques for a PDE-based supply chain model. Optimization Methods and Software Abingdon 24 3 427-445 [Article]

Kabluchko, Zakhar ; Schlather, Martin ; Haan, Laurens de (2009) Stationary max-stable fields associated to negative definite functions. Annals of Probability New York, NY [u.a.] 37 5 2042-2065 [Article]

Klauer, Alexander ; Schmidt, Martin U. (2009) Bloch Varieties of higher-dimensional periodic Schrödinger Operators. Journal of Applied Analysis : JAA Berlin [u.a.] 15 1 33-46 [Article]

Neuenkirch, Andreas ; Nourdin, Ivan ; Rößler, Andreas ; Tindel, Samy (2009) Trees and asymptotic expansions for fractional stochastic differential equations. Annales de l’Institut Henri Poincaré ; B: Probabilités et Statistiques Bethesda, MD 45 1 157-174 [Article]

Garrido-Atienza, Maria J. ; Kloeden, Peter E. ; Neuenkirch, Andreas (2009) Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion. Applied Mathematics and Optimization New York, NY ; Heidelberg ; Berlin 60 2 151-172 [Article]

Kloeden, Peter E. ; Neuenkirch, Andreas ; Pavani, Raffaella (2009) Synchronization of noisy dissipative systems under discretization. Journal of Difference Equations and Applications London [u.a.] 15 8/9 785-801 [Article]

Bordone, Valeria ; Billari, Francesco C. ; Dalla Zuanna, Gianpiero (2009) The Italian Labour Force Survey to estimate fertility. Statistical Methods and Applications Heidelberg [u.a.] 18 3 445-451 [Article]

Kloberdanz, Kathrin ; Schmidt, Klaus D. (2009) Loss prediction in a linear model under a linear constraint. Advances in Statistical Analysis : AStA Berlin [u.a.] 93 2 205-220 [Article]

Neuenkirch, Andreas ; Zähle, Henryk (2009) Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients. Monte Carlo Methods and Applications Berlin [u.a.] 15 4 333-351 [Article]

Jentzen, Arnulf ; Kloeden, Peter E. (2009) Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients. Numerische Mathematik Berlin [u.a.] 112 1 41-64 [Article]

Jentzen, Arnulf ; Neuenkirch, Andreas (2009) A random Euler scheme for Carathéodory differential equations. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 224 1 346-359 [Article]

Brunner, Ilka ; Jockers, Hans ; Roggenkamp, Daniel (2009) Defects and D-brane monodromies. Advances in Theoretical and Mathematical Physics : ATMP Cambridge, MA 13 4 1077-1135 [Article]

Kilian, Martin ; Rossman, Wayne ; Schmitt, Nick (2008) Delaunay ends of constant mean curvature surfaces. Compositio Mathematica Cambridge 144 186-220 [Article]

Bartels, Hans-Jochen ; Strobel, Jürgen (2008) Bericht zur Prüfung im Oktober 2007 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 29 1 127-130 [Article]

Bartels, Hans-Jochen ; Strobel, Jürgen ; Pannenberg, Michael (2008) Bericht zur Prüfung im Oktober 2007 über Mathematik der Lebensversicherung (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 29 1 151-161 [Article]

Bartels, Hans-Jochen ; Albrecht, Peter ; Maurer, Raimond (2008) Bericht zur Prüfung im Oktober 2007 über Finanzmathematik (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 29 1 163-176 [Article]

Alfonsi, Aurélien ; Fruth, Antje ; Schied, Alexander (2008) Constrained portfolio liquidation in a limit order book model. Banach Center Publications Warszawa 83 9-25 [Article]

Schied, Alexander (2008) Robust optimal control for a consumption-investment problem. Mathematical Methods of Operations Research Berlin [u.a.] 67 1 1-20 [Article]

Hertling, Claus ; Sevenheck, Christian (2008) Curvature of classifying spaces for Brieskorn lattices. Journal of Geometry and Physics Amsterdam [u.a.] 58 11 1591-1606 [Article]

Degond, Pierre ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Seaid, Mohammed ; Unterreiter, Andreas (2008) Derivation of a kinetic model from a stochastic particle system. Kinetic and Related Models Springfield, MO 1 4 557-572 [Article]

Fügenschuh, Armin ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Klar, Axel ; Martin, Alexander (2008) A discrete optimization approach to large scale supply networks based on partial differential equations. SIAM Journal on Scientific Computing Philadelphia, PA 30 3 1490-1507 [Article]

Ehlert, Andree ; Schlather, Martin (2008) Capturing the multivariate extremal index: Bounds and interconnections. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 11 4 353-377 [Article]

Kloeden, Peter E. ; Neuenkirch, Andreas ; Caraballo, Tomás (2008) Synchronization of systems with multiplicative noise. Stochastics and Dynamics : SD Singapore [u.a.] 8 1 139-154 [Article]

Kloberdanz, Kathrin ; Schmidt, Klaus D. (2008) Prediction in the linear model under a linear constraint. Advances in Statistical Analysis : AStA Berlin [u.a.] 92 2 207-215 [Article]

Schmidt, Klaus D. ; Zocher, Mathias (2008) The Bornhuetter–Ferguson principle. Variance : Advancing the Science of Risk Arlington, VA 2 1 85-110 [Article]

Neuenkirch, Andreas (2008) Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion. Stochastic Processes and Their Applications Amsterdam [u.a.] 118 12 2294-2333 [Article]

Neuenkirch, Andreas ; Nourdin, Ivan ; Tindel, Samy (2008) Delay equations driven by rough paths. Electronic Journal of Probability : EJP Seattle, WA 13 Paper 67 2031-2068 [Article]

Brunner, Ilka ; Roggenkamp, Daniel (2008) Defects and bulk perturbations of boundary Landau-Ginzburg orbifolds. Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2008 4 Article 001 [Article]

Schmitt, Nick ; Martin, Kilian ; Kobayashi, Shimpe ; Rossman, Wayne (2007) Unitarization of monodromy representations and constant mean curvature trinoids in 3-dimensional space forms. Journal of the London Mathematical Society Oxford 75 3 563-581 [Article]

Creutzig, Thomas ; Klauer, Alexander ; Scheithauer, Nils R. (2007) Natural constructions of some generalized Kac-Moody algebras as bosonic strings. Communications in Number Theory and Physics Somerville, Mass. 1 3 453-477 [Article]

Hertling, Claus ; Sevenheck, Christian (2007) Nilpotent orbits of a generalization of Hodge structures. Journal für die reine und angewandte Mathematik Berlin [u.a.] 609 23-80 [Article]

Roucairol, Céline (2007) Formal structure of direct image of holonomic D-modules of exponential type. Manuscripta mathematica Berlin; Heidelberg [u.a.] 124 3 299-318 [Article]

Degond, Pierre ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Klar, Axel (2007) A network model for supply chains with multiple policies. Multiscale Modeling & Simulation Philadelphia, PA 6 3 820-837 [Article]

Perrin, Olivier ; Schlather, Martin (2007) Can any multivariate Gaussian vector be interpreted as a sample from a stationary random process? Statistics & Probability Letters Amsterdam 77 9 881-884 [Article]

Gall, Jürgen ; Potthoff, Jürgen ; Schnörr, Christoph ; Rosenhahn, Bodo ; Seidel, Hans-Peter (2007) Interacting and annealing particle systems - Mathematics and recipes. Journal of Mathematical Imaging and Vision : JMIV Dordrecht [u.a.] 28 1 1-18 [Article]

Schmidt, Klaus D. (2007) A note on a recent paper by Zaks, Frostig and Levikson. ASTIN Bulletin : The Journal of the International Actuarial Association Cambridge 37 2 319-321 [Article]

Neuenkirch, Andreas ; Nourdin, Ivan (2007) Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. Journal of Theoretical Probability New York, NY [u.a.] 20 4 871-899 [Article]

Kloeden, Peter E. ; Neuenkirch, Andreas (2007) The pathwise convergence of approximation schemes for stochastic differential equations. LMS Journal of Computation and Mathematics London 10 1 235-253 [Article]

Brunner, Ilka ; Roggenkamp, Daniel (2007) B-type defects in Landau-Ginzburg models. Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2007 8 Article 093 [Article]

Schlather, Martin ; Gneiting, Tilmann (2006) Local approximation of variograms by covariance functions. Statistics & Probability Letters Amsterdam 76 12 1303-1304 [Article]

Gneiting, Tilmann ; Sevcíková, Hana ; Percival, Donald B. ; Schlather, Martin ; Jiang, Yindeng (2006) Fast and Exact Simulation of Large Gaussian Lattice Systems in R^2: Exploring the Limits. Journal of Computational & Graphical Statistics Alexandria, Va. 15 3 483-501 [Article]

Nürnberger, Günther ; Hecklin, Gero ; Zeilfelder, Frank (2006) Structural analysis of C1 spline spaces on Freudenthal partitions. SIAM Journal on Mathematical Analysis Philadelphia, Pa. 38 2 347-367 [Article]

Nürnberger, Günther ; Rayevskaya, Vera ; Schumaker, Larry L. ; Zeilfelder, Frank (2006) Local Lagrange interpolation with bivariate splines of arbitrary smoothness. Constructive Approximation Berlin [u.a.] 23 33-59 [Article]

Bartels, Hans-Jochen ; Strobel, Jürgen (2006) Bericht zur Prüfung im Oktober 2005 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg [u.a.] 27 4 695-698 [Article]

Bartels, Hans-Jochen ; Strobel, Jürgen ; Pannenberg, Michael (2006) Bericht zur Prüfung im Oktober 2005 über Mathematik der Lebensversicherung (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. St. Ingbert 27 4 745-753 [Article]

Burstall, Francis E. ; Kilian, Martin (2006) Equivariant harmonic cylinders. The Quarterly Journal of Mathematics Oxford 57 4 449-468 [Article]

Roucairol, Céline (2006) Irregularity of an analogue of the Gauss-Manin systems. Bulletin de la Société Mathématique de France Paris 134 269-286 [Article]

Roucairol, Céline (2006) The irregularity of the direct image of some D-modules. Publications of the Research Institute for Mathematical Sciences / Kyoto University Kyoto 42 923-932 [Article]

Kirchner, Claus ; Herty, Michael ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2006) Optimal control for continuous supply network models. Networks and Heterogeneous Media : NHM Springfield, MO 1 4 675-688 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Klar, Axel (2006) Modelling and optimization of supply chains on complex networks. Communications in Mathematical Sciences : CMS Somerville, MA 4 2 315-330 [Article]

Neuenkirch, Andreas (2006) Optimal approximation of SDE's with additive fractional noise. Journal of Complexity Amsterdam [u.a.] 22 4 459-474 [Article]

Hess, Klaus Th. ; Schmidt, Klaus D. (2006) Risikoteilung und Rückversicherung. Wissenschaftliche Zeitschrift der Technischen Universität Dresden Dresden 55 3/4 19-23 [Article]

Schmidt, Klaus D. (2006) Methods and models of loss reserving based on run–off triangles: A unifying survey. Casualty Actuarial Society Forum Arlington, VA 2006 Fall 269-317 [Article]

Schmidt, Klaus D. (2006) Optimal and additive loss reserving for dependent lines of business. Casualty Actuarial Society Forum Arlington, VA 2006 Fall 319-351 [Article]

Hess, Klaus Th. ; Schmidt, Klaus D. ; Zocher, Mathias (2006) Multivariate loss prediction in the multivariate additive model. Insurance : Mathematics and Economics Amsterdam [u.a.] 39 2 185-191 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael (2006) Coupling conditions for supply networks and resulting optimization problems. Proceedings in Applied Mathematics and Mechanics : PAMM Weinheim [u.a.] 6 1 783-784 [Article]

Enger, Håkon ; Recknagel, Andreas ; Roggenkamp, Daniel (2006) Permutation branes and linear matrix factorisations. Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2006 1 Article 087 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Klar, Axel (2005) Network models for supply chains. Communications in Mathematical Sciences : CMS Somerville, MA 3 4 545-559 [Article]

Schmidt, Klaus D. ; Zocher, Mathias (2005) Loss reserving and Hofmann distributions. Mitteilungen / Schweizerische Aktuarvereinigung = Bulletin / Association Suisse des Actuaires = Bulletin / Swiss Association of Actuaries Bern 2005 2 127-162 [Article]

Binz, Ernst ; Rieckers, Alfred ; Honegger, Reinhard (2004) Construction and Uniqueness of the C* Algebra over a General Pre-symplectic Space. Journal of Mathematical Physics Melville, NY 45 7 2885-2907 [Article]

Fenn, Markus ; Steidl, Gabriele (2004) Fast NFFT based summation of radial functions. Sampling Theory in Signal and Image Processing Potsdam, NY 3 1 1-28 [Article]

Binz, Ernst ; Honegger, Reinhard ; Rieckers, Alfred (2004) Field-theoretic Weyl Quantization as a Strict and Continuous Deformation Quantization. Annales de l'Institut Henri Poincaré Basel [u.a.] 5 327-346 [Article]

Dahlke, Stephan ; Steidl, Gabriele ; Teschke, Gerd (2004) Weighted coorbit spaces and Banach frames on homogeneous spaces. The Journal of Fourier Analysis and Applications Boston, Mass. [u.a.] 10 5 507-539 [Article]

Gneiting, Tilmann ; Schlather, Martin (2004) Stochastic models that separate fractal dimension and the Hurst effect. SIAM Review Philadelphia, Pa. 46 2 269-282 [Article]

Kaden, Svenja ; Potthoff, Jürgen (2004) Progressive stochastic processes and an application to the Itô integral. Stochastic Analysis and Applications Philadelphia, Pa. [u.a.] 22 4 843-865 [Article]

Schmidt, Klaus D. (2004) Optimal quota share reinsurance for dependent lines of business. Mitteilungen / Schweizerische Aktuarvereinigung = Bulletin / Association Suisse des Actuaires = Bulletin / Swiss Association of Actuaries Bern 2004 2 173-194 [Article]

Hess, Klaus Th. ; Schmidt, Klaus D. (2004) Optimal premium plans for reinsurance with reinstatements. ASTIN Bulletin : The Journal of the International Actuarial Association Cambridge 34 2 299-313 [Article]

Baier, Franz ; Buse, Gert ; Ermert, Olaf ; Kohlruss, Dietmar ; Oecking, Stefan ; Radtke, Michael ; Reich, Axel ; Schmidt, Klaus D. ; Valenta, Helmut (2004) Software für die aktuarielle Bewertung von Versicherungsportefeuilles. Der Aktuar Karlsruhe 10 1 7-12 [Article]

Gaberdiel, Matthias R. ; Gannon, Terry ; Roggenkamp, Daniel (2004) The coset D-branes of SU(n). Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2004 10 Article 047 [Article]

Gaberdiel, Matthias R. ; Roggenkamp, Daniel ; Gannon, Terry (2004) The D-branes of SU(n). Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2004 7 Article 015 [Article]

Roggenkamp, Daniel ; Wendland, Katrin (2004) Limits and degenerations of unitary conformal field theories. Communications in Mathematical Physics Berlin ; Heidelberg 251 3 589-643 [Article]

Bartels, Hans-Jochen ; Albrecht, Peter ; Maurer, Raimond (2003) Bericht zur Prüfung im Oktober 2002 über Finanzmathematik(Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 26 1 105-113 [Article]

Bartels, Hans-Jochen ; Strobel, Jürgen (2003) Bericht zur Prüfung im Oktober 2002 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 26 1 65-67 [Article]

Bartels, Hans-Jochen ; Allerdissen, Klaus ; Strobel, Jürgen (2003) Bericht zur Prüfung im Oktober 2002 über Mathematik der Lebensversicherung (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 26 2 303-307 [Article]

Schröder, Michael (2003) Brownian excursions and Parisian barrier options : a note. Journal of Applied Probability Sheffield 40 4 855-864 [Article]

Nürnberger, Günther ; Steidl, Gabriele ; Zeilfelder, Frank (2003) Explicit estimates for bivariate hierarchical bases. Communications in Applied Analysis Atlanta, Ga. 7 1 133-151 [Article]

Binz, Ernst ; Pods, Sonja ; Schempp, Walter (2003) Heisenberg Groups - A Unifying Structure of Signal Theory, Holography and Quantum Information Theory. Journal of Applied Mathematics & Computing : JAMC Heidelberg 11 1/2 1-57 [Article]

Binz, Ernst ; Pods, Sonja ; Schempp, Walter (2003) Heisenberg Groups : The Fundamental Ingredient to Describe Information, its Transmission and Quantization. Journal of Physics / A, Mathematical and Theoretical Bristol 36 23 6401-6421 [Article]

Schröder, Michael (2003) On the integral of geometric Brownian motion. Advances in Applied Probability Sheffield [u.a.] 35 1 159-183 [Article]

Schlichenmaier, Martin (2003) Local cocycles and central extensions for multi-point algebras of Krichever-Novikov type. Journal für die reine und angewandte Mathematik Berlin [u.a.] 559 53-94 [Article]

Förste, Stefan ; Roggenkamp, Daniel (2003) Current-current deformations of conformal field theories, and WZW models. Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2003 5 Article 071 [Article]

Potts, Daniel ; Steidl, Gabriele (2002) Fast summation at nonequispaces knots by NFFTs. SIAM Journal on Scientific Computing Philadelphia, Pa. 24 6 2013-2037 [Article]

Schlather, Martin (2002) Models for stationary max-stable random fields. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 5 1 33-44 [Article]

Binz, Ernst ; Elzanowski, Marek (2002) Another look at the evolution of material structures. Mathematics and Mechanics of Solids Thousand Oaks, Calif. [u.a.] 7 1 203-214 [Article]

Strobel, Jürgen ; Allerdissen, Klaus ; Bartels, Hans-Jochen (2002) Bericht zur Prüfung im Oktober 2001 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungsmathematik Würzburg 25 4 869-872 [Article]

Strobel, Jürgen ; Allerdissen, Klaus ; Bartels, Hans-Jochen (2002) Bericht zur Prüfung im Oktober 2001 über Mathematik der Lebensversicherung(Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungsmathematik Würzburg 25 4 877-880 [Article]

Deck, Thomas (2002) Continuous dependence on initial data for solutions of nonlinear stochastic evolution equations. Infinite Dimensional Analysis, Quantum Probability and Related Topics Singapore 5 3 333-350 [Article]

Binz, Ernst ; Schempp, Walter (2002) Digital information processing: The lie groups defining the filter banks of the compact disc. Task Quarterly Gdańsk 6 2 283-307 [Article]

Deck, Thomas ; Gross, Leonard (2002) Hankel operators over complex manifolds. Pacific Journal of Mathematics Berkeley, Calif. 205 1 43-97 [Article]

Strauß, Daniel J. ; Steidl, Gabriele (2002) Hybrid wavelet-support vector classifiers of waveforms. Journal of Computational and Applied Mathematics Amsterdam 148 2 375-400 [Article]

Binz, Ernst ; Schempp, Walter (2002) Kepplers Phoronomie: Symplektische Spinoren. Results in Mathematics Basel ; Berlin [u.a.] 41 3/4 229-257 [Article]

Binz, Ernst ; Léon, Manuel de ; Diego, David M. de ; Socolescu, Dan (2002) Nonholonomic constraints in classical field theories. Reports on Mathematical Physics Warszawa ; Amsterdam 49 2/3 151-166 [Article]

Elzanowski, Marek ; Binz, Ernst (2002) On the evolution of simple material structures. Technische Mechanik Magdeburg 22 1 36-42 [Article]

Deck, Thomas ; Kruse, Susanne (2002) Parabolic differential equations with Hölder continuous and unbounded coefficients. Acta Applicandae Mathematicae Dordrecht 74 1 71-91 [Article]

Binz, Ernst ; Schempp, Walter (2002) Information Technology: The lie groups defining the filter banks of the compact disc. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 144 1/2 85-103 [Article]

Schlather, Martin ; Tawn, Jonathan A. (2002) Inequalities for the extremal coefficients of multivariate extreme value distributions. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 5 1 87-102 [Article]

Schlather, Martin (2002) Characterisation of point processes with Gaussian marks independent of locations. Mathematische Nachrichten Weinheim 239 1 204-214 [Article]

Hess, Klaus Th. ; Liewald, Anett ; Schmidt, Klaus D. (2002) An extension of Panjer's recursion. ASTIN Bulletin : The Journal of the International Actuarial Association Cambridge 32 2 283-297 [Article]

Hess, Klaus Th. ; Schmidt, Klaus D. (2002) A comparison of models for the chain-ladder method. Insurance : Mathematics and Economics Amsterdam [u.a.] 31 3 351-364 [Article]

Schmidt, Klaus D. (2002) A note on the overdispersed Poisson family. Insurance : Mathematics and Economics Amsterdam [u.a.] 30 1 21-25 [Article]

Schlichenmaier, Martin ; Karabegov, Alexander V. (2001) Almost Kähler deformation quantization. Letters in Mathematical Physics : LMP Berlin [u.a.] 57 135-148 [Article]

Bartels, Hans-Jochen ; Allerdissen, Klaus ; Strobel, Jürgen (2001) Bericht zur Prüfung im Oktober 1999 über Mathematik der Lebensversicherung (Spezialwissen). Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 25 1 145-149 [Article]

Bartels, Hans-Jochen ; Allerdissen, Klaus ; Strobel, Jürgen (2001) Bericht zur Prüfung im Oktober 2000 über Mathematik der Lebensversicherung (Spezialwissen). Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 25 1 151 - 156 [Article]

Zeilfelder, Frank ; Davydov, Oleg V. ; Nürnberger, Günther (2001) Bivariate spline interpolation with optimal approximation order. Constructive Approximation Berlin [u.a.] 17 2 181-208 [Article]

Schlichenmaier, Martin ; Karabegov, Alexander V. (2001) Identification of Berezin-Toeplitz deformation quantization. Journal für die reine und angewandte Mathematik Berlin [u.a.] 540 49-76 [Article]

Binz, Ernst ; Pods, Sonja ; Schempp, Walter (2001) Spinor Geometry and Signal Transmission in Three-Space. AIP Conference Proceedings Melville, NY 627 1 267-275 [Article]

Binz, Ernst ; Schwarz, Günter ; Wenzelburger, Jan (2001) On the Dynamics of Continuous Distributions of Dislocations. Quarterly of Applied Mathematics Providence, RI 59 2 225-239 [Article]

Chan, Raymond H. ; Potts, Daniel ; Steidl, Gabriele (2001) Preconditioners for nondefinite Hermitian Toeplitz systems. SIAM Journal on Matrix Analysis and Applications Philadelphia, Pa. 22 3 647-665 [Article]

Butzmann, Heinz-Peter (2001) An Incomplete Function Space: Horst Herrlich, einem immer freundlichen und hilfsbereiten Kollegen, zu seinem 60. Geburtstag. Applied Categorical Structures Dordrecht 9 4 365-368 [Article]

Butzmann, Heinz-Peter (2001) Duality theory for convergence groups. Topology and its applications Amsterdam 111 1/2 95-104 [Article]

Gneiting, Tilmann ; Sasvári, Zoltán ; Schlather, Martin (2001) Analogies and correspondences between variograms and covariance functions. Advances in Applied Probability Sheffield [u.a.] 33 3 617-630 [Article]

Schlather, Martin (2001) Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution. Statistics & Probability Letters Amsterdam 53 3 325-329 [Article]

Schlather, Martin (2001) Limit distributions of norms of vectors of positive i.i.d. random variables. Annals of Probability New York, NY [u.a.] 29 2 862-881 [Article]

Schlather, Martin (2001) On the second-order characteristics of marked point processes. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 7 1 99-117 [Article]

Hess, Klaus Th. ; Schmidt, Klaus D. (2001) Credibility-Modelle in Tarifierung und Reservierung. Advances in Statistical Analysis : AStA Berlin [u.a.] 85 3 225-246 [Article]

Freiling, Felix (2000) Mathematische Spielereien um Fehler und Fehlertoleranzen. Thema Forschung : das Wissenschaftsmagazin der Technischen Universität Darmstadt Monsheim 1 84-88 [Article]

Depner, Eduard (2000) Wenn Bankenrisiken auf der Aktivseite stehen. Versicherungswirtschaft Karlsruhe 55 12 856-860 [Article]

Strobel, Jürgen ; Allerdissen, Klaus ; Bartels, Hans-Jochen (2000) Bericht zur Prüfung im November 1999 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungsmathematik Würzburg 24 3 547-550 [Article]

Schlichenmaier, Martin ; Berceanu, Stefan (2000) Coherent state embeddings, polar divisors and Cauchy formulas. Journal of Geometry and Physics Amsterdam [u.a.] 34 3/4 336-358 [Article]

Nürnberger, Günther ; Zeilfelder, Frank (2000) Developments in bivariate spline interpolation. Journal of Computational and Applied Mathematics Amsterdam 121 1/2 125-152 [Article]

Nürnberger, Günther ; Davydov, Oleg V. (2000) Interpolation by C1 Splines of Degree q 4 on Triangulations. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 126 1/2 159-183 [Article]

Nürnberger, Günther ; Zeilfelder, Frank (2000) Interpolation by spline spaces on classes of triangulations. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 119 1/2 347-376 [Article]

Böcherer, Siegfried ; Heim, Bernhard E. (2000) L-functions on GSp2 × Gl2 of mixed weights. Mathematische Zeitschrift Berlin [u.a.] 235 1 11-51 [Article]

Binz, Ernst ; Pods, Sonja ; Schempp, Walter (2000) Natural microstructures associated with singularity free gradient fields in three-space and quantization. Rendiconti del Seminario Matematico Torino 58 1 1-16 [Article]

Bartels, Hans-Jochen (2000) On martingale diffusions describing the "smile-effect" for implied volatilities. Applied Stochastic Models in Business and Industry Chichester 16 1 1-9 [Article]

Böcherer, Siegfried ; Kohnen, Winfried (2000) On the functional equation of singular series. Abhandlungen aus dem Mathematischen Seminar der Universität Hamburg Berlin [u.a.] 70 1 281-286 [Article]

Schröder, Michael (2000) On the valuation of double barrier options: computational aspects. The journal of computational finance London 3 4 5-33 [Article]

Böcherer, Siegfried ; Schmidt, Claus-Günther (2000) p-adic measures attached to Siegel modularfForms. Annales de l'Institut Fourier Grenoble 50 5 1375-1443 [Article]

Binz, Ernst ; Schempp, Walter (2000) Vector Fields in Three-Space, Natural Internal Degrees of Freedom, Signal Transmission and Quantization. Results in Mathematics Basel ; Berlin [u.a.] 37 3/4 226-245 [Article]

Pink, Richard (2000) Strong approximation for Zariski dense subgroups over arbitrary global fields. Commentarii Mathematici Helvetici Basel 75 4 608-643 [Article]

Beattie, Ronald ; Butzmann, Heinz-Peter (2000) Ultracomplete convergence vector spaces and the closed graph theorem. Topology and its applications Amsterdam 111 1/2 59-69 [Article]

Schlather, Martin (2000) A formula for the edge length distribution function of the Poisson Voronoi tessellation. Mathematische Nachrichten Weinheim 214 1 113-119 [Article]

Schlather, Martin (2000) On a class of models of stochastic geometry constructed by random measures. Mathematische Nachrichten Weinheim 213 1 114-154 [Article]

Potthoff, Jürgen (2000) On differential operators in white noise analysis. Acta Applicandae Mathematicae Dordrecht [u.a.] 63 1/3 333-347 [Article]

Schmidt, Klaus D. (2000) Statistical decision problems and linear prediction under vague prior information. Statistics & Risk Modeling Berlin 18 4 429-442 [Article]

Recknagel, Andreas ; Roggenkamp, Daniel ; Schomerus, Volker (2000) On relevant boundary perturbations of unitary minimal models. Nuclear Physics / B. Proceedings Supplements Amsterdam [u.a.] 588 3 552-564 [Article]

Arakawa, Tsuneo ; Böcherer, Siegfried (1999) A Note on the Restriction Map for Jacobi Forms. Abhandlungen aus dem Mathematischen Seminar der Universität Hamburg Berlin [u.a.] 69 1 309-317 [Article]

Bartels, Hans-Jochen ; Allerdissen, Klaus ; Strobel, Jürgen (1999) Bericht zur Prüfung im November 1998 über Mathematik der Lebensversicherung (Grundwissen). Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 24 2 397-400 [Article]

Bartels, Hans-Jochen ; Allerdissen, Klaus ; Strobel, Jürgen (1999) Bericht zur Prüfung im Oktober 1998 über Mathematik der Lebensversicherung (Spezialwissen). Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 24 1 135-142 [Article]

Schlichenmaier, Martin ; Ali, S. Twareque ; Strasburger, Alexander ; Odzijewicz, Anatol (1999) Foreword. Reports on Mathematical Physics Warschau 43 1/2 3 [Article]

Binz, Ernst ; Léon, Manuel de ; Socolescu, Dan (1999) Global dynamics of media with microstructure. Extracta mathematicae Badajoz 14 2 99-125 [Article]

Böcherer, Siegfried ; Bruinier, Jan H. ; Kohnen, Winfried (1999) Non-vanishing of scalar products of Fourier-Jacobi coefficients of Siegel cusp forms. Mathematische Annalen Berlin [u.a.] 313 1 1-13 [Article]

Adly, Samir ; Oettli, Werner (1999) Solvability of generalized nonlinear symmetric variational inequalitites. Journal of the Australian Mathematical Society / Ser. B, Applied Mathematics St. Lucia, Qld 40 3 289-300 [Article]

Böcherer, Siegfried ; Schulze-Pillot, Rainer (1999) Squares of automorphic forms on quaternion algebras. Journal of Number Theory Orlando, Fla. 76 2 194-205 [Article]

Deck, Thomas ; Vage, Gjermund ; Potthoff, Jürgen ; Watanabe, Hisao (1999) Stability of solutions of parabolic PDE's with random drift and viscosity limit. Applied Mathematics & Optimization New York, NY [u.a.] 40 3 393-406 [Article]

Zeilfelder, Frank (1999) Strong unicity of best uniform approximations from periodic spline spaces. Journal of Approximation Theory Amsterdam [u.a.] 99 1 1-29 [Article]

Schlichenmaier, Martin (1999) Sugawara operators for higher genus Riemann surfaces. Reports on Mathematical Physics Warszawa 43 1/2 323-339 [Article]

Böcherer, Siegfried ; Funke, Joachim ; Schulze-Pillot, Rainer (1999) Traces of Theta Series. Journal of Number Theory Orlando, Fla. 78 1 119-140 [Article]

Depner, Eduard (1999) Value at risk bei Versicherungen. Versicherungswirtschaft Karlsruhe 54 3 165-169 [Article]

Schlichenmaier, Martin ; Sheinman, Oleg K. (1999) Wess-Zumino-Witten-Novikov theory, Knizhnik-Zamolodchikov equations, and Krichever-Novikov algebras I. Russian mathematical surveys London 54 1 213-250 [Article]

Bartels, Hans-Jochen (1999) Zur Mathematik der Optionen. Mathematische Semesterberichte Berlin [u.a.] 46 1 29-45 [Article]

Schlather, Martin ; Stoyan, Dietrich (1999) Edge systems of time-dependent incomplete Poisson Voronoi tessellations. Stochastic Models New York, NY [u.a.] 15 4 599-615 [Article]

Schmidt, Klaus D. ; Lorenz, Holger (1999) Grossing-up, chain-ladder and marginal-sum estimation. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Berlin ; Heidelberg 24 2 195-200 [Article]

Schmidt, Klaus D. (1999) Chain ladder prediction and asset liability management. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Berlin ; Heidelberg 24 1 1-9 [Article]

Schmidt, Klaus D. (1999) Reservierung für Spätschäden: Modellierung am Beispiel des Chain-Ladder-Verfahrens. Allgemeines Statistisches Archiv : AStA Heidelberg ; Berlin 83 267-280 [Article]

Schmidt, Klaus D. (1999) Discussion of paper published in Volume LXXXIII : Loss prediction by generalized least squares, Leigh J. Halliwell. Proceedings of the Casualty Actuarial Society Boston, MA 86 165 736-747 [Article]

Schmidt, Klaus D. (1999) Mathematik und Wirtschaft: eine Herausforderung : der universitäre Studiengang Wirtschaftsmathematik. Informationen für die Beratungs- und Vermittlungsdienste : IBV Nürnberg 1999 9 565-569 [Article]

Borcherds, Richard E. ; Freitag, Eberhard ; Weissauer, Rainer (1998) A Siegel cusp form of degree 12 and weight 12. Journal für die reine und angewandte Mathematik Berlin [u.a.] 494 141-153 [Article]

Oettli, Werner ; Schläger, Dirk (1998) A unifying minimax theorem. Le Matematiche / Dipartimento di Matematica e Informatica dell'Università di Catania Catania 53 1 185-200 [Article]

Nürnberger, Günther ; Davydov, Oleg V. ; Zeilfelder, Frank (1998) Approximation order of bivariate spline interpolation for arbitrary smoothness. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 90 2 117-134 [Article]

Böcherer, Siegfried (1998) Bilinear Differential Operators for the Jacobi Group. Commentarii mathematici Universitatis Sancti Pauli = Rikkyō-daigaku-sūgaku-zasshi Tokyo 47 2 135-154 [Article]

Oettli, Werner ; Schläger, Dirk (1998) Conjugate functions for convex and nonconvex duality. Journal of Global Optimization Dordrecht 13 4 337-347 [Article]

Nürnberger, Günther ; Walz, Guido (1998) Error analysis in interpolation by bivariate C1 splines. IMA Journal of Numerical Analysis : IMAJNA Oxford 18 4 485-508 [Article]

Oettli, Werner ; Schläger, Dirk (1998) Existence of equilibria for monotone multivalued mappings. Mathematical Methods of Operations Research Berlin [u.a.] 48 2 219-228 [Article]

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen ; Vage, Gjermund (1998) Explicit strong solutions of SPDE's with applications to non-linear filtering. Acta Applicandae Mathematicae Dordrecht [u.a.] 51 2 215-242 [Article]

Potts, Daniel ; Steidl, Gabriele ; Tasche, Manfred (1998) Fast algorithms for discrete polynomial transforms. Mathematics of Computation Providence, RI Nr. 67 1577 - 1590 [Article]

Potts, Daniel ; Steidl, Gabriele ; Tasche, Manfred (1998) Fast and stable algorithms for discrete spherical Fourier transform. Linear Algebra and its Applications New York, NY Nr.275 433-450 [Article]

Potthoff, Jürgen ; Vage, Gjermund ; Watanabe, Hisao (1998) Generalized solutions of linear parabolic stochastic partial differential equations. Applied Mathematics & Optimization Berlin [u.a.] 38 1 95-107 [Article]

Zeilfelder, Frank (1998) Hermite interpolation by periodic splines with equidistant knots. Communications in Applied Analysis Atlanta, Ga. 2 2 183-195 [Article]

Pink, Richard (1998) l-adic algebraic monodromy groups, cocharacters, and the Mumford-Tate conjecture. Journal für die reine und angewandte Mathematik Berlin 187-237 [Article]

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen ; Streit, Ludwig (1998) Nonlinear evolution equations with gradient coupled noise. Letters in Mathematical Physics : LMP Dordrecht [u.a.] 43 3 267-278 [Article]

Meinardus, Günter ; Oettli, Werner (1998) On a certain duality for segmented minmax problems. Computing Wien [u.a.] 61 2 91-101 [Article]

Deck, Thomas ; Potthoff, Jürgen (1998) On a class of stochastic partial differential equations related to turbulent transport. Probability Theory and Related Fields Berlin [u.a.] 111 1 101-122 [Article]

Binz, Ernst ; Léon, Manuel de ; Socolescu, Dan (1998) On a smooth geometric approach to the dynamics of media with microstructures. Comptes rendus de l'Académie des Sciences / Série 2. Fascicule B, Mécanique Paris 326 4 227-232 [Article]

Oettli, Werner ; Riahi, Hassan (1998) On maximal psi-monotonicity of sums of operators. Communications on Applied Nonlinear Analysis : CANA Orlando, Fla 5 3 1-17 [Article]

Potts, Daniel ; Steidl, Gabriele (1998) Optimal trigonometric preconditioners for nonsymmetric Toeplitz systems. Linear Algebra and its Applications New York, NY Nr.281 265-292 [Article]

Daniele, Patrizia ; Maugeri, Antonino ; Oettli, Werner (1998) Variational inequalities and time dependent traffic-equilibria. Comptes Rendus de l'Académie des Sciences / Série 1, Mathématique Paris 326 9 1059-1062 [Article]

Pink, Richard (1998) Compact subgroups of linear algebraic groups. Journal of Algebra San Diego, Calif. [u.a.] 206 2 438-504 [Article]

Schmidt, Klaus D. (1998) Decomposition and extension of abstract measures in Riesz spaces. Rendiconti dell'Istituto di Matematica dell'Università di Trieste Trieste 29 Suppl. 135-213 [Article]

Schmidt, Klaus D. ; Wünsche, Angela (1998) Chain ladder, marginal sum and maximum likelihood estimation. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Berlin ; Heidelberg 23 3 267-277 [Article]

Schmidt, Klaus D. (1998) Prediction in the linear model: A direct approach. Metrika Berlin ; Heidelberg 48 2 141-147 [Article]

Schmidt, Klaus D. (1998) Bayesian models in actuarial mathematics. Mathematical Methods of Operations Research Berlin ; Heidelberg 48 1 117-146 [Article]

Larsen, Michael J. ; Pink, Richard (1997) A connectedness criterion for l-adic Galois representations. Israel Journal of Mathematics Jerusalem 1-10 [Article]

Maugeri, Antonino ; Oettli, Werner ; Schläger, Dirk (1997) A flexible form of Wardrop's principle for traffic equilibria with side constraints. Rendiconti del Circolo matematico di Palermo, Ser. 2 / Supplemento Palermo 48 185-193 [Article]

Ansari, Qamrul Hasan ; Oettli, Werner ; Schläger, Dirk (1997) A generalization of vectorial equilibria. Mathematical Methods of Operations Research Heidelberg 147-152 [Article]

Oettli, Werner (1997) A remark on vector-valued equilibria and generalized monotonicity. Acta Mathematica Vietnamica Hanoi 213-221 [Article]

Deck, Thomas ; Potthoff, Jürgen ; Vage, Gjermund (1997) A review of white noise analysis from a probabilistic standpoint. Acta Applicandae Mathematicae Dordrecht [u.a.] 48 1 91-112 [Article]

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen (1997) A white noise approach to a class of non-linear stochastic heat equations. Journal of Functional Analysis Amsterdam [u.a.] 146 2 382-415 [Article]

Bartels, Hans-Jochen ; Scharr, Michael ; Strobel, Jürgen (1997) Bericht zur Prüfung im Juni 1996 über Mathematik der Lebensversicherung, Spezialwissen. Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 23 2 227-234 [Article]

Buck, Bernhard ; Butzmann, Heinz-Peter (1997) Free commutative convergence groups. Rostocker Mathematisches Kolloquium Rostock 51 159-166 [Article]

Böcherer, Siegfried ; Schulze-Pillot, Rainer (1997) Siegel Modular Forms and Theta Series attached to quaternion algebras II. Nagoya Mathematical Journal Durham, NC 147 71-106 [Article]

Binz, Ernst (1997) Structural capillarity, equilibrium configurations and vibrational modes. Communications in Applied Analysis Atlanta, Ga. 1 2 213-243 [Article]

Oettli, Werner ; Yamasaki, Maretsugu (1997) The generalized strong isoperimetric inequality in locally finite networks. Journal of Mathematical Analysis and Applications Amsterdam 308-316 [Article]

Pink, Richard (1997) The Mumford-Tate conjecture of Drinfeld modules. Publications of the Research Institute for Mathematical Sciences / Kyoto University Tokyo 393-425 [Article]

Mammen, Enno ; Konakov, Valentin (1997) The shape of kernel density estimates in higher dimensions. Mathematical Methods of Statistics New York, NY 6 440 - 464 [Article]

Schmidt, Klaus D. (1997) Non-optimal prediction by the chain ladder method. Insurance : Mathematics and Economics Amsterdam [u.a.] 21 1 17-24 [Article]

Grinevich, Piotr G. ; Schmidt, Martin U. (1997) Conformal invariant functionals of immersions of tori into R³. Journal of Geometry and Physics Amsterdam [u.a.] 26 1/2 51-78 [Article]

Oettli, Werner ; Yen, Nguyen Dong (1996) An example of a bad quasicomplementarity problem. Journal of Optimization Theory and Applications Dordrecht [u.a.] 213-215 [Article]

Nürnberger, Günther (1996) Approximation order of bivariate spline interpolation. Journal of Approximation Theory Amsterdam [u.a.] 87 2 117-136 [Article]

Bartels, Hans-Jochen ; Scharr, Michael ; Strobel, Jürgen (1996) Bericht zur Prüfung im November 1995 über Mathematik der Lebensversicherung (Grundwissen). Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 22 3 623-628 [Article]

Nürnberger, Günther (1996) Bivariate segment approximation and free knot splines: research problems 96-4. Constructive Approximation New York, NY [u.a.] 12 4 555-558 [Article]

Binz, Ernst (1996) Das Eingeschränkte Zweikörperproblem. Extracta mathematicae Badajoz 11 1 1-16 [Article]

Oettli, Werner ; Yamasaki, Maretsugu (1996) Existence of feasible potentials on infinite networks. Journal of Convex Analysis Lemgo 71-81 [Article]

Kondratiev, Yuri G. ; Leukert, Peter ; Potthoff, Jürgen ; Streit, Ludwig ; Westerkamp, Werner (1996) Generalized functionals on Gaussian spaces-the characterization theorem revisited. Journal of Functional Analysis Amsterdam [u.a.] 141 2 301-318 [Article]

Luu, Do Van ; Oettli, Werner (1996) Higher-order optimality conditions for a minimax. Bulletin of the Australian Mathematical Society Canberra 509-516 [Article]

Potthoff, Jürgen ; Sundar, Padmanabhan (1996) Law of large numbers and central limit theorem for Donsker's delta function of diffusions I. Potential Analysis Dordrecht 5 5 487-504 [Article]

Benth, Fred Espen ; Potthoff, Jürgen (1996) On the Martingale Property for Generalized Stochastic Processes. Stochastics and Stochastics Reports Abingdon 58 3/4 349-367 [Article]

Oettli, Werner ; Yen, Nguyen Dong (1996) Quasicomplementarity problems of type Ro. Journal of Optimization Theory and Applications Dordrecht [u.a.] 467-474 [Article]

Schlichenmaier, Martin ; Sheinman, Oleg K. (1996) Sugawara construction and Casimir operators for Krichever-Novikov algebras. Journal of Mathematical Sciences Tokyo 38 3807-3834 [Article]

Binz, Ernst (1996) Idealized skins constituted by finitely many material particles. Extracta mathematicae Badajoz 11 1 1-16 [Article]

Schmidt, Klaus D. ; Schnaus, Anja (1996) An extension of Mack's model for the chain ladder method. ASTIN Bulletin : The Journal of the International Actuarial Association Cambridge 26 2 247-262 [Article]

Schmidt, Klaus D. (1996) Versicherungsmathematik: Prognosen, Formeln und Modelle. Wissenschaftliche Zeitschrift der Technischen Universität Dresden Dresden 45 1 37-40 [Article]

Larsen, Michael J. ; Pink, Richard (1995) Abelian varieties, l-adic representations, and l-independence. Mathematische Annalen Berlin ; Göttingen ; Heidelberg 561-579 [Article]

Bartels, Hans-Jochen ; Scharr, Michael ; Strobel, Jürgen (1995) Bericht zur Prüfung im März 1994 über Mathematik der Lebensversicherung. Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 22 1 201-206 [Article]

Bartels, Hans-Jochen ; Scharr, Michael ; Strobel, Jürgen (1995) Bericht zur Prüfung im März 1995 über Mathematik der Lebensversicherung. Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 22 2 453-458 [Article]

Nürnberger, Günther ; Rießinger, Thomas (1995) Bivariate spline interpolation at grid points. Numerische Mathematik Berlin [u.a.] 71 1 91-119 [Article]

Schmidt, Klaus D. ; Timpel, Matthias (1995) Experience rating under weighted squared error loss. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Berlin ; Heidelberg 22 2 289-307 [Article]

Grinevich, Piotr G. ; Schmidt, Martin U. (1995) Period preserving nonisospectral flows and the moduli space of periodic solutions of soliton equations. Physica. D, Nonlinear Phenomena Amsterdam [u.a.] 87 1/4 73-98 [Article]

Mauve, Martin ; Mauve, Reinhard (1994) Experimentelle Arbeitsblätter. Praxis der Mathematik Köln 36 5 215-220 [Article]

Nürnberger, Günther (1994) Strong unicity in nonlinear approximation and free knot splines. Constructive Approximation Berlin [u.a.] 10 2 285-299 [Article]

Schlichenmaier, Martin ; Bordemann, Martin ; Meinrenken, Eckhard (1994) Toeplitz quantization of Kähler manifolds and gl(N),N to infty imits. Communications in Mathematical Physics Berlin [u.a.] 165 2 281-296 [Article]

Pink, Richard (1993) Classification of pro-p subgroups of SL_2 over a p-adic ring, where p is an odd prime. Compositio Mathematica Cambridge 251-264 [Article]

Beattie, Ronald ; Butzmann, Heinz-Peter (1993) Convergence LF spaces. Applied Categorical Structures Dordrecht [u.a.] 1 4 361-384 [Article]

Schlichenmaier, Martin (1993) Degenerations of generalized Krichever-Novikov algebras on tori. Journal of Mathematical Physics Melville, NY 34 8 3809-3824 [Article]

Binz, Ernst (1993) On the irredundant part of the first Piola-Kirchhoff stress tensor. Reports on Mathematical Physics Warszawa 32 2 175-210 [Article]

Binz, Ernst ; Schwarz, Günter (1993) The principle of virtual work and a symplectic reduction in non-local continuum mechanics. Reports on Mathematical Physics Warszawa 32 1 49-69 [Article]

Nürnberger, Günther ; Rießinger, Thomas (1992) Lagrange and Hermite interpolation by bivariate splines. Numerical functional analysis and optimization Philadelphia, Pa. 13 1/2 75-96 [Article]

Harder, Günter ; Pink, Richard (1992) Modular konstruiert unverzweigte abelsche p-Erweiterungen von Q(zeta_p) und die Struktur ihrer Galoisgruppen. Mathematische Nachrichten Berlin 83-99 [Article]

Pink, Richard (1992) On l-adic sheaves on Shimura varieties and their higher direct images in the Baily-Borel compactification. Mathematische Annalen Berlin ; Göttingen ; Heidelberg 197-240 [Article]

Larsen, Michael J. ; Pink, Richard (1992) On l-independence of algebraic monodromy groups in compatible systems of representatations. Inventiones mathematicae Berlin ; Heidelberg 603-636 [Article]

Pink, Richard (1992) On the calculation of local termns in the Lefschetz-Verdier trace formula and its application to a conjecture of Deligne. The Annals of Mathematics Princeton 135 3 483-525 [Article]

Schlichenmaier, Martin ; Ruffing, Andreas ; Deck, Thomas (1992) String branchings on complex tori and algebraic representations of generalized Krichever-Novikov algebras. Letters in Mathematical Physics : LMP Berlin [u.a.] 26 1 23-32 [Article]

Nürnberger, Günther (1992) The metric projection for free knot splines. Journal of Approximation Theory Amsterdam [u.a.] 71 2 145-153 [Article]

Schmidt, Klaus D. (1992) Stochastische Modellierung in der Erfahrungstarifierung. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Berlin ; Heidelberg 20 4 441-455 [Article]

Beattie, Ronald ; Butzmann, Heinz-Peter (1991) Convergence and distributions. Atti Del Seminario Matematico E Fisico dell'Università di Modena Modena 39 2 487-494 [Article]

Schlichenmaier, Martin ; Bordemann, Martin ; Schaller, Peter ; Hoppe, Jens (1991) gl(∞) and geometric quantization. Communications in Mathematical Physics Berlin [u.a.] 138 2 209-244 [Article]

Nürnberger, Günther ; Meinardus, Günter (1991) Lothar Collatz. Journal of Approximation Theory Amsterdam 65 1 1-2 [Article]

Beattie, Ronald ; Butzmann, Heinz-Peter (1991) On the Banach-Steinhaus theorem and the continuity of bilinear mappings. Mathematische Nachrichten Berlin Nr.153 297-312 [Article]

Binz, Ernst ; Fischer, Hans-Rudolf (1991) One-forms on spaces of embeddings : a framework for constitutive laws in elasticity. Note di Matematica Berlin 11 21-48 [Article]

Nürnberger, Günther ; Meinardus, Günter ; Rießinger, Thomas ; Walz, Guido (1991) The work of Lothar Collatz in approximation theory. Journal of Approximation Theory Amsterdam 67 2 119-128 [Article]

Schmidt, Klaus D. ; Waldschaks, Gerd (1991) Common extensions of positive vector measures. Portugaliae Mathematica Zürich 48 2 155-164 [Article]

Schlichenmaier, Martin (1990) Central extensions and semi-infinite wedge representations of Krichever-Novikov algebras for more than two points. Letters in Mathematical Physics : LMP Dordrecht 20 1 33-46 [Article]

Larsen, Michael J. ; Pink, Richard (1990) Determining representations from invariant dimensions. Inventiones mathematicae Berlin ; Heidelberg 377-398 [Article]

Schlichenmaier, Martin (1990) Krichever Novikov algebras for more than two points. Letters in Mathematical Physics : LMP Dordrecht 19 2 151-165 [Article]

Schlichenmaier, Martin (1990) Krichever Novikov algebras for more than two points: explicit generators. Letters in Mathematical Physics : LMP Dordrecht 19 4 327-336 [Article]

Nürnberger, Günther ; Berens, Hubert (1990) Nonuniqueness and selections in spline approximation. Constructive Approximation New York, NY [u.a.] 6 2 181-193 [Article]

Butzmann, Heinz-Peter ; Schröder, Michael (1990) Spaces making continuous convergence and locally uniform convergence coincide, their very weak P-property, and their topological behaviour. Mathematica Scandinavica Aarhus 67 2 227-254 [Article]

Schmidt, Klaus D. (1990) Convergence of Bayes and credibility premiums. ASTIN Bulletin : The Journal of the International Actuarial Association Cambridge 20 2 167-172 [Article]

Schmidt, Klaus D. (1990) Daugavet's equation and orthomorphisms. Proceedings of the American Mathematical Society : PAMS Providence, RI 108 4 905-911 [Article]

Nürnberger, Günther ; Meinardus, Günter ; Sommer, Manfred ; Strauß, Hans (1989) Algorithms for piecewise polynomials and splines with free knots. Mathematics of Computation Providence, RI 53 187 235-247 [Article]

Binz, Ernst (1989) On the notion of the stress tensor associated with |R^n-invariant constitutive laws admitting integral representations. Reports on Mathematical Physics Warszawa 27 1 49-58 [Article]

Nürnberger, Günther ; Schumaker, Larry L. ; Sommer, Manfred ; Strauß, Hans (1989) Uniform aproximation by generalized splines with free knots. Journal of Approximation Theory Amsterdam 59 150-169 [Article]

Nürnberger, Günther ; Meinardus, Günter (1989) Uniqueness of best L1-approximations from periodic spline spaces. Journal of Approximation Theory Amsterdam 58 1 114-120 [Article]

Schmidt, Klaus D. (1989) A note on positive supermartingales in ruin theory. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Berlin ; Heidelberg 19 2 129-132 [Article]