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2024

Trottner, Lukas ; Aeckerle-Willems, Cathrine ; Strauch, Claudia (2024) Concentration analysis of multivariate elliptic diffusions. Open Access Journal of Machine Learning Research : JMLR Cambridge, Mass. ; Brookline, MA 24 1 4815-4852 [Article]
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Döring, Leif ORCID: 0000-0002-4569-5083 ; Savov, Mladen ; Trottner, Lukas ; Watson, Alexander R. (2024) The uniqueness of the Wiener–Hopf factorisation of Lévy processes and random walks. Open Access The Bulletin of the London Mathematical Society Oxford ; Hoboken, NJ tba tba 1-18 [Article]
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2021

Döring, Leif ORCID: 0000-0002-4569-5083 ; Gonon, Lukas ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; 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]

Trottner, Lukas (2021) Implications of Markov stability theory for nonparametric statistics, Markov additive fluctuations and data-driven stochastic control. Open Access Mannheim [Doctoral dissertation]
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2020

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]

Döring, Leif ORCID: 0000-0002-4569-5083 ; 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]

Baguley, Samuel Peter (2020) Path integrals of standard Markov processes. Open Access Mannheim [Doctoral dissertation]
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2019

Döring, Leif ORCID: 0000-0002-4569-5083 ; Gonon, Lukas ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Reichmann, Oleg (2019) On Skorokhod embeddings and Poisson equations. The Annals of Applied Probability Cleveland, OH ; Hayward, CA 29 4 2302-2337 [Article]

Aeckerle-Willems, Cathrine (2019) Nonparametric statistics for scalar ergodic diffusion processes. Open Access Mannheim [Doctoral dissertation]
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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]

2018

Weissmann, Philip (2018) Lévy processes conditioned to avoid and hit intervals. Open Access Mannheim [Doctoral dissertation]
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Döring, Leif ORCID: 0000-0002-4569-5083 ; Gonon, Lukas ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Reichmann, Oleg (2018) Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. Mannheim [u.a.] [Working paper]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Weissmann, Philip (2018) Stable processes conditioned to hit an interval continuously from the outside. Mannheim [u.a.] [Working paper]

Döring, Leif ORCID: 0000-0002-4569-5083 (2018) Unterschiede von Studierenden als Herausforderung betrachten. Forschung & Lehre Bonn 25 8 03.08.2018 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Watson, Alexander R. ; Weissmann, Philip (2018) Lévy processes with finite variance conditioned to avoid an interval. Mannheim [u.a.] [Working paper]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Kyprianou, Andreas E. ; Weissmann, Philip (2018) Stable processes conditioned to avoid an interval. Mannheim [u.a.] [Working paper]

2017

Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Klinger, Melanie ; Schlather, Martin ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 (2017) Individualisierte Tutorien im Mathematikstudium. Neues Handbuch Hochschullehre Berlin 82 77-88 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Gonon, Lukas ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Reichmann, Oleg (2017) On Skorokhod embeddings and Poisson equations. Mannheim [u.a.] [Working paper]

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]

This list was created automatically on Mon Dec 9 07:43:16 2024 CET