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Zitation
Fakultäten und Einrichtungen
(49219)
Fakultät für Wirtschaftsinformatik und Wirtschaftsmathematik
(5108)
Probability Theory (Döring 2017-)
(41)
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Zeitschriftenartikel
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 [Zeitschriftenartikel]
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.
The Bulletin of the London Mathematical Society Oxford ; Hoboken, NJ tba tba 1-18 [Zeitschriftenartikel]
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]
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]
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]
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]
Döring, Leif
ORCID: 0000-0002-4569-5083
(2018)
Unterschiede von Studierenden als Herausforderung betrachten.
Forschung & Lehre Bonn 25 8 03.08.2018 [Zeitschriftenartikel]
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
;
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]
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]
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]
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]
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]
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]
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]
Buchkapitel
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]
Dissertation
Trottner, Lukas
(2021)
Implications of Markov stability theory for nonparametric statistics, Markov additive fluctuations and data-driven stochastic control.
Mannheim [Dissertation]
Baguley, Samuel Peter
(2020)
Path integrals of standard Markov processes.
Mannheim [Dissertation]
Aeckerle-Willems, Cathrine
(2019)
Nonparametric statistics for scalar ergodic diffusion processes.
Mannheim [Dissertation]
Vorschau
Weissmann, Philip
(2018)
Lévy processes conditioned to avoid and hit intervals.
Mannheim [Dissertation]
Vorschau
Döring, Leif
ORCID: 0000-0002-4569-5083
(2009)
Fine properties of symbiotic branching processes.
Berlin [Dissertation]
Konferenzveröffentlichung
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]
Arbeitspapier
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
;
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]
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]
Dreieich, Steffen
;
Döring, Leif
ORCID: 0000-0002-4569-5083
(2014)
Random interlacements via Kuznetsov measures.
Mannheim [u.a.] [Arbeitspapier]
Bericht
Döring, Leif
ORCID: 0000-0002-4569-5083
(2014)
A 0-1 law for spectrally positive Lévy processes conditioned to be positive.
Zürich [Bericht]
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