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Springe zu: 2024 | 2021 | 2020 | 2019 | 2018 | 2017 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009

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 [Zeitschriftenartikel]
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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 [Zeitschriftenartikel]
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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 [Zeitschriftenartikel]

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

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 [Zeitschriftenartikel]

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 [Zeitschriftenartikel]

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

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

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 [Zeitschriftenartikel]

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

2018

Weissmann, Philip (2018) Lévy processes conditioned to avoid and hit intervals. Open Access Mannheim [Dissertation]
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Vorschau

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

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

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.] [Arbeitspapier]

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

Döring, Leif ORCID: 0000-0002-4569-5083 ; Kyprianou, Andreas E. (2018) Entrance and exit at infinity for stable jump diffusions. Mannheim [u.a.] [Arbeitspapier]

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.] [Arbeitspapier]

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 [Zeitschriftenartikel]

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.] [Arbeitspapier]

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 [Zeitschriftenartikel]

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 [Zeitschriftenartikel]

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 [Zeitschriftenartikel]

2014

Dreieich, Steffen ; Döring, Leif ORCID: 0000-0002-4569-5083 (2014) Random interlacements via Kuznetsov measures. Mannheim [u.a.] [Arbeitspapier]

Döring, Leif ORCID: 0000-0002-4569-5083 (2014) A 0-1 law for spectrally positive Lévy processes conditioned to be positive. Zürich [Bericht]

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 [Zeitschriftenartikel]

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 [Zeitschriftenartikel]

Berestycki, Julien ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Mytnik, Leonid ; Zambotti, Lorenzo (2014) On exceptional times for generalized Fleming-Viot processes with mutations. Stochastic Partial Differential Equations : Analysis and Computations New York, NY 2 1 84-120 [Zeitschriftenartikel]

2013

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 [Zeitschriftenartikel]

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 [Zeitschriftenartikel]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Mytnik, Leonid (2013) Longtime behavior of mutually catalytic branching with negative correlations. Englander, Janos Advances in superprocesses and nonlinear PDEs Springer Proceedings in Mathematics & Statistics Boston, MA [u.a.] 38 93-111 [Buchkapitel]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Roberts, Matthew I. Catalytic branching processes via spine techniques and renewal theory. Donati-Martin, Catherine Lecture Notes in Mathematics 2078 305-322 In: Séminaire de Probabilités XLV (2013) Berlin ; Heidelberg [u.a.] 45th Seminar on Probability (Strasbourg, France) [Konferenzveröffentlichung]

Aurzada, Frank ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Svavov, Mladen (2013) Small time Chung-type LIL for Lévy processes. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague ; Aarhus 19 1 115-136 [Zeitschriftenartikel]

2012

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 [Zeitschriftenartikel]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Mytnik, Leonid (2012) Mutually catalytic branching processes and voter processes with strength of opinion. ALEA : Latin American Journal of Probability and Mathematical Statistics Beachwood, OH 9 1 1-51 [Zeitschriftenartikel]

2011

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 [Zeitschriftenartikel]

Blath, Jochen ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Etheridge, Alison (2011) On the moments and the interface of the symbiotic branching model. The Annals of Probability New York, NY [u.a.] 39 1 252-290 [Zeitschriftenartikel]

Aurzada, Frank ; Döring, Leif ORCID: 0000-0002-4569-5083 (2011) Intermittency and ageing for the symbiotic branching model. Annales de l'Institut Henri Poincaré. B, Probabilité et statistiques Bethesda, MD 47 2 376-394 [Zeitschriftenartikel]

2010

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 [Zeitschriftenartikel]

2009

Döring, Leif ORCID: 0000-0002-4569-5083 (2009) Fine properties of symbiotic branching processes. Berlin [Dissertation]

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