School/Institution

Faculties and Departments (49441)
- School of Business Informatics and Mathematics (5122)
  - Probability Theory (Döring 2017-) (41)

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Article

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]

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

; 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

; 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

; 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 (2019) On Skorokhod embeddings and Poisson equations. The Annals of Applied Probability Cleveland, OH ; Hayward, CA 29 4 2302-2337 [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]

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

Döring, Leif

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

Kolb, Oliver

; Döring, Leif

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

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

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]

Barczy, Mátyás ; Döring, Leif

; 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

; 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]

Berestycki, Julien ; Döring, Leif

; 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 [Article]

Barczy, Mátyás ; Döring, Leif

; 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

(2013) On entire moments of self-similar Markov processes. Stochastic Analysis and Applications Philadelphia, PA 31 2 191-198 [Article]

Aurzada, Frank ; Döring, Leif

; 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 [Article]

Döring, Leif

; 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]

Döring, Leif

; 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 [Article]

Döring, Leif

; 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]

Blath, Jochen ; Döring, Leif

; 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 [Article]

Aurzada, Frank ; Döring, Leif

(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 [Article]

Döring, Leif

; 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]

Book chapter

Döring, Leif

; 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 [Book chapter]

Doctoral dissertation

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

Mannheim [Doctoral dissertation]

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

Mannheim [Doctoral dissertation]

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

Mannheim [Doctoral dissertation]

Preview

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

Mannheim [Doctoral dissertation]

Preview

Döring, Leif

(2009) Fine properties of symbiotic branching processes. Berlin [Doctoral dissertation]

Conference or workshop publication

Döring, Leif

; 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) [Conference or workshop publication]

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

; 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

; Kyprianou, Andreas E. (2018) Entrance and exit at infinity for stable jump diffusions. Mannheim [u.a.] [Working paper]

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

; Gonon, Lukas ; Prömel, David J.

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

Dreieich, Steffen ; Döring, Leif

(2014) Random interlacements via Kuznetsov measures. Mannheim [u.a.] [Working paper]

Report

Döring, Leif

(2014) A 0-1 law for spectrally positive Lévy processes conditioned to be positive. Zürich [Report]

This list was created automatically on Fri Sep 20 05:48:55 2024 CEST

Citation

Article

Book chapter

Doctoral dissertation

Conference or workshop publication

Working paper

Report