University Bibliography

Faculties and Departments (38581)
- School of Business Informatics and Mathematics (3984)
  - Probability Theory (Döring 2017-) (30)

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A

Aeckerle-Willems, Cathrine (2019) Nonparametric statistics for scalar ergodic diffusion processes.

Mannheim [Doctoral dissertation]

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B

Baguley, Samuel Peter (2020) Path integrals of standard Markov processes.

Mannheim [Doctoral dissertation]

Benning, Felix ; Döring, Leif

Random function descent. Globerson, Amir ; Mackey, L. ; Belgrave, D. ; Fan, A. ; Paquet, U. ; Tomczak, J. ; Zhang, C. 111248-111298 In: Advances in Neural Information Processing Systems 37 (NeurIPS 2024) (2025) 38th Conference on Neural Information Processing Systems (NeurIPS 2024) (Vancouver, Canada) [Conference or workshop publication]

Baguley, Samuel Peter ; Döring, Leif

; Kyprianou, Andreas E. (2024) General path integrals and stable SDEs.

Journal of the European Mathematical Society : JEMS Berlin ; Paris 26 9 3243-3286 [Article]

D

Döring, Leif

; Gonon, Lukas ; Prömel, David J.

; Reichmann, Oleg (2018) Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. Mannheim [u.a.] [Working paper]

Döring, Leif

; Weissmann, Philip (2018) Stable processes conditioned to hit an interval continuously from the outside. Mannheim [u.a.] [Working paper]

Döring, Leif

(2018) Unterschiede von Studierenden als Herausforderung betrachten. Forschung & Lehre Bonn 25 8 03.08.2018 [Article]

Döring, Leif

; Watson, Alexander R. ; Weissmann, Philip (2018) Lévy processes with finite variance conditioned to avoid an interval. Mannheim [u.a.] [Working paper]

Döring, Leif

; Kyprianou, Andreas E. ; Weissmann, Philip (2018) Stable processes conditioned to avoid an interval. Mannheim [u.a.] [Working paper]

Döring, Leif

; Gonon, Lukas ; Prömel, David J.

; Reichmann, Oleg (2017) On Skorokhod embeddings and Poisson equations. Mannheim [u.a.] [Working paper]

Döring, Leif

; 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

; 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

; 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]

Döring, Leif

; 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]

Döring, Leif

; 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

; 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]

Döring, Leif

; 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]

Döring, Leif

; Kyprianou, Andreas E. (2020) Entrance and exit at infinity for stable jump diffusions. The Annals of Probability New York, NY [u.a.] 48 3 1220-1265 [Article]

Döring, Leif

; Gonon, Lukas ; Prömel, David J.

; Reichmann, Oleg (2021) Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. Journal of Theoretical Probability New York, NY [u.a.] 34 1 173-205 [Article]

Döring, Leif

; Savov, Mladen ; Trottner, Lukas ; Watson, Alexander R. (2024) The uniqueness of the Wiener–Hopf factorisation of Lévy processes and random walks.

The Bulletin of the London Mathematical Society Oxford ; Hoboken, NJ tba tba 1-18 [Article]

Döring, Leif

; Trottner, Lukas ; Watson, Alexander R. (2024) Markov additive friendships. Transactions of the American Mathematical Society Providence, RI 377 11 7699-7752 [Article]

Döring, Leif

; Trottner, Lukas (2023) Stability of overshoots of Markov additive processes. The Annals of Applied Probability Cleveland, OH ; Hayward, CA 33 6B 5413-5458 [Article]

K

Kolb, Oliver

; Döring, Leif

; Klinger, Melanie ; Schlather, Martin ; Schmidt, Martin U.

(2017) Individualisierte Tutorien im Mathematikstudium. Neues Handbuch Hochschullehre Berlin 82 77-88 [Article]

Klein, Sara ; Weissmann, Simon ; Döring, Leif

Beyond stationarity: Convergence analysis of stochastic softmax policy gradient methods. 1-54 In: The Twelfth International Conference on Learning Representations : ICLR 2024, Vienna, Austria, May 07 2024 (2024) ICLR 2024 (Wien, Austria) [Conference or workshop publication]

L

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

S

Sprungk, Björn ; Weissmann, Simon ; Zech, Jakob (2025) Metropolis-adjusted interacting particle sampling.

Statistics and Computing : SC Dordrecht [u.a.] 35 Article 64 1-31 [Article]

T

Trottner, Lukas (2021) Implications of Markov stability theory for nonparametric statistics, Markov additive fluctuations and data-driven stochastic control.

Mannheim [Doctoral dissertation]

Trottner, Lukas ; Aeckerle-Willems, Cathrine ; Strauch, Claudia (2024) Concentration analysis of multivariate elliptic diffusions.

Journal of Machine Learning Research : JMLR Cambridge, Mass. ; Brookline, MA 24 1 4815-4852 [Article]

W

Weissmann, Philip (2018) Lévy processes conditioned to avoid and hit intervals.

Mannheim [Doctoral dissertation]

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Weissmann, Simon ; Klein, Sara ; Azizian, Waïss ; Döring, Leif

(2024) Almost sure convergence of stochastic gradient methods under gradient domination. Transactions on Machine Learning Research : TMLR [Amherst, Massachusetts] 2024 4 1-40 [Article]

This list was created automatically on Fri Jul 18 08:24:22 2025 CEST

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