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Fokken, Eike ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael (2023) Efficient simulation of coupled gas and power networks under uncertain demands. Open Access European Journal of Applied Mathematics Cambridge 34 3 = special issue 505-531 [Article]
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Mickel, Annalena ; Neuenkirch, Andreas (2023) The weak convergence order of two Euler-type discretization schemes for the log-Heston model. IMA Journal of Numerical Analysis : IMAJNA Oxford tba tba tba [Article]

Luo, Demou ; Wang, Qiru ; Chen, Li (2023) Nonconstant steady states and pattern formations of generalized 1D cross-diffusion systems with prey-taxis. Open Access Studies in Applied Mathematics Hoboken, NJ , Oxford 150 3 899-958 [Article]
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Schimmele, Alexander ; Schmidt, Klaus D. (2023) A note on bivariate survival functions following a law of uniform seniority. Scandinavian Actuarial Journal Basingstoke tba tba 1-9 [Article]

Mase, Makiko (2022) Lattice duality for coupling pairs admitting polytope duality with trivial toric contribution. Open Access Beiträge zur Algebra und Geometrie = Contributions to algebra and geometry Berlin ; Heidelberg 63 3 533-559 [Article]
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Chen, Li ; Lee, Jinyeop ; Liew, Matthew ORCID: 0000-0002-2073-1500 (2022) Convergence towards the Vlasov–Poisson equation from the N-Fermionic Schrödinger equation. Open Access Annales Henri Poincaré Cham 23 2 555-593 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Totzeck, Claudia (2022) Parameter calibration with stochastic gradient descent for interacting particle systems driven by neural networks. Open Access Mathematics of Control, Signals, and Systems : MCSS London 34 1 185-214 [Article]
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Hertling, Claus ; Mase, Makiko (2022) The combinatorics of weight systems and characteristic polynomials of isolated quasihomogeneous singularities. Open Access Journal of Algebraic Combinatorics Dordrecht [u.a.] 56 3 929-954 [Article]
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Axenfeld, Julian B. ; Bruch, Christian ; Wolf, Christof ORCID: 0000-0002-9364-9524 (2022) General-purpose imputation of planned missing data in social surveys: different strategies and their effect on correlations. Open Access Statistics Surveys Alexandria, Va ; Ithaca, NY 16 182-209 [Article]
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Jentsch, Carsten ; Reichmann, Lena (2022) Generalized binary vector autoregressive processes. Open Access Journal of Time Series Analysis Oxford 43 2 285-311 [Article]
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Łochowski, Rafał M. ; Perkowski, Nicolas ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2022) One-dimensional game-theoretic differential equations. International Journal of Approximate Reasoning Amsterdam [u.a.] 141 11-27 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Schillinger, Thomas (2022) Control strategies for transport networks under demand uncertainty. Open Access Advances in Computational Mathematics : AICM Dordrecht 48 6, Article 74 1-33 [Article]
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Hertling, Claus ; Mase, Makiko (2022) The integral monodromy of isolated quasihomogeneous singularities. Algebra & Number Theory Berkeley, Calif. 16 4 955-1024 [Article]

Würth, Alexandra ; Binois, Mickaël ; Goatin, Paola ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2022) Data-driven uncertainty quantification in macroscopic traffic flow models. Advances in Computational Mathematics : AICM Dordrecht 48 6, Article 75 1-26 [Article]

Friedrich, Jan ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Osztfalk, Maximilian (2022) Network models for nonlocal traffic flow. Open Access Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique Les Ulis 56 1 213-235 [Article]
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Neuenkirch, Andreas ; Szölgyenyi, Michaela (2021) The Euler-Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem. IMA Journal of Numerical Analysis : IMAJNA Oxford 41 2 1164-1196 [Article]

Liu, Chong ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Teichmann, Josef (2021) Stochastic analysis with modelled distributions. Open Access Stochastics and Partial Differential Equations New York, NY 9 2021 343-379 [Article]
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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]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Lux, Kerstin (2021) Chance‐constrained optimal inflow control in hyperbolic supply systems with uncertain demand. Open Access Optimal Control, Applications & Methods Chichester [u.a.] 42 2 566-589 [Article]
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Mickel, Annalena ; Neuenkirch, Andreas (2021) The weak convergence rate of two semi-exact discretization schemes for the Heston model. Open Access Risks : Open Access Journal Basel 9 1 Article 23 [Article]
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Liu, Chong ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Teichmann, Josef (2021) On Sobolev rough paths. Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 497 1 Article 124876 [Article]

Andres, Sebastian ; Chiarini, Alberto ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2021) Quenched local limit theorem for random walks among time-dependent ergodic degenerate weights. Open Access Probability Theory and Related Fields Berlin [u.a.] 179 3/4 1145-1181 [Article]
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Chen, Li ; Lee, Jinyeop ; Liew, Matthew ORCID: 0000-0002-2073-1500 (2021) Combined mean-field and semiclassical limits of large fermionic systems. Open Access Journal of Statistical Physics New York [u.a.] 182 Article 24 1-41 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Iacomini, Elisa ; Jung, Thomas (2021) Properties of the LWR model with time delay. Networks and Heterogeneous Media : NHM Springfield, MO 16 1 31-47 [Article]

Balzotti, Caterina ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2021) A two-dimensional multi-class traffic flow model. Networks and Heterogeneous Media : NHM Springfield, MO 16 1 69-90 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Moutari, Salissou ; Weißen, Jennifer (2021) Second-order traffic flow models on networks. SIAM Journal on Applied Mathematics Philadelphia, PA 81 1 258-281 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Weldegiyorgis, Gediyon (2021) Input-to-state stability of a scalar conservation law with nonlocal velocity. Open Access Axioms Basel 10 1, Article 12 1-20 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Schillinger, Thomas (2021) Microscopic and macroscopic traffic flow models including random accidents. Communications in Mathematical Sciences : CMS Somerville, MA tba tba [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Hante, Falk M. ; Potschka, Andreas ; Schewe, Lars (2021) Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints. Open Access Mathematical Programming : Series B Berlin ; Heidelberg 188 2 599-619 [Article]
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Weißen, Jennifer ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Armbruster, Dieter (2021) Density dependent diffusion models for the interaction of particle ensembles with boundaries. Kinetic and Related Models Springfield, MO 14 4 681-704 [Article]

Samara, Adam ; Rempe, Felix ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2021) A novel approach for vehicle travel time distribution: copula-based dependent discrete convolution. Transportation Letters Fort Lauderdale, FL tba tba [Article]

Friedrich, Jan ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Rossi, Elena (2021) Nonlocal approaches for multilane traffic models. Communications in Mathematical Sciences : CMS Somerville, MA tba tba [Article]

Blath, Jochen ; Hermann, Felix ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2021) A branching process model for dormancy and seed banks in randomly fluctuating environments. Open Access Journal of Mathematical Biology Berlin ; Heidelberg 83 2, Article 17 1-40 [Article]
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Basalaev, Alexey ; Hertling, Claus (2021) 3-dimensional F-manifolds. Open Access Letters in Mathematical Physics : LMP Dordrecht 111 4, Article 90 1-50 [Article]
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Weißen, Jennifer ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Totzeck, Claudia (2021) Space mapping-based optimization with the macroscopic limit of interacting particle systems. Open Access Optimization and Engineering Dordrecht [u.a.] tba tba 1-30 [Article]
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Prömel, David J. ORCID: 0000-0001-7028-7500 ; Trabs, Mathias (2021) Paracontrolled distribution approach to stochastic Volterra equations. Journal of Differential Equations Orlando, FL [u.a.] 302 222-272 [Article]

Łochowski, Rafał M. ; Obłój, Jan ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Siorpaes, Pietro (2021) Local times and Tanaka–Meyer formulae for càdlàg paths. Electronic Journal of Probability : EJP Seattle, WA 26 Article 77 1-29 [Article]

Cheridito, Patrick ; Kiiski, Matti ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Soner, H. Mete (2021) Martingale optimal transport duality. Mathematische Annalen Berlin ; Göttingen ; Heidelberg 379 3-4 1685-1712 [Article]

Allan, Andrew L. ; Liu, Chong ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2021) Càdlàg rough differential equations with reflecting barriers. Open Access Stochastic Processes and Their Applications Amsterdam [u.a.] 142 79-104 [Article]
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Hertling, Claus Bondal, Alexey ; Kapranov, Mikhail ; Kohno, Toshitake ; Takahashi, Atsushi ; Yoshinaga, Masahiko (2021) Rank 2 bundles with meromorphic connections with poles of Poincaré rank 1 :. Special issue on primitive forms and related topics in honor of Kyoji Saito for his 77th birthday Symmetry, Integrability and Geometry: Methods and Applications : SIGMA Erscheinungsort nicht ermittelbar 17 Article 082 1-73 [Article]

Pook, Torsten ; Reimer, Christian ; Freudenberg, Alexander ; Büttgen, Lisa ; Geibel, Johannes ; Ganesan, Amudha ; Ha, Ngoc-Thuy ; Schlather, Martin ; Mikkelsen, Lars Friis ; Simianer, Henner (2021) The Modular Breeding Program Simulator (MoBPS) allows efficient simulation of complex breeding programs. Animal Production Science Collingwood 61 1 1982-1989 [Article]

Tong, Lining ; Chen, Li ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Wang, Shu (2020) The global classical solution to compressible Euler system with velocity alignment. Open Access AIMS Mathematics Springfield, MO 5 6 6673-6692 [Article]
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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]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Spieckermann, Sven ; Stauber, Stephan ; Storck, Andrea (2020) Data-driven graph drawing techniques with applications for conveyor systems. Open Access Journal of Mathematics in Industry Berlin ; Heidelberg 10 Article 24 1-23 [Article]
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Chiarello, Felisia Angela ; Friedrich, Jan ; Goatin, Paola ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2020) Micro-macro limit of a nonlocal generalized Aw-Rascle type model. Open Access SIAM Journal on Applied Mathematics Philadelphia, PA 80 4 1841-1861 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2020) Modeling random traffic accidents by conservation laws. Open Access Mathematical Biosciences and Engineering : MBE Springfield, MO 17 2 1677-1701 [Article]
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Yin, Qitao ; Chen, Li ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2020) The mean field kinetic equation for interacting particle systems with non-Lipschitz force. Open Access Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 43 4 1901-1914 [Article]
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Rossi, Elena ; Weißen, Jennifer ; Goatin, Paola ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2020) Well-posedness of a non-local model for material flow on conveyor belts. Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique Les Ulis 54 2 679-704 [Article]

Baumgärtner, Vanessa ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2020) Feedback stabilization for a coupled PDE-ODE production system. Mathematical Control and Related Fields : MCRF Springfield, MO 10 2 405-424 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2020) Uncertainty quantification with risk measures in production planning. Open Access Journal of Mathematics in Industry Berlin ; Heidelberg 10 Article 5 1-21 [Article]
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Armbruster, Dieter ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2020) Continuous approximation of Mt/Mt/1 distributions with application to production. Journal of Computational Dynamics : JCD Springfield, MO 7 2 243-269 [Article]

Chiarello, Felisia Angela ; Friedrich, Jan ; Goatin, Paola ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kolb, Oliver ORCID: 0000-0001-6947-5520 (2020) A non-local traffic flow model for 1-to-1 junctions. Open Access European Journal of Applied Mathematics Cambridge 31 6 1029-1049 [Article]
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Mase, Makiko (2020) Polytope duality for families of K3 surfaces and coupling. Open Access Bulletin of the Brazilian Mathematical Society = Boletim da Sociedade Brasileira de Matemática Heidelberg [u.a.] 52 2021 499-536 [Article]
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Kiiski, Matti (2020) The Riesz representation theorem and weak∗ compactness of semimartingales. Open Access Finance and Stochastics Berlin [u.a.] 24 4 827-870 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan ; Weber, Dylan (2020) The food seeking behavior of slime mold: a macroscopic approach. Open Access Mathematical Biosciences and Engineering : MBE Springfield, MO 17 6 6631-6658 [Article]
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Hauswirth, Laurent ; Kilian, Martin ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 (2020) Properly embedded minimal annuli in S2×R. Open Access Journal of Integrable Systems Oxford 5 1 xyaa005, 1-37 [Article]
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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]

Liu, Chong ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Teichmann, Josef (2020) Characterization of nonlinear Besov spaces. Transactions of the American Mathematical Society Providence, RI 373 1 529-550 [Article]

Andres, Sebastian ; Deuschel, Jean-Dominique ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2020) Green kernel asymptotics for two-dimensional random walks under random conductances. Open Access Electronic Communications in Probability : ECP Seattle, WA 25 Paper 58 1-14 [Article]
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Kienzlen, Annika ; Weißen, Jennifer ; Verl, Alexander ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2020) Simulative Optimierung der Steuerungsparameter eines Materialflusslayouts mit Bandförderern. Open Access Forschung im Ingenieurwesen = Engineering Research Berlin ; Heidelberg 84 4 357-368 [Article]
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Brélivet, Thomas ; Hertling, Claus (2020) Bernoulli moments of spectral numbers and Hodge numbers. Journal of Singularities Cambridge, Mass. 20 Article 9 205-231 [Article]

Balnojan, Sven ; Hertling, Claus (2020) Conjectures on spectral numbers for upper triangular matrices and for singularities. Mathematical Physics, Analysis and Geometry Dordrecht [u.a.] 23 1, Article 5 1-49 [Article]

Hertling, Claus (2020) Automorphisms with eigenvalues in S1 of a Z-lattice with cyclic finite monodromy. Acta Arithmetica Warszawa 192 1 1-30 [Article]

David, Liana ; Hertling, Claus (2020) (T)-structures over two-dimensional F-manifolds: formal classification. Annali di matematica pura ed applicata Heidelberg 199 3 1221-1242 [Article]

David, Liana ; Hertling, Claus (2020) (TE)-structures over the irreducible 2-dimensional globally nilpotent F-manifold germ. Revue Roumaine de mathématiques pures et appliquées = Romanian Journal of Pure and Applied Mathematics Bucarest 65 3. Special issue dedicated to Professor Vasile Brînzănescu on his 75th birthday 235-284 [Article]

Dirrler, Martin ; Dörr, Christopher ; Schlather, Martin (2020) A generalization of Matérn hard-core processes with applications to max-stable processes. Journal of Applied Probability Sheffield 57 4 1298-1312 [Article]

Pook, Torsten ; Schlather, Martin ; Simianer, Henner (2020) MoBPS - Modular Breeding Program Simulator. Open Access G3: Genes, Genomes, Genetics Pittsburgh, PA 10 6 1915-1918 [Article]
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Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Pflug, Georg Ch. (2020) Multiscale stochastic optimization: modeling aspects and scenario generation. Open Access Computational Optimization and Applications New York, NY [u.a.] 75 1 1-34 [Article]
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van Ackooij, Wim ; Escobar, Debora Daniela ; Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Pflug, Georg Ch. (2020) Distributionally robust optimization with multiple time scales: valuation of a thermal power plant. Open Access Computational Management Science : CMS Berlin ; Heidelberg 17 3 357-385 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Lux, Kerstin ; Neuenkirch, Andreas (2019) The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate. Open Access Advances in Difference Equations : ADE Cham 2019 Article 429 1-21 [Article]
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Koch, Stefan ; Neuenkirch, Andreas (2019) The Mandelbrot-van Ness fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, MO 24 8 3865-3880 [Article]

Friedrich, Jan ; Kolb, Oliver ORCID: 0000-0001-6947-5520 (2019) Maximum principle satisfying CWENO schemes for non-local conservation laws. SIAM Journal on Scientific Computing Philadelphia, PA 41 2 A973-A988 [Article]

Neuenkirch, Andreas ; Szölgyenyi, Michaela ; Szpruch, Lukasz (2019) An adaptive Euler-Maruyama scheme for stochastic differential equations with discontinuous drift and its convergence analysis. SIAM Journal on Numerical Analysis Philadelphia, PA 57 1 378-403 [Article]

Prims, Domenik ; Kötz, Jennifer ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Katterfeld, André (2019) Validation of flow models as new simulation approach for parcel handling in bulk mode. Open Access Logistics journal : LJ : Reviewed publications Stuttgart ; Dortmund 2019 18.06.2019 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2019) Load-dependent machine failures in production network models. SIAM Journal on Applied Mathematics Philadelphia, PA 79 4 1197-1217 [Article]

Festa, Adriano ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Pfirsching, Marion (2019) A model for a network of conveyor belts with discontinuous speed and capacity. Networks and Heterogeneous Media : NHM Springfield, MO 14 2 389-410 [Article]

Burger, Michael ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Jung, Thomas (2019) Derivation of second order traffic flow models with time delays. Networks and Heterogeneous Media : NHM Springfield, MO 14 2 265-288 [Article]

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]

Bartl, Daniel ; Kupper, Michael ; Prömel, David J. ORCID: 0000-0001-7028-7500 ; Tangpi, Ludovic (2019) Duality for pathwise superhedging in continuous time. Open Access Finance and Stochastics Berlin ; Heidelberg 23 3 697-728 [Article]
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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]

Dambach, Theresa ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2019) Car path tracking in traffic flow networks with bounded buffers at junctions. Open Access Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 43 6 3331-3353 [Article]
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Fokken, Eike ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kolb, Oliver ORCID: 0000-0001-6947-5520 (2019) Modeling and simulation of gas networks coupled to power grids. Journal of Engineering Mathematics Dordrecht [u.a.] 119 217-239 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Korn, Ralf ; Lux, Kerstin (2019) Optimal control of electricity input given an uncertain demand. Mathematical Methods of Operations Research Berlin ; Heidelberg 90 3 301-328 [Article]

Schlichting, André ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2019) Poincaré and logarithmic Sobolev constants for metastable Markov chains via capacitary inequalities. The Annals of Applied Probability Cleveland, OH ; Hayward, CA 29 6 3438-3488 [Article]

Flegel, Franziska ; Heida, Martin ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2019) Homogenization theory for the random conductance model with degenerate ergodic weights and unbounded-range jumps. Annales de l'Institut Henri Poincaré. B, Probabilité et statistiques Bethesda, MD 55 3 1226-1257 [Article]

Andres, Sebastian ; Deuschel, Jean-Dominique ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2019) Heat kernel estimates and intrinsic metric for random walks with general speed measure under degenerate conductances. Open Access Electronic Communications in Probability : ECP Seattle, WA 24 Paper 5 1-17 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Potschka, Andreas ; Teuber, Claus (2019) A partial outer convexification approach to control transmission lines. Open Access Computational Optimization and Applications New York, NY [u.a.] 72 2 431-456 [Article]
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Hertling, Claus ; Zilke, Philip (2019) Seven combinatorial problems around isolated quasihomogeneous singularities. Journal of Algebraic Combinatorics Dordrecht [u.a.] 50 4 447-482 [Article]

Balnojan, Sven ; Hertling, Claus (2019) Real Seifert forms and polarizing forms of Steenbrink mixed Hodge structures. Bulletin of the Brazilian Mathematical Society = Boletim da Sociedade Brasileira de Matemática Heidelberg [u.a.] N.S. 50 1 233-274 [Article]

Balnojan, Sven ; Hertling, Claus (2019) Reduced and nonreduced presentations of Weyl group elements. Journal of Lie Theory Lemgo 29 2 559-599 [Article]

Pook, Torsten ; Schlather, Martin ; Campos, Gustavo de los ; Mayer, Manfred ; Schoen, Chris Caroline ; Simianer, Henner (2019) HaploBlocker: Creation of subgroup-specific haplotype blocks and libraries. Genetics Oxford 212 4 1045-1061 [Article]

Oesting, Marco ; Schlather, Martin ; Schillings, Claudia (2019) Sampling sup-normalized spectral functions for Brown–Resnick processes. Stat : the ISI's Journal for the Rapid Dissemination of Statistics Research Hoboken, NJ 8 1, Article e228 1-11 [Article]

Schreck, Nicholas ; Piepho, Hans-Peter ; Schlather, Martin (2019) Best prediction of the additive genomic variance in random-effects models. Open Access Genetics Oxford 213 2 379-394 [Article]
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Glanzer, Martin ORCID: 0000-0003-3314-0512 ; Pflug, Georg Ch. ; Pichler, Alois (2019) Incorporating statistical model error into the calculation of acceptability prices of contingent claims. Open Access Mathematical Programming : Series B Berlin ; Heidelberg 174 1/2 499-524 [Article]
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Łochowski, Rafał M. ; Perkowski, Nicolas ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2018) A superhedging approach to stochastic integration. Stochastic Processes and Their Applications Amsterdam [u.a.] 128 12 4078-4103 [Article]

Garrido-Atienza, Maria J. ; Neuenkirch, Andreas ; Schmalfuß, Björn (2018) Asymptotical stability of differential equations driven by Hölder continuous paths. Journal of Dynamics and Differential Equations New York, NY [u.a.] 30 1 359-377 [Article]

Neuenkirch, Andreas ; Parczewski, Peter (2018) Optimal approximation of skorohod integrals. Journal of Theoretical Probability New York, NY [u.a.] 31 1 206-231 [Article]

Kolb, Oliver ORCID: 0000-0001-6947-5520 (2018) A third order hierarchical basis WENO interpolation for sparse grids with application to conservation laws with uncertain data. Journal of Scientific Computing New York, NY [u.a.] 74 3 1480-1503 [Article]

Oesting, Marco ; Schlather, Martin ; Zhou, Chen (2018) Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague 24 2 1497-1530 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Pfirsching, Marion (2018) A micro-macro hybrid model with application for material and pedestrian flow. Open Access Cogent Mathematics & Statistics London 5 1 1476049 [Article]
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Naumann, Alexander ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Semplice, Matteo (2018) On a third order CWENO boundary treatment with application to networks of hyperbolic conservation laws. Applied Mathematics and Computation Amsterdam [u.a.] 325 252-270 [Article]

Jaehn, Florian ; Otto, Alena ORCID: 0000-0002-6069-9330 ; Seifried, Kilian ORCID: 0000-0002-8547-2458 (2018) Shunting operations at flat yards: Retrieving freight railcars from storage tracks. OR Spectrum Berlin ; Heidelberg 40 2 367-393 [Article]

Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Costeseque, Guillaume ; Goatin, Paola ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2018) Pareto-optimal coupling conditions for the Aw-Rascle-Zhang traffic flow model at junctions. SIAM Journal on Applied Mathematics Philadelphia, PA 78 4 1981-2002 [Article]

Friedrich, Jan ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2018) A Godunov type scheme for a class of LWR traffic flow models with non-local flux. Networks and Heterogeneous Media : NHM Springfield, MO 13 4 531-547 [Article]

Duc, Luu H. ; Garrido-Atienza, Maria J. ; Neuenkirch, Andreas ; Schmalfuß, Björn (2018) Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1). Journal of Differential Equations Orlando, FL [u.a.] 264 2 1119-1145 [Article]

Fuchs, Sebastian ; McCord, Yann ; Schmidt, Klaus D. (2018) Characterizations of copulas attaining the bounds of multivariate Kendall's tau. Journal of Optimization Theory and Applications Dordrecht [u.a.] 178 2 424-438 [Article]

Gütschow, Tobias ; Hess, Klaus Th. ; Schmidt, Klaus D. (2018) Separation of small and large claims on the basis of collective models. Scandinavian Actuarial Journal Stockholm 2018 6 529-544 [Article]

Chen, Li ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2018) Modeling of a diffusion with aggregation: rigorous derivation and numerical simulation. Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique Les Ulis 52 2 567-593 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan ; Schillen, Peter (2018) A pedestrian flow model with stochastic velocities: Microscopic and macroscopic approaches. Kinetic and Related Models Springfield, MO 11 6 1333-1358 [Article]

Erbrich, Markus ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Pfirsching, Marion (2018) Optimal packing of material flow on conveyor belts. Optimization and Engineering Dordrecht [u.a.] 19 1 71-96 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Teuber, Claus (2018) Space mapping techniques for the optimal inflow control of transmission lines. Optimization Methods and Software London [u.a.] 33 1 120-139 [Article]

Koch, Stefan (2018) Directional Malliavin derivatives: A characterisation of independence and a generalised chain rule. Communications on Stochastic Analysis Baton Rouge, LA 12 2 137-156 [Article]

Bender, Christian ; Parczewski, Peter (2018) Discretizing Malliavin calculus. Stochastic Processes and Their Applications Amsterdam [u.a.] 128 8 2489 - 2537 [Article]

Friz, Peter K. ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2018) Rough path metrics on a Besov-Nikolskii-type scale. Transactions of the American Mathematical Society Providence, RI 370 12 8521-8550 [Article]

Liu, Chong ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2018) Examples of Itô càdlàg rough paths. Proceedings of the American Mathematical Society : PAMS Providence, RI 146 11 4937-4950 [Article]

Andres, Sebastian ; Chiarini, Alberto ; Deuschel, Jean-Dominique ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2018) Quenched invariance principle for random walks with time-dependent ergodic degenerate weights. Open Access The Annals of Applied Probability Cleveland, OH ; Hayward, CA 46 1 302-336 [Article]
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Deuschel, Jean-Dominique ; Nguyen, Tuan Anh ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2018) Quenched invariance principles for the random conductance model on a random graph with degenerate ergodic weights. Probability Theory and Related Fields Berlin [u.a.] 170 1/2 363-386 [Article]

Deuschel, Jean-Dominique ; Friz, Peter K. ; Maurelli, Mario ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2018) The enhanced Sanov theorem and propagation of chaos. Open Access Stochastic Processes and Their Applications Amsterdam [u.a.] 128 7 2228-2269 [Article]
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Gauss, Falko ; Hertling, Claus (2018) μ-constant monodromy groups and Torelli results for the quadrangle singularities and the bimodal series. Journal of Singularities Cambridge, Mass. 18. Special volume in honor of the life and mathematics of Egbert Brieskorn 119-214 [Article]

Hertling, Claus ; Varchenko, Alexander (2018) Potentials of a Frobenius-like structure. Glasgow Mathematical Journal Cambridge 60 3 681-693 [Article]

Moreva, Olga ; Schlather, Martin (2018) Fast and exact simulation of univariate and bivariate Gaussian random fields. Stat : the ISI's Journal for the Rapid Dissemination of Statistics Research Hoboken, NJ 7 1, Article e188 1-14 [Article]

Reimer, Christian ; Rubin, C.-J. ; Sharifi, Ahmad Reza ; Ha, Ngoc-Thuy ; Weigend, Steffen ; Waldmann, Karl-Heinz ; Distl, Ottmar ; Pant, Sameer D. ; Fredholm, Merete ; Schlather, Martin ; Simianer, Henner (2018) Analysis of porcine body size variation using re-sequencing data of miniature and large pigs. Open Access BMC Genomics London ; Berlin 19 Article 687 1-17 [Article]
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Altmayer, Martin ; Neuenkirch, Andreas (2017) Discretising the Heston model: an analysis of the weak convergence rate. IMA Journal of Numerical Analysis : IMAJNA Oxford 37 4 1930-1960 [Article]

Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Goatin, Paola (2017) Capacity drop and traffic control for a second order traffic model. Open Access Networks and Heterogeneous Media : NHM Springfield, MO 12 4 663-681 [Article]
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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]

Fiebig, Ulf-Rainer ; Strokorb, Kirstin ; Schlather, Martin (2017) The realization problem for tail correlation functions. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 20 1 121-168 [Article]

Fuchs, Sebastian ; Schlotter, Ruben ; Schmidt, Klaus D. (2017) A review and some complements on quantile risk measures and their domain. Risks : Open Access Journal Basel 5 4 59 [Article]

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]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Schillen, Peter (2017) Numerical feedback stabilization with applications to networks. Open Access Discrete Dynamics in Nature and Society London [u.a.] 2017 Article ID 6896153 1-11 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Schillen, Peter (2017) Numerical discretization of boundary control problems for systems of balance laws: Feedback stabilization. European Journal of Control Oxford [u.a.] ; Paris 35 11-18 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Knapp, Stephan (2017) Semi-Markovian capacities in production network models. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, MO 22 9 3235-3258 [Article]

Che, Jiahang ; Chen, Li ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Pandey, Anamika ; Wang, Jing (2017) Boundary layer analysis from the Keller-Segel system to the aggregation system in one space dimension. Communications on Pure and Applied Analysis : CPAA Springfield, MO 16 3 1013-1036 [Article]

Chen, Li ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Yin, Qitao (2017) Mean field limit and propagation of chaos for a pedestrian flow model. Journal of Statistical Physics New York [u.a.] 166 2 211-229 [Article]

Chun, Sungbong ; Gukov, Sergei ; Roggenkamp, Daniel (2017) Junctions of surface operators and categorification of quantum groups. Contemporary Mathematics : CONM Providence, RI 684 Article 13749 87-146 [Article]

Parczewski, Peter (2017) Extensions of the Hitsuda–Skorokhod integral. Communications on Stochastic Analysis Baton Rouge, LA 11 4 479-490 [Article]

Parczewski, Peter (2017) The self-normalized Donsker theorem revisited. Modern Stochastics: Theory and Applications Vilnius 4 3 189-198 [Article]

Parczewski, Peter (2017) Optimal approximation of Skorohod integrals - examples with substandard rates. Communications on Stochastic Analysis Baton Rouge, LA 11 1 43-61 [Article]

Parczewski, Peter (2017) Donsker-type theorems for correlated geometric fractional Brownian motions and related processes. Electronic Communications in Probability : ECP Seattle, WA 22 Paper 55 1-13 [Article]

Beiglböck, Mathias ; Cox, Alexander M. G. ; Huesmann, Martin ; Perkowski, Nicolas ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2017) Pathwise superreplication via Vovk’s outer measure. Finance and Stochastics Berlin ; Heidelberg 21 4 1141-1166 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Potschka, Andreas ; Ziegler, Ute (2017) Partial outer convexification for traffic light optimization in road networks. SIAM Journal on Scientific Computing Philadelphia, PA 39 1 B53-B75 [Article]

David, Liana ; Hertling, Claus (2017) Regular F-manifolds: initial conditions and Frobenius metrics. Annali della Scuola Normale Superiore di Pisa, Classe di Scienze Pisa 5. Ser., 17 3 1121-1152 [Article]

Ha, Ngoc-Thuy ; Gross, Josef Johann ; Sharifi, Ahmad Reza ; Schlather, Martin ; Drögemüller, Cord ; Schnyder, Urs ; Schmitz-Hsu, Fritz ; Bruckmaier, Rupert ; Simianer, Henner (2017) Genetische Analyse der metabolischen Adaptation von Milchkühen in der Frühlaktation. Züchtungskunde Stuttgart 89 1 48-60 [Article]

Carberry, Emma ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 (2016) The closure of spectral data for constant mean curvature tori in S^3. Journal für die reine und angewandte Mathematik Berlin ; New York 2016 721 149-166 [Article]

Neuenkirch, Andreas ; Shalaiko, Taras (2016) The maximum rate of convergence for the approximation of the fractional Lévy area at a single point. Journal of Complexity Amsterdam 33 107-117 [Article]

Goatin, Paola ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kolb, Oliver ORCID: 0000-0001-6947-5520 (2016) Speed limit and ramp meter control for traffic flow networks. Open Access Engineering Optimization London 48 7 1121-1144 [Article]
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Knopf, Markus (2016) Darboux coordinates for periodic solutions of the sinh–Gordon equation. Journal of Geometry and Physics Amsterdam [u.a.] 110 60-68 [Article]

Malinowski, Alexander ; Schlather, Martin ; Zhang, Zhengjun (2016) Intrinsically weighted means and non-ergodic marked point processes. The Annals of Statistics Cleveland, Ohio [u.a.] 68 1 1-24 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Schillen, Peter (2016) Electric transmission lines: control and numerical discretization. Optimal Control, Applications & Methods Chichester [u.a.] 37 5 980-995 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kühn, Sebastian (2016) Routing strategies in production networks with random breakdowns. Open Access Communications in Mathematical Sciences : CMS Somerville, MA 14 7 1799-1820 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kühn, Sebastian ; Ohst, Jan Peter ; Ruzika, Stefan (2016) Evacuation modeling: a case study on linear and nonlinear nNetwork flow models. EURO Journal on Computational Optimization Berlin ; Heidelberg 4 3 219-239 [Article]

Che, Jiahang ; Chen, Li ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Wang, Jing (2016) Existence of a classical solution to complex material flow problems. Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 39 14 4069-4081 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Harter, Camill (2016) A weakly coupled model of differential equations for thief tracking. Networks and Heterogeneous Media : NHM Springfield, MO 11 3 447-469 [Article]

Domschke, Pia ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Lang, Jens (2016) Adaptive modelling, simulation and optimization of gas and water supply networks. Proceedings in Applied Mathematics and Mechanics : PAMM Weinheim [u.a.] 16 1 839-840 [Article]

Schied, Alexander (2016) On a class of generalized Takagi functions with linear pathwise quadratic variation. Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 433 2 974-990 [Article]

Neuman, Eyal ; Schied, Alexander (2016) Optimal portfolio liquidation in target zone models and catalytic superprocesses. Finance and Stochastics Berlin 20 2 495-509 [Article]

Mishura, Yuliya ; Schied, Alexander (2016) Constructing functions with prescribed pathwise quadratic variation. Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 442 1 117-137 [Article]

Schied, Alexander ; Voloshchenko, Iryna (2016) Pathwise no-arbitrage in a class of delta hedging strategies. Probability, uncertainty, and quantitative risk Singapore 1 3 1-24 [Article]

Alfonsi, Aurélien ; Klöck, Florian ; Schied, Alexander (2016) Multivariate transient price impact and matrix-valued positive definite functions. Mathematics of operations research Hanover, MD 41 3 914-934 [Article]

Lang, Annika ; Potthoff, Jürgen ; Schlather, Martin ; Schwab, Dimitri (2016) Continuity of random fields on Riemannian manifolds. Communications on Stochastic Analysis Baton Rouge, LA 10 2 185-193 [Article]

Dietz, Markus ; Fuchs, Sebastian ; Schmidt, Klaus D. (2016) On order statistics and their copulas. Statistics & Probability Letters Amsterdam [u.a.] 117 165-172 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 ; Kyprianou, Andreas E. (2016) Perpetual integrals for Lévy processes. Journal of Theoretical Probability New York, NY [u.a.] 29 3 1192-1198 [Article]

Prömel, David J. ORCID: 0000-0001-7028-7500 ; Trabs, Mathias (2016) Rough differential equations driven by signals in Besov spaces. Journal of Differential Equations Orlando, FL [u.a.] 260 6 5202-5249 [Article]

Perkowski, Nicolas ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2016) Pathwise stochastic integrals for model free finance. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague ; Aarhus 22 4 2486-2520 [Article]

Carberry, Emma ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 (2016) The prevalence of tori amongst constant mean curvature planes in R³. Journal of Geometry and Physics Amsterdam [u.a.] 106 352-366 [Article]

Hauswirth, Laurent ; Kilian, Martin ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 (2016) Mean-convex Alexandrov embedded constant mean curvature tori in the 3-sphere. Proceedings of the London Mathematical Society Chichester 112 3 588-622 [Article]

Andres, Sebastian ; Deuschel, Jean-Dominique ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2016) Harnack inequalities on weighted graphs and some applications to the random conductance model. Probability Theory and Related Fields Berlin [u.a.] 164 3/4 931-977 [Article]

Andres, Sebastian ; Deuschel, Jean-Dominique ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2016) Heat kernel estimates for random walks with degenerate weights. Open Access Electronic Journal of Probability : EJP Seattle, WA 21 33 1-21 [Article]
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Hertling, Claus ; Sabbah, Claude ; Sevenheck, Christian (2016) Mirror Symmetry, Hodge Theory and Differential Equations : workshop 1517b, 19. April - 25. April 2015, report no. 22/2015. Oberwolfach Reports : OWR Berlin 12 2 1201-1254 [Article]

David, Liana ; Hertling, Claus (2016) Hermitian metrics on F-manifolds. Journal of Geometry and Physics : JGP Amsterdam [u.a.] 107 60-78 [Article]

Strokorb, Kirstin ; Ballani, Felix ; Schlather, Martin (2015) Tail correlation functions of max-stable processes: Construction principles, recovery and diversity of some mixing max-stable processes with identical TCF. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 18 2 241-271 [Article]

Altmayer, Martin ; Neuenkirch, Andreas (2015) Multilevel Monte Carlo quadrature of discontinuous payoffs in the generalized Heston model using Malliavin integration by parts. SIAM Journal on Financial Mathematics : SIFIN Philadelphia, Pa. 6 1 22-52 [Article]

Neuenkirch, Andreas ; Shalaiko, Taras (2015) The relation between mixed and rough SDEs and its application to numerical methods. Stochastic Analysis and Applications Philadelphia, Pa. 33 5 927-942 [Article]

Akhtari, Bahareh ; Babolian, Esmail ; Neuenkirch, Andreas (2015) An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, Mo. 20 1 23-38 [Article]

Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2015) A continuous buffer allocation model using stochastic processes. European Journal of Operational Research : EJOR Amsterdam [u.a.] 242 3 865-874 [Article]

Böcherer, Siegfried ; Das, Soumya (2015) Linear independence of Poincaré series of exponential type via non-analytic methods. Transactions of the American Mathematical Society Providence, RI 367 2 1329-1345 [Article]

Domschke, Pia ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Lang, Jens (2015) Adjoint-based error control for the simulation and optimization of gas and water supply networks. Applied Mathematics and Computation Amsterdam [u.a.] 259 1003-1018 [Article]

Hauswirth, Laurent ; Kilian, Martin ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 (2015) On mean-convex Alexandrov embedded surfaces in the 3-sphere. Mathematische Zeitschrift Berlin [u.a.] 281 1 483-499 [Article]

Krätschmer, Volker ; Schied, Alexander ; Zähle, Henryk (2015) Quasi-Hadamard differentiability of general risk functionals and its application. Statistics and Risk Modeling Berlin 32 1 25-47 [Article]

Kilian, Martin ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 ; Schmitt, Nicholas (2015) Flows of constant mean curvature tori in the 3-sphere: The equivariant case. Journal für die reine und angewandte Mathematik Berlin ; New York 2015 707 46-86 [Article]

Ehlert, Andree ; Fiebig, Ulf-Rainer ; Janßen, Anja ; Schlather, Martin (2015) Joint extremal behavior of hidden and observable time series with applications to GARCH processes. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 18 1 109-140 [Article]

Engelke, Sebastian ; Kabluchko, Zakhar ; Schlather, Martin (2015) Maxima of independent non-identically distributed Gaussian vectors. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague [u.a.] 21 1 38-61 [Article]

Strokorb, Kirstin ; Schlather, Martin (2015) An exceptional max-stable process fully parameterized by its extremal coefficients. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague [u.a.] 21 1 276-302 [Article]

Forestier-Coste, Louis ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael (2015) Data-fitted second-order macroscopic production models. SIAM Journal on Applied Mathematics Philadelphia, PA 75 3 999-1014 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Tiwari, Sudarshan (2015) Complex material flow problems: a multi-scale model hierarchy and particle methods. Open Access Journal of Engineering Mathematics Dordrecht [u.a.] 92 1 15-29 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Ziegler, Ute (2015) Modeling and optimizing traffic light settings on road networks. Computers & Operations Research Amsterdam [u.a.] 55 36-51 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Schindler, Patrick (2015) Optimal inflow control of production systems with finite buffers. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, MO 20 1 107-127 [Article]

Döring, Leif ORCID: 0000-0002-4569-5083 (2015) A jump-type SDE approach to real-valued self-similar Markov processes. Transactions of the American Mathematical Society Providence, RI 367 11 7797-7836 [Article]

Berestycki, Julien ; Döring, Leif ORCID: 0000-0002-4569-5083 ; Mytnik, Leonid ; Zambotti, Lorenzo (2015) Hitting properties and non-uniqueness for SDEs driven by stable processes. Stochastic Processes and Their Applications Amsterdam [u.a.] 125 3 918-940 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Schindler, Patrick (2015) Discontinuous Galerkin method for material flow problems. Open Access Mathematical Problems in Engineering : MPE London [u.a.] 2015 Article ID 341893 1-15 [Article]
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Fromm, Alexander ; Imkeller, Peter ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2015) An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift. Electronic Journal of Probability : EJP Seattle, WA 20 Paper 127 1-38 [Article]

Imkeller, Peter ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2015) Existence of Lévy's area and pathwise integration. Communications on Stochastic Analysis Baton Rouge, LA 9 1 93-111 [Article]

Perkowski, Nicolas ; Prömel, David J. ORCID: 0000-0001-7028-7500 (2015) Local times for typical price paths and pathwise Tanaka formulas. Electronic Journal of Probability : EJP Seattle, WA 20 Paper 46 1-15 [Article]

Andres, Sebastian ; Deuschel, Jean-Dominique ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2015) Invariance principle for the random conductance model in a degenerate ergodic environment. Open Access The Annals of Probability New York, NY [u.a.] 43 4 1866-1891 [Article]
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Neuenkirch, Andreas ; Tindel, Samy (2014) A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise. Statistical Inference for Stochastic Processes Dordrecht [u.a.] 17 1 99-120 [Article]

Neuenkirch, Andreas ; Szpruch, Lukasz (2014) First order strong approximations of scalar SDEs defined in a domain. Numerische Mathematik Berlin [u.a.] 128 1 103-136 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Ziegler, Ute (2014) Traffic Light Control: A Case Study. Discrete and Continuous Dynamical Systems : DCDS. Series S Springfield, Mo. 7 3 483-501 [Article]

Borsche, Raul ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Schillen, Peter (2014) The scalar Keller-Segel model on networks. Mathematical Models and Methods in Applied Sciences : M 3 AS Singapore [u.a.] 24 2 221-247 [Article]

Martini, Johannes W. R. ; Habeck, Michael ; Schlather, Martin (2014) A derivation of the grand canonical partition function for systems with a finite number of binding sites using a Markov-chain model for the dynamics of single molecules. Journal of Mathematical Chemistry Bussum 52 2 665-674 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kolb, Oliver ORCID: 0000-0001-6947-5520 ; Kühn, Sebastian (2014) Optimization for a special class of traffic flow models: Combinatorial and continuous approaches. Networks and Heterogeneous Media : NHM Springfield, MO 9 2 315-334 [Article]

Kilian, Martin ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 ; Schmitt, Nicolas (2014) On stability of equivariant minimal tori in the 3-sphere. Journal of Geometry and Physics Amsterdam [u.a.] 85 171-176 [Article]

Kolb, Oliver ORCID: 0000-0001-6947-5520 (2014) On the Full and Global Accuracy of a Compact Third Order WENO Scheme. SIAM Journal on Numerical Analysis Philadelphia, Pa. 52 5 2335-2355 [Article]

Schied, Alexander (2014) Model-free CPPI. Journal of Economic Dynamics & Control Amsterdam [u.a.] 40 84-94 [Article]

Schied, Alexander ; Krätschmer, Volker ; Zähle, Henryk (2014) Comparative and qualitative robustness for law-invariant risk measures. Finance and Stochastics Berlin [u.a.] 18 2 271-295 [Article]

Böcherer, Siegfried ; Das, Soumya (2014) Characterization of Siegel cusp forms by the growth of their Fourier coefficients. Mathematische Annalen Berlin ; Göttingen ; Heidelberg 259 1/2 169-188 [Article]

Etikyala, Raghavender ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Tiwari, Sudarshan (2014) A macroscopic model for pedestrian flow: comparisons with experimental results of pedestrian flow in corridors and T-junctions. Neural, Parallel & Scientific Computations Atlanta, GA 22 3 315-330 [Article]

Etikyala, Raghavender ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Tiwari, Sudarshan (2014) Particle methods for pedestrian flow models: from microscopic to non-local continuum models. Mathematical Models and Methods in Applied Sciences : M 3 AS Singapore [u.a.] 24 12 2503-2523 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Hoher, Simon ; Schindler, Patrick ; Schleper, Veronika ; Verl, Alexander (2014) Modeling, simulation and validation of material flow on conveyor belts. Applied Mathematical Modelling Amsterdam [u.a.] 38 13 3295-3313 [Article]

Fuchs, Sebastian ; Schmidt, Klaus D. (2014) Bivariate copulas: Transformations, asymmetry and measures of concordance. Kybernetika Praha 50 1 109-125 [Article]

Schmidt, Klaus D. (2014) On inequalities for moments and the covariance of monotone functions. Insurance : Mathematics & Economics Amsterdam 55 91-95 [Article]

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 [Article]

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 [Article]

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 [Article]

Parczewski, Peter (2014) A Wick functional limit theorem. Probability and Mathematical Statistics Wrocław 34 1 127-145 [Article]

Parczewski, Peter (2014) A fractional Donsker theorem. Stochastic Analysis and Applications Philadelphia, PA 32 2 328-347 [Article]

Fasang, Anette Eva ; Raab, Marcel ORCID: 0000-0002-3097-1591 (2014) Beyond transmission: Intergenerational patterns of family formation among middle-class American families. Demography New York, NY 51 5 1703-1728 [Article]

Hinrichs, Aicke ; Neuenkirch, Andreas ; Novak, Erich (2014) Guest editors' preface. Journal of Complexity Amsterdam [u.a.] 30 2 1 [Article]

Alfonsi, Aurélien ; Schied, Alexander (2013) Capacitary measures for completely monotone kernels via singular control. SIAM Journal on Control and Optimization Philadelphia, Pa. 51 2 1758-1780 [Article]

Martini, Johannes W. R. ; Schlather, Martin ; Ullmann, G. Matthias (2013) On the interaction of different types of ligands binding to the same molecule Part I: the transfer of the decoupled sites representation. Journal of Mathematical Chemistry Bussum 51 2 672-695 [Article]

Martini, Johannes W. R. ; Schlather, Martin ; Ullmann, G. Matthias (2013) On the interaction of different types of ligands binding to the same molecule Part II: Systems with n to 2 and n to 3 binding sites. Journal of Mathematical Chemistry Bussum 51 2 696-714 [Article]

Scheuerer, Michael ; Schaback, Robert ; Schlather, Martin (2013) Interpolation of spatial data - a stochastic or a deterministic problem? European Journal of Applied Mathematics Cambridge 24 4 601-629 [Article]

Föllmer, Hans ; Schied, Alexander (2013) Probabilistic aspects of finance. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague 19 4 1306-1326 [Article]

Schied, Alexander (2013) Robust strategies for optimal order execution in the Almgren-Chriss framework. Applied Mathematical Finance London 20 3 264-286 [Article]

Lorenz, Christopher ; Schied, Alexander (2013) Drift dependence of optimal trade execution strategies under transient price impact. Finance and Stochastics Berlin [u.a.] 17 4 743-770 [Article]

Schied, Alexander (2013) A control problem with fuel constraint and Dawson-Watanabe superprocesses. The Annals of Applied Probability Cleveland, Ohio 23 6 2472-2499 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Ziegler, Ute (2013) Numerical discretization of Hamilton-Jacobi equations on networks. Open Access Networks and Heterogeneous Media : NHM Springfield, Mo. 8 3 685-705 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Schindler, Patrick (2013) Discontinuous conservation laws for production networks with finite buffers. SIAM Journal on Applied Mathematics Philadelphia, PA 73 3 1117-1138 [Article]

Lang, Annika ; Potthoff, Jürgen (2013) Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods and Appications, 17, 3 (2011), 195–214]. Monte Carlo Methods and Applications Berlin [u.a.] 19 1 73-75 [Article]

Martini, Johannes W. R. ; Ullmann, G. Matthias ; Schlather, Martin (2013) The meaning of the decoupled sites representation in terms of statistical mechanics and stochastics. Match : communications in mathematical and in computer chemistry Kragujevac 70 3 829-850 [Article]

Klauer, Alexander ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 (2013) Erratum Bloch varieties of higher-dimensional, periodic Schrödinger operators [J. Appl. Anal. 15 (2009), 33–46]. Journal of Applied Analysis : JAA Berlin [u.a.] 19 2 305-306 [Article]

Hauswirth, Laurent ; Kilian, Martin ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 (2013) Finite type minimal annuli in S^2×R. Illinois Journal of Mathematics Champaign, Ill. 57 3 697-741 [Article]

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Fuchs, Sebastian ; Ludwig, Alexander ; Schmidt, Klaus D. (2013) Zur Exaktheit der Standardformel. Zeitschrift für die gesamte Versicherungswissenschaft Berlin [u.a.] 102 1 87-95 [Article]

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Bachas, Costas ; Brunner, Ilka ; Roggenkamp, Daniel (2013) Fusion of critical defect lines in the 2D Ising model. Journal of Statistical Mechanics : JSTAT Bristol 2013 P08008 1-13 [Article]

Scheuerer, Michael ; Schlather, Martin (2012) Covariance Models for Divergence-Free and Curl-Free Random Vector Fields. Stochastic Models New York, NY [u.a.] 28 3 433-451 [Article]

Gatheral, Jim ; Schied, Alexander ; Slynko, Alla (2012) Transient linear price impact and Fredholm integral equations. Mathematical Finance Malden, Mass. [u.a.] 22 3 445-474 [Article]

Oesting, Marco ; Kabluchko, Zakhar ; Schlather, Martin (2012) Simulation of Brown-Resnick Processes. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 15 1 89-107 [Article]

Krätschmer, Volker ; Schied, Alexander ; Zähle, Henryk (2012) Qualitative and infinitesimal robustness of tail-dependent statistical functionals. Journal of Multivariate Analysis : JMVA Amsterdam [u.a.] 103 1 35-47 [Article]

Alfonsi, Aurélien ; Schied, Alexander ; Slynko, Alla (2012) Order Book Resilience, Price Manipulation and the Positive Portfolio Problem. SIAM Journal on Financial Mathematics : SIFIN Philadelphia, Pa. 3 1 511-533 [Article]

Ballani, Felix ; Kabluchko, Zakhar ; Schlather, Martin (2012) Random Marked Sets. Advances in Applied Probability Sheffield [u.a.] 44 3 603-616 [Article]

Hertling, Claus ; Kurbel, Ralf (2012) On the classification of quasihomogeneous singularities. Journal of Singularities Cambridge, Mass. 4 131-153 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Ringhofer, Christian ; Ziegler, Ute (2012) Production systems with limited repair capacity. Open Access Optimization London [u.a.] 61 8 915-948 [Article]
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Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Finite propagation speed for solutions of the wave equation on metric graphs. Journal of Functional Analysis Amsterdam [u.a.] 263 5 1198-1223 [Article]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Construction of the paths of Brownian motions on star graphs I. Communications on Stochastic Analysis Baton Rouge, LA 6 2 223-245 [Article]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Construction of the paths of Brownian motions on star graphs II. Communications on Stochastic Analysis Baton Rouge, LA 6 2 247-261 [Article]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Brownian motions on metric graphs. Journal of Mathematical Physics Mellville, NY [u.a.] 53 9 095206-095206 [Article]

Dereich, Steffen ; Neuenkirch, Andreas ; Szpruch, Lukasz (2012) An Euler-type method for the strong approximation of the Cox-Ingersoll-Ross process. Proceedings / Section A, Mathematics Edinburgh 468 1105-1115 [Article]

Deya, Aurélien ; Neuenkirch, Andreas ; Tindel, Samy (2012) A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion. Annales de l'Institut Henri Poincaré. B, Probabilité et statistiques Bethesda, Md. 48 2 518-550 [Article]

Sevenheck, Christian (2012) Mirror symmetry, singularity theory and non-commutative Hotdge structures. Jahresbericht der Deutschen Mathematiker-Vereinigung Heidelberg [u.a.] 114 3 131-162 [Article]

Lee, Young K. ; Mammen, Enno ; Park, Byeong U. (2012) Flexible Generalized Varying Coefficient Regressions Models. The Annals of Statistics Cleveland, Ohio [u.a.] 40 3 1906-1933 [Article]

Böcherer, Siegfried ; Ibukiyama, Tomoyoshi (2012) Surjectivity of Siegel Φ-operator for square free level and small weight. Annales de l'Institut Fourier Grenoble 62 1 121-144 [Article]

Böcherer, Siegfried ; Dummigan, Neil ; Schulze-Pillot, Rainer (2012) Yoshida lifts and Selmer groups. Journal of the Mathematical Society of Japan Tokyo 64 4 1353-1405 [Article]

Jentsch, Carsten ; Kreiss, Jens-Peter ; Mantalos, Panagiotis ; Paparoditis, Efstathios (2012) Hybrid bootstrap aided unit root testing. Computational Statistics Berlin [u.a.] 27 4 779-797 [Article]

Jentsch, Carsten ; Pauly, Markus (2012) A note using periodogram-based distances for comparing spectral densities. Statistics & Probability Letters Amsterdam 82 1 158-164 [Article]

Dietze, Siegfried ; Riedrich, Thomas ; Schmidt, Klaus D. (2012) Marginal-sum equations and related fixed-point problems. Nonlinear Analysis : Theory, Methods & Applications Amsterdam [u.a.] 75 16 6088-6102 [Article]

Schmidt, Klaus D. (2012) Loss prediction based on run-off triangles. Advances in Statistical Analysis : AStA Berlin [u.a.] 96 2 265-310 [Article]

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Bachas, Costas ; Brunner, Ilka ; Roggenkamp, Daniel (2012) A worldsheet extension of O(d,d|Z). Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2012 10 Article 039 [Article]

Strohmaier, Markus ORCID: 0000-0002-5485-5720 ; Kröll, Mark (2012) Acquiring knowledge about human goals from Search Query Logs. Information Processing & Management Amsterdam 48 1 63-82 [Article]

Dubrovin, Boris ; Hertling, Claus ; Strachan, Ian A. B. ; Wendland, Katrin (2012) Singularity Theory and Integrable Systems : workshop 1217b, April 22nd – April 28th, 2012, report no. 23/2012. Oberwolfach Reports : OWR Berlin 9 2 1361-1403 [Article]

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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Martin, Stephan ; Sickenberger, Thorsten (2011) Time-continuous production networks with random breakdowns. Open Access Networks and Heterogeneous Media : NHM Springfield, Mo. 6 4 695-714 [Article]
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Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Kühn, Sebastian ; Ohst, Jan Peter ; Ruzika, Stefan ; Thiemann, Markus (2011) Evacuation dynamics influenced by spreading hazardous material. Networks and Heterogeneous Media : NHM Springfield, Mo. 6 3 443-464 [Article]

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Nürnberger, Günther ; Rhein, Markus ; Schneider, Georg (2011) Local Lagrange interpolation by quintic C1 splines on type-6 tetrahedral partitions. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 236 4 529-542 [Article]

Gatheral, Jim ; Schied, Alexander (2011) Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework. International Journal of Theoretical and Applied Finance : IJTAF River Edge, NJ [u.a.] 14 3 353-368 [Article]

Hertling, Claus ; Sabbah, Claude (2011) Examples of non-commutative Hodge structures. Journal of the Institute of Mathematics of Jussieu : JIMJ = Journal de l'Institut de Mathématiques de Jussieu Cambridge 10 3 635-674 [Article]

Sevenheck, Christian (2011) Bernstein polynomials and spectral numbers for linear free divisors. Annales de l'Institut Fourier Grenoble 61 1 379-400 [Article]

Engelke, Sebastian ; Kabluchko, Zakhar ; Schlather, Martin (2011) An equivalent representation of the Brown-Resnick process. Statistics & Probability Letters Amsterdam 81 8 1150-1154 [Article]

Ballani, Felix ; Schlather, Martin (2011) A construction principle for multivariate extreme value distributions. Biometrika London ; Oxford 98 3 633-645 [Article]

Hertling, Claus ; Sabbah, Claude (2011) μ-constant monodromy groups and marked singularities. Annales de l'Institut Fourier Grenoble 61 7 2643-2680 [Article]

Lang, Annika ; Potthoff, Jürgen (2011) Fast Simulation of Gaussian random fields. Monte Carlo Methods and Applications Berlin 17 3 195-214 [Article]

Barth, Andrea ; Benth, Fred Espen ; Potthoff, Jürgen (2011) Hedging of spatial temperature risk with market-traded futures. Applied Mathematical Finance London 18 2 93-117 [Article]

Jentsch, Carsten ; Mammen, Enno (2011) Discussion: Bootstrap methods for dependent data : a review. Journal of the Korean Statistical Society Amsterdam [u.a.] 40 4 391-392 [Article]

Kloeden, Peter E. ; Neuenkirch, Andreas ; Pavani, Raffaella (2011) Multilevel Monte Carlo for stochastic differential equations with additive fractional noise. Annals of Operations Research New York, NY [u.a.] 189 1 255-276 [Article]

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 [Article]

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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 [Article]

Kloeden, Peter E. ; Lord, Gabriel J. ; Neuenkirch, Andreas ; Shardlow, Tony (2011) The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 235 5 1245-1260 [Article]

Brunner, Ilka ; Roggenkamp, Daniel (2011) Attractor flows from defect lines. Journal of Physics. A, Mathematical and Theoretical Bristol 44 7 075402, 1-22 [Article]

Hertling, Claus ; Sevenheck, Christian (2010) Limit of families of Brieskorn lattices and compactified classifiying spaces. Advances in Mathematics Amsterdam [u.a.] 223 4 1155-1224 [Article]

Matt, Michael A. ; Nürnberger, Günther (2010) Local Lagrange interpolation using cubic C1 splines on type-4 cube partitions. Journal of Approximation Theory Amsterdam [u.a.] 162 3 494-511 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Ringhofer, Christian (2010) Optimization of order policies in supply networks. Open Access European Journal of Operational Research : EJOR Amsterdam [u.a.] 202 2 456-465 [Article]
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Klein, Sebastian (2010) Totally geodesic submanifolds of the eceptional Riemannian symmetric spaces of rank 2. Osaka Journal of Mathematics Tokyo 47 4 1077-1157 [Article]

Nürnberger, Günther (2010) In memoriam: Günter Meinardus (1926-2007). Journal of Approximation Theory Amsterdam [u.a.] 162 1 1-5 [Article]

Alfonsi, Aurélien ; Schied, Alexander (2010) Optimal trade execution and absence of price manipulations in limit order book models. SIAM Journal on Financial Mathematics : SIFIN Philadelphia, Pa. 1 1 490-522 [Article]

Alfonsi, Aurélien ; Fruth, Antje ; Schied, Alexander (2010) Optimal execution strategies in limit order books with general shape functions. Quantitative Finance London [u.a.] 10 2 143-157 [Article]

Schied, Alexander ; Schöneborn, Torsten ; Tehranchi, Michael (2010) Optimal basket liquidation for CARA investors is deterministic. Applied Mathematical Finance London 17 6 471-489 [Article]

Hertling, Claus ; Hoevenaars, Luuk ; Posthuma, Hessel (2010) Frobenius manifolds, projective special geometry and Hitchin systems. Journal für die reine und angewandte Mathematik Berlin ; New York 649 117-165 [Article]

Fasen, Vicky ; Klüppelberg, Claudia ; Schlather, Martin (2010) High-level dependence in time series models. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 13 1 1-33 [Article]

Kabluchko, Zakhar ; Schlather, Martin (2010) Ergodic properties of max-infinitely divisible processes. Stochastic Processes and Their Applications Amsterdam [u.a.] 120 3 281-295 [Article]

Schlather, Martin (2010) Some covariance models based on normal scale mixtures. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London [u.a.] 16 3 780-797 [Article]

Potthoff, Jürgen (2010) Sample properties of random fields III : Differentiability. Communications on Stochastic Analysis Baton Rouge, LA 4 3 335-353 [Article]

Lang, Annika ; Chow, Pao-Liu ; Potthoff, Jürgen (2010) Almost sure convergence of a semidiscrete Milstein scheme for SPDE's of Zakai type. Stochastics : an international journal of probability and stochastic processes Abingdon 82 3 315-326 [Article]

Jentsch, Carsten ; Kreiss, Jens-Peter (2010) The multiple hybrid bootstrap - Resampling multivariate linear processes. Journal of Multivariate Analysis : JMVA Amsterdam [u.a.] 101 10 2320-2345 [Article]

Szabó, Tibor ; Zumstein, Philipp ORCID: 0000-0002-6485-9434 ; Zürcher, Stefanie (2010) On the minimum degree of minimal Ramsey graphs. Open Access Journal of Graph Theory Hoboken, NJ 64 2 150-164 [Article]
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Neuenkirch, Andreas ; Tindel, Samy ; Unterberger, Jérémie (2010) Discretizing the fractional Lévy area. Stochastic Processes and Their Applications Amsterdam [u.a.] 120 2 223-254 [Article]

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 [Article]

Brunner, Ilka ; Roggenkamp, Daniel ; Rossi, Sebastiano (2010) Defect perturbations in Landau-Ginzburg models. Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2010 3 Article 015 [Article]

Bender, Christian ; Parczewski, Peter (2010) Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 16 2 389-417 [Article]

Bartels, Hans-Jochen ; Veselčić, Marinko (2009) Zinsgarantien und Modellrisiko in Lebensversicherungen. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 2 327-361 [Article]

Albrecht, Peter ; Bartels, Hans-Jochen ; Maurer, Raimond (2009) Bericht zur Prüfung im November 2008 über Finanzmathematik (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 1 265-277 [Article]

Strobel, Jürgen ; Bartels, Hans-Jochen (2009) Bericht zur Prüfung im Oktober 2008 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 2 425-428 [Article]

Strobel, Jürgen ; Bartels, Hans-Jochen ; Pannenberg, Michael (2009) Bericht zur Prüfung im November 2008 über Mathematik der Lebensversicherung (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 2 429-439 [Article]

Potthoff, Jürgen (2009) Sample properties of random fields I: Separability and measurability. Communications on Stochastic Analysis Baton Rouge, LA 3 1 143-153 [Article]

Potthoff, Jürgen (2009) Sample properties of random fields II: Continuity. Communications on Stochastic Analysis Baton Rouge, LA 3 3 331-348 [Article]

Schied, Alexander ; Schöneborn, Torsten (2009) Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. Finance and Stochastics Berlin [u.a.] 13 2 181-204 [Article]

Klein, Sebastian (2009) Totally geodesic submanifolds of the complex and the quaternionic 2-Grassmannians. Transactions of the American Mathematical Society Providence, RI 36 4927-4967 [Article]

Klein, Sebastian (2009) Reconstructing the geometric structure of a Riemannian symmetric space from its Satake diagram. Geometriae dedicata Dordrecht [u.a.] 13 25-50 [Article]

Klein, Sebastian ; Thorbergsson, Gudlaugur ; Verhóczki, László (2009) On the Funk transform on compact symmetric spaces. Publicationes Mathematicae / Institutum Mathematicum Universitatis Debreceniensis Debrecen 75 3/4 485-493 [Article]

Manin, Yuri ; Teleman, Constantin ; Hertling, Claus (2009) An update on semisimple quantum cohomology and F-manifolds. Proceedings of the Steklov Institute of Mathematics / American Mathematical Society Birmingham, Ala. [u.a.] 264 62-69 [Article]

Gregorio, Ignacio de ; Mond, David ; Sevenheck, Christian (2009) Linear free divisors and Frobenius manifolds. Compositio mathematica Cambridge 145 5 1305-1350 [Article]

Reichelt, Thomas (2009) A Construction of Frobenius Manifolds with Logarithmic Poles and Applications. Communications in Mathematical Physics Berlin [u.a.] 287 3 1145-1187 [Article]

Fügenschuh, Armin ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Kirchner, Claus ; Martin, Alexander (2009) Efficient reformulation and solution of a nonlinear PDE-controlled flow network model. Computing Wien [u.a.] 85 3 245-265 [Article]

Dittel, Agnes ; Fügenschuh, Armin ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael (2009) MIP presolve techniques for a PDE-based supply chain model. Optimization Methods and Software Abingdon 24 3 427-445 [Article]

Kabluchko, Zakhar ; Schlather, Martin ; Haan, Laurens de (2009) Stationary max-stable fields associated to negative definite functions. The Annals of Probability New York, NY [u.a.] 37 5 2042-2065 [Article]

Klauer, Alexander ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 (2009) Bloch Varieties of higher-dimensional periodic Schrödinger Operators. Journal of Applied Analysis : JAA Berlin [u.a.] 15 1 33-46 [Article]

Neuenkirch, Andreas ; Nourdin, Ivan ; Rößler, Andreas ; Tindel, Samy (2009) Trees and asymptotic expansions for fractional stochastic differential equations. Annales de l'Institut Henri Poincaré. B, Probabilité et statistiques Bethesda, MD 45 1 157-174 [Article]

Garrido-Atienza, Maria J. ; Kloeden, Peter E. ; Neuenkirch, Andreas (2009) Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion. Applied Mathematics and Optimization New York, NY ; Heidelberg ; Berlin 60 2 151-172 [Article]

Kloeden, Peter E. ; Neuenkirch, Andreas ; Pavani, Raffaella (2009) Synchronization of noisy dissipative systems under discretization. Journal of Difference Equations and Applications London [u.a.] 15 8/9 785-801 [Article]

Bordone, Valeria ; Billari, Francesco C. ; Dalla Zuanna, Gianpiero (2009) The Italian Labour Force Survey to estimate fertility. Statistical Methods and Applications Heidelberg [u.a.] 18 3 445-451 [Article]

Kloberdanz, Kathrin ; Schmidt, Klaus D. (2009) Loss prediction in a linear model under a linear constraint. Advances in Statistical Analysis : AStA Berlin [u.a.] 93 2 205-220 [Article]

Neuenkirch, Andreas ; Zähle, Henryk (2009) Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients. Monte Carlo Methods and Applications Berlin [u.a.] 15 4 333-351 [Article]

Jentzen, Arnulf ; Kloeden, Peter E. ; Neuenkirch, Andreas (2009) Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients. Numerische Mathematik Berlin [u.a.] 112 1 41-64 [Article]

Jentzen, Arnulf ; Neuenkirch, Andreas (2009) A random Euler scheme for Carathéodory differential equations. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 224 1 346-359 [Article]

Brunner, Ilka ; Jockers, Hans ; Roggenkamp, Daniel (2009) Defects and D-brane monodromies. Advances in Theoretical and Mathematical Physics : ATMP Cambridge, MA 13 4 1077-1135 [Article]

Kilian, Martin ; Rossman, Wayne ; Schmitt, Nick (2008) Delaunay ends of constant mean curvature surfaces. Compositio mathematica Cambridge 144 186-220 [Article]

Bartels, Hans-Jochen ; Strobel, Jürgen (2008) Bericht zur Prüfung im Oktober 2007 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 29 1 127-130 [Article]

Bartels, Hans-Jochen ; Strobel, Jürgen ; Pannenberg, Michael (2008) Bericht zur Prüfung im Oktober 2007 über Mathematik der Lebensversicherung (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 29 1 151-161 [Article]

Bartels, Hans-Jochen ; Albrecht, Peter ; Maurer, Raimond (2008) Bericht zur Prüfung im Oktober 2007 über Finanzmathematik (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 29 1 163-176 [Article]

Alfonsi, Aurélien ; Fruth, Antje ; Schied, Alexander (2008) Constrained portfolio liquidation in a limit order book model. Banach Center Publications Warszawa 83 9-25 [Article]

Schied, Alexander (2008) Robust optimal control for a consumption-investment problem. Mathematical Methods of Operations Research Berlin [u.a.] 67 1 1-20 [Article]

Hertling, Claus ; Sevenheck, Christian (2008) Curvature of classifying spaces for Brieskorn lattices. Journal of Geometry and Physics Amsterdam [u.a.] 58 11 1591-1606 [Article]

Degond, Pierre ; Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Klar, Axel ; Seaid, Mohammed ; Unterreiter, Andreas (2008) Derivation of a kinetic model from a stochastic particle system. Kinetic and Related Models Springfield, MO 1 4 557-572 [Article]

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Ehlert, Andree ; Schlather, Martin (2008) Capturing the multivariate extremal index: Bounds and interconnections. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 11 4 353-377 [Article]

Kloeden, Peter E. ; Neuenkirch, Andreas ; Caraballo, Tomás (2008) Synchronization of systems with multiplicative noise. Stochastics and Dynamics : SD Singapore [u.a.] 8 1 139-154 [Article]

Kloberdanz, Kathrin ; Schmidt, Klaus D. (2008) Prediction in the linear model under a linear constraint. Advances in Statistical Analysis : AStA Berlin [u.a.] 92 2 207-215 [Article]

Schmidt, Klaus D. ; Zocher, Mathias (2008) The Bornhuetter–Ferguson principle. Variance : Advancing the Science of Risk Arlington, VA 2 1 85-110 [Article]

Neuenkirch, Andreas (2008) Optimal pointwise approximation of stochastic differential equations driven by fractional Brownian motion. Stochastic Processes and Their Applications Amsterdam [u.a.] 118 12 2294-2333 [Article]

Neuenkirch, Andreas ; Nourdin, Ivan ; Tindel, Samy (2008) Delay equations driven by rough paths. Electronic Journal of Probability : EJP Seattle, WA 13 Paper 67 2031-2068 [Article]

Brunner, Ilka ; Roggenkamp, Daniel (2008) Defects and bulk perturbations of boundary Landau-Ginzburg orbifolds. Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2008 4 Article 001 [Article]

Schmitt, Nick ; Martin, Kilian ; Kobayashi, Shimpe ; Rossman, Wayne (2007) Unitarization of monodromy representations and constant mean curvature trinoids in 3-dimensional space forms. Journal of the London Mathematical Society Oxford 75 3 563-581 [Article]

Creutzig, Thomas ; Klauer, Alexander ; Scheithauer, Nils R. (2007) Natural constructions of some generalized Kac-Moody algebras as bosonic strings. Communications in Number Theory and Physics Somerville, Mass. 1 3 453-477 [Article]

Hertling, Claus ; Sevenheck, Christian (2007) Nilpotent orbits of a generalization of Hodge structures. Journal für die reine und angewandte Mathematik Berlin ; New York 609 23-80 [Article]

Roucairol, Céline (2007) Formal structure of direct image of holonomic D-modules of exponential type. Manuscripta mathematica Berlin; Heidelberg [u.a.] 124 3 299-318 [Article]

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Perrin, Olivier ; Schlather, Martin (2007) Can any multivariate Gaussian vector be interpreted as a sample from a stationary random process? Statistics & Probability Letters Amsterdam 77 9 881-884 [Article]

Gall, Jürgen ; Potthoff, Jürgen ; Schnörr, Christoph ; Rosenhahn, Bodo ; Seidel, Hans-Peter (2007) Interacting and annealing particle systems - Mathematics and recipes. Journal of Mathematical Imaging and Vision Dordrecht [u.a.] 28 1 1-18 [Article]

Schmidt, Klaus D. (2007) A note on a recent paper by Zaks, Frostig and Levikson. ASTIN Bulletin : The Journal of the International Actuarial Association Cambridge 37 2 319-321 [Article]

Neuenkirch, Andreas ; Nourdin, Ivan (2007) Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion. Journal of Theoretical Probability New York, NY [u.a.] 20 4 871-899 [Article]

Kloeden, Peter E. ; Neuenkirch, Andreas (2007) The pathwise convergence of approximation schemes for stochastic differential equations. LMS Journal of Computation and Mathematics London 10 1 235-253 [Article]

Brunner, Ilka ; Roggenkamp, Daniel (2007) B-type defects in Landau-Ginzburg models. Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2007 8 Article 093 [Article]

Benner, Peter ; Sima, Vasile ; Slowik, Martin ORCID: 0000-0001-5373-5754 (2007) Evaluation of the linear matrix equation solvers in SLICOT. Journal of Numerical Analysis, Industrial and Applied Mathematics : JNAIAM Athens 2 1/2 11-34 [Article]

Schlather, Martin ; Gneiting, Tilmann (2006) Local approximation of variograms by covariance functions. Statistics & Probability Letters Amsterdam 76 12 1303-1304 [Article]

Gneiting, Tilmann ; Sevcíková, Hana ; Percival, Donald B. ; Schlather, Martin ; Jiang, Yindeng (2006) Fast and Exact Simulation of Large Gaussian Lattice Systems in R^2: Exploring the Limits. Journal of Computational & Graphical Statistics Alexandria, Va. 15 3 483-501 [Article]

Nürnberger, Günther ; Hecklin, Gero ; Zeilfelder, Frank (2006) Structural analysis of C1 spline spaces on Freudenthal partitions. SIAM Journal on Mathematical Analysis Philadelphia, Pa. 38 2 347-367 [Article]

Nürnberger, Günther ; Rayevskaya, Vera ; Schumaker, Larry L. ; Zeilfelder, Frank (2006) Local Lagrange interpolation with bivariate splines of arbitrary smoothness. Constructive Approximation Berlin [u.a.] 23 33-59 [Article]

Bartels, Hans-Jochen ; Strobel, Jürgen (2006) Bericht zur Prüfung im Oktober 2005 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg [u.a.] 27 4 695-698 [Article]

Bartels, Hans-Jochen ; Strobel, Jürgen ; Pannenberg, Michael (2006) Bericht zur Prüfung im Oktober 2005 über Mathematik der Lebensversicherung (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. St. Ingbert 27 4 745-753 [Article]

Burstall, Francis E. ; Kilian, Martin (2006) Equivariant harmonic cylinders. The Quarterly Journal of Mathematics Oxford 57 4 449-468 [Article]

Roucairol, Céline (2006) Irregularity of an analogue of the Gauss-Manin systems. Bulletin de la Société Mathématique de France Paris 134 269-286 [Article]

Roucairol, Céline (2006) The irregularity of the direct image of some D-modules. Publications of the Research Institute for Mathematical Sciences / Kyoto University Kyoto 42 923-932 [Article]

Kirchner, Claus ; Herty, Michael ; Göttlich, Simone ORCID: 0000-0002-8512-4525 (2006) Optimal control for continuous supply network models. Networks and Heterogeneous Media : NHM Springfield, MO 1 4 675-688 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Klar, Axel (2006) Modelling and optimization of supply chains on complex networks. Communications in Mathematical Sciences : CMS Somerville, MA 4 2 315-330 [Article]

Neuenkirch, Andreas (2006) Optimal approximation of SDE's with additive fractional noise. Journal of Complexity Amsterdam [u.a.] 22 4 459-474 [Article]

Hess, Klaus Th. ; Schmidt, Klaus D. (2006) Risikoteilung und Rückversicherung. Wissenschaftliche Zeitschrift der Technischen Universität Dresden Dresden 55 3/4 19-23 [Article]

Schmidt, Klaus D. (2006) Methods and models of loss reserving based on run–off triangles: A unifying survey. Casualty Actuarial Society Forum Arlington, VA 2006 Fall 269-317 [Article]

Schmidt, Klaus D. (2006) Optimal and additive loss reserving for dependent lines of business. Casualty Actuarial Society Forum Arlington, VA 2006 Fall 319-351 [Article]

Hess, Klaus Th. ; Schmidt, Klaus D. ; Zocher, Mathias (2006) Multivariate loss prediction in the multivariate additive model. Insurance : Mathematics and Economics Amsterdam [u.a.] 39 2 185-191 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael (2006) Coupling conditions for supply networks and resulting optimization problems. Proceedings in Applied Mathematics and Mechanics : PAMM Weinheim [u.a.] 6 1 783-784 [Article]

Enger, Håkon ; Recknagel, Andreas ; Roggenkamp, Daniel (2006) Permutation branes and linear matrix factorisations. Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2006 1 Article 087 [Article]

Göttlich, Simone ORCID: 0000-0002-8512-4525 ; Herty, Michael ; Klar, Axel (2005) Network models for supply chains. Communications in Mathematical Sciences : CMS Somerville, MA 3 4 545-559 [Article]

Schmidt, Klaus D. ; Zocher, Mathias (2005) Loss reserving and Hofmann distributions. Mitteilungen / Schweizerische Aktuarvereinigung = Bulletin / Association Suisse des Actuaires = Bulletin / Swiss Association of Actuaries Bern 2005 2 127-162 [Article]

Binz, Ernst ; Rieckers, Alfred ; Honegger, Reinhard (2004) Construction and Uniqueness of the C* Algebra over a General Pre-symplectic Space. Journal of Mathematical Physics Melville, NY 45 7 2885-2907 [Article]

Fenn, Markus ; Steidl, Gabriele (2004) Fast NFFT based summation of radial functions. Sampling Theory in Signal and Image Processing Potsdam, NY 3 1 1-28 [Article]

Binz, Ernst ; Honegger, Reinhard ; Rieckers, Alfred (2004) Field-theoretic Weyl Quantization as a Strict and Continuous Deformation Quantization. Annales de l'Institut Henri Poincaré Basel [u.a.] 5 327-346 [Article]

Dahlke, Stephan ; Steidl, Gabriele ; Teschke, Gerd (2004) Weighted coorbit spaces and Banach frames on homogeneous spaces. The Journal of Fourier Analysis and Applications Boston, Mass. [u.a.] 10 5 507-539 [Article]

Gneiting, Tilmann ; Schlather, Martin (2004) Stochastic models that separate fractal dimension and the Hurst effect. SIAM Review Philadelphia, Pa. 46 2 269-282 [Article]

Kaden, Svenja ; Potthoff, Jürgen (2004) Progressive stochastic processes and an application to the Itô integral. Stochastic Analysis and Applications Philadelphia, Pa. [u.a.] 22 4 843-865 [Article]

Schmidt, Klaus D. (2004) Optimal quota share reinsurance for dependent lines of business. Mitteilungen / Schweizerische Aktuarvereinigung = Bulletin / Association Suisse des Actuaires = Bulletin / Swiss Association of Actuaries Bern 2004 2 173-194 [Article]

Hess, Klaus Th. ; Schmidt, Klaus D. (2004) Optimal premium plans for reinsurance with reinstatements. ASTIN Bulletin : The Journal of the International Actuarial Association Cambridge 34 2 299-313 [Article]

Baier, Franz ; Buse, Gert ; Ermert, Olaf ; Kohlruss, Dietmar ; Oecking, Stefan ; Radtke, Michael ; Reich, Axel ; Schmidt, Klaus D. ; Valenta, Helmut (2004) Software für die aktuarielle Bewertung von Versicherungsportefeuilles. Der Aktuar Karlsruhe 10 1 7-12 [Article]

Gaberdiel, Matthias R. ; Gannon, Terry ; Roggenkamp, Daniel (2004) The coset D-branes of SU(n). Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2004 10 Article 047 [Article]

Gaberdiel, Matthias R. ; Roggenkamp, Daniel ; Gannon, Terry (2004) The D-branes of SU(n). Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2004 7 Article 015 [Article]

Roggenkamp, Daniel ; Wendland, Katrin (2004) Limits and degenerations of unitary conformal field theories. Communications in Mathematical Physics Berlin ; Heidelberg 251 3 589-643 [Article]

Bartels, Hans-Jochen ; Albrecht, Peter ; Maurer, Raimond (2003) Bericht zur Prüfung im Oktober 2002 über Finanzmathematik(Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 26 1 105-113 [Article]

Bartels, Hans-Jochen ; Strobel, Jürgen (2003) Bericht zur Prüfung im Oktober 2002 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 26 1 65-67 [Article]

Bartels, Hans-Jochen ; Allerdissen, Klaus ; Strobel, Jürgen (2003) Bericht zur Prüfung im Oktober 2002 über Mathematik der Lebensversicherung (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 26 2 303-307 [Article]

Schröder, Michael (2003) Brownian excursions and Parisian barrier options : a note. Journal of Applied Probability Sheffield 40 4 855-864 [Article]

Nürnberger, Günther ; Steidl, Gabriele ; Zeilfelder, Frank (2003) Explicit estimates for bivariate hierarchical bases. Communications in Applied Analysis Atlanta, Ga. 7 1 133-151 [Article]

Binz, Ernst ; Pods, Sonja ; Schempp, Walter (2003) Heisenberg Groups - A Unifying Structure of Signal Theory, Holography and Quantum Information Theory. Journal of Applied Mathematics & Computing : JAMC Heidelberg 11 1/2 1-57 [Article]

Binz, Ernst ; Pods, Sonja ; Schempp, Walter (2003) Heisenberg Groups : The Fundamental Ingredient to Describe Information, its Transmission and Quantization. Journal of Physics. A, Mathematical and Theoretical Bristol 36 23 6401-6421 [Article]

Schröder, Michael (2003) On the integral of geometric Brownian motion. Advances in Applied Probability Sheffield [u.a.] 35 1 159-183 [Article]

Schlichenmaier, Martin (2003) Local cocycles and central extensions for multi-point algebras of Krichever-Novikov type. Journal für die reine und angewandte Mathematik Berlin ; New York 559 53-94 [Article]

Förste, Stefan ; Roggenkamp, Daniel (2003) Current-current deformations of conformal field theories, and WZW models. Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2003 5 Article 071 [Article]

Hertling, Claus (2003) tt* geometry, Frobenius manifolds, their connections, and the construction for singularities. Journal für die reine und angewandte Mathematik Berlin ; New York 2003 555 77-161 [Article]

Potts, Daniel ; Steidl, Gabriele (2002) Fast summation at nonequispaces knots by NFFTs. SIAM Journal on Scientific Computing Philadelphia, Pa. 24 6 2013-2037 [Article]

Schlather, Martin (2002) Models for stationary max-stable random fields. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 5 1 33-44 [Article]

Binz, Ernst ; Elzanowski, Marek (2002) Another look at the evolution of material structures. Mathematics and Mechanics of Solids Thousand Oaks, Calif. [u.a.] 7 1 203-214 [Article]

Strobel, Jürgen ; Allerdissen, Klaus ; Bartels, Hans-Jochen (2002) Bericht zur Prüfung im Oktober 2001 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Würzburg 25 4 869-872 [Article]

Strobel, Jürgen ; Allerdissen, Klaus ; Bartels, Hans-Jochen (2002) Bericht zur Prüfung im Oktober 2001 über Mathematik der Lebensversicherung(Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Würzburg 25 4 877-880 [Article]

Deck, Thomas (2002) Continuous dependence on initial data for solutions of nonlinear stochastic evolution equations. Infinite Dimensional Analysis, Quantum Probability and Related Topics Singapore 5 3 333-350 [Article]

Binz, Ernst ; Schempp, Walter (2002) Digital information processing: The lie groups defining the filter banks of the compact disc. Task Quarterly Gdańsk 6 2 283-307 [Article]

Deck, Thomas ; Gross, Leonard (2002) Hankel operators over complex manifolds. Pacific Journal of Mathematics Berkeley, Calif. 205 1 43-97 [Article]

Strauß, Daniel J. ; Steidl, Gabriele (2002) Hybrid wavelet-support vector classifiers of waveforms. Journal of Computational and Applied Mathematics Amsterdam 148 2 375-400 [Article]

Binz, Ernst ; Schempp, Walter (2002) Kepplers Phoronomie: Symplektische Spinoren. Results in Mathematics Basel ; Berlin [u.a.] 41 3/4 229-257 [Article]

Binz, Ernst ; Léon, Manuel de ; Diego, David M. de ; Socolescu, Dan (2002) Nonholonomic constraints in classical field theories. Reports on Mathematical Physics Warszawa ; Amsterdam 49 2/3 151-166 [Article]

Elzanowski, Marek ; Binz, Ernst (2002) On the evolution of simple material structures. Technische Mechanik Magdeburg 22 1 36-42 [Article]

Deck, Thomas ; Kruse, Susanne (2002) Parabolic differential equations with Hölder continuous and unbounded coefficients. Acta Applicandae Mathematicae Dordrecht 74 1 71-91 [Article]

Binz, Ernst ; Schempp, Walter (2002) Information Technology: The lie groups defining the filter banks of the compact disc. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 144 1/2 85-103 [Article]

Schlather, Martin ; Tawn, Jonathan A. (2002) Inequalities for the extremal coefficients of multivariate extreme value distributions. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 5 1 87-102 [Article]

Schlather, Martin (2002) Characterisation of point processes with Gaussian marks independent of locations. Mathematische Nachrichten Weinheim 239 1 204-214 [Article]

Hess, Klaus Th. ; Liewald, Anett ; Schmidt, Klaus D. (2002) An extension of Panjer's recursion. ASTIN Bulletin : The Journal of the International Actuarial Association Cambridge 32 2 283-297 [Article]

Hess, Klaus Th. ; Schmidt, Klaus D. (2002) A comparison of models for the chain-ladder method. Insurance : Mathematics and Economics Amsterdam [u.a.] 31 3 351-364 [Article]

Schmidt, Klaus D. (2002) A note on the overdispersed Poisson family. Insurance : Mathematics and Economics Amsterdam [u.a.] 30 1 21-25 [Article]

Schlichenmaier, Martin ; Karabegov, Alexander V. (2001) Almost Kähler deformation quantization. Letters in Mathematical Physics : LMP Berlin [u.a.] 57 135-148 [Article]

Bartels, Hans-Jochen ; Allerdissen, Klaus ; Strobel, Jürgen (2001) Bericht zur Prüfung im Oktober 1999 über Mathematik der Lebensversicherung (Spezialwissen). Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 25 1 145-149 [Article]

Bartels, Hans-Jochen ; Allerdissen, Klaus ; Strobel, Jürgen (2001) Bericht zur Prüfung im Oktober 2000 über Mathematik der Lebensversicherung (Spezialwissen). Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 25 1 151 - 156 [Article]

Zeilfelder, Frank ; Davydov, Oleg V. ; Nürnberger, Günther (2001) Bivariate spline interpolation with optimal approximation order. Constructive Approximation Berlin [u.a.] 17 2 181-208 [Article]

Schlichenmaier, Martin ; Karabegov, Alexander V. (2001) Identification of Berezin-Toeplitz deformation quantization. Journal für die reine und angewandte Mathematik Berlin ; New York 540 49-76 [Article]

Binz, Ernst ; Pods, Sonja ; Schempp, Walter (2001) Spinor Geometry and Signal Transmission in Three-Space. AIP Conference Proceedings Melville, NY 627 1 267-275 [Article]

Binz, Ernst ; Schwarz, Günter ; Wenzelburger, Jan (2001) On the Dynamics of Continuous Distributions of Dislocations. Quarterly of Applied Mathematics Providence, RI 59 2 225-239 [Article]

Chan, Raymond H. ; Potts, Daniel ; Steidl, Gabriele (2001) Preconditioners for nondefinite Hermitian Toeplitz systems. SIAM Journal on Matrix Analysis and Applications Philadelphia, Pa. 22 3 647-665 [Article]

Butzmann, Heinz-Peter (2001) An Incomplete Function Space: Horst Herrlich, einem immer freundlichen und hilfsbereiten Kollegen, zu seinem 60. Geburtstag. Applied Categorical Structures Dordrecht 9 4 365-368 [Article]

Butzmann, Heinz-Peter (2001) Duality theory for convergence groups. Topology and its applications Amsterdam 111 1/2 95-104 [Article]

Gneiting, Tilmann ; Sasvári, Zoltán ; Schlather, Martin (2001) Analogies and correspondences between variograms and covariance functions. Advances in Applied Probability Sheffield [u.a.] 33 3 617-630 [Article]

Schlather, Martin (2001) Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution. Statistics & Probability Letters Amsterdam 53 3 325-329 [Article]

Schlather, Martin (2001) Limit distributions of norms of vectors of positive i.i.d. random variables. The Annals of Probability New York, NY [u.a.] 29 2 862-881 [Article]

Schlather, Martin (2001) On the second-order characteristics of marked point processes. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 7 1 99-117 [Article]

Hess, Klaus Th. ; Schmidt, Klaus D. (2001) Credibility-Modelle in Tarifierung und Reservierung. Advances in Statistical Analysis : AStA Berlin [u.a.] 85 3 225-246 [Article]

Rahman, Shahid ; Rückert, Helge (2001) Dialogical connexive logic. Synthese : an international journal for epistemology, methodology and philosophy of science Dordrecht [u.a.] 127 1/2 105-139 [Article]

Esnault, Hélène ; Hertling, Claus (2001) Semistable bundles on curves and reducible representations of the fundamental group. International Journal of Mathematics : IJM Singapore [u.a.] 12 7 847-855 [Article]

Freiling, Felix (2000) Mathematische Spielereien um Fehler und Fehlertoleranzen. Thema Forschung : das Wissenschaftsmagazin der Technischen Universität Darmstadt Monsheim 1 84-88 [Article]

Depner, Eduard (2000) Wenn Bankenrisiken auf der Aktivseite stehen. Versicherungswirtschaft Karlsruhe 55 12 856-860 [Article]

Strobel, Jürgen ; Allerdissen, Klaus ; Bartels, Hans-Jochen (2000) Bericht zur Prüfung im November 1999 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Würzburg 24 3 547-550 [Article]

Schlichenmaier, Martin ; Berceanu, Stefan (2000) Coherent state embeddings, polar divisors and Cauchy formulas. Journal of Geometry and Physics Amsterdam [u.a.] 34 3/4 336-358 [Article]

Nürnberger, Günther ; Zeilfelder, Frank (2000) Developments in bivariate spline interpolation. Journal of Computational and Applied Mathematics Amsterdam 121 1/2 125-152 [Article]

Nürnberger, Günther ; Davydov, Oleg V. (2000) Interpolation by C1 Splines of Degree q 4 on Triangulations. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 126 1/2 159-183 [Article]

Nürnberger, Günther ; Zeilfelder, Frank (2000) Interpolation by spline spaces on classes of triangulations. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 119 1/2 347-376 [Article]

Böcherer, Siegfried ; Heim, Bernhard E. (2000) L-functions on GSp2 × Gl2 of mixed weights. Mathematische Zeitschrift Berlin [u.a.] 235 1 11-51 [Article]

Binz, Ernst ; Pods, Sonja ; Schempp, Walter (2000) Natural microstructures associated with singularity free gradient fields in three-space and quantization. Rendiconti del Seminario Matematico Torino 58 1 1-16 [Article]

Bartels, Hans-Jochen (2000) On martingale diffusions describing the "smile-effect" for implied volatilities. Applied Stochastic Models in Business and Industry Chichester 16 1 1-9 [Article]

Böcherer, Siegfried ; Kohnen, Winfried (2000) On the functional equation of singular series. Abhandlungen aus dem Mathematischen Seminar der Universität Hamburg Berlin [u.a.] 70 1 281-286 [Article]

Schröder, Michael (2000) On the valuation of double barrier options: computational aspects. The journal of computational finance London 3 4 5-33 [Article]

Böcherer, Siegfried ; Schmidt, Claus-Günther (2000) p-adic measures attached to Siegel modularfForms. Annales de l'Institut Fourier Grenoble 50 5 1375-1443 [Article]

Binz, Ernst ; Schempp, Walter (2000) Vector Fields in Three-Space, Natural Internal Degrees of Freedom, Signal Transmission and Quantization. Results in Mathematics Basel ; Berlin [u.a.] 37 3/4 226-245 [Article]

Pink, Richard (2000) Strong approximation for Zariski dense subgroups over arbitrary global fields. Commentarii Mathematici Helvetici Basel 75 4 608-643 [Article]

Beattie, Ronald ; Butzmann, Heinz-Peter (2000) Ultracomplete convergence vector spaces and the closed graph theorem. Topology and its applications Amsterdam 111 1/2 59-69 [Article]

Schlather, Martin (2000) A formula for the edge length distribution function of the Poisson Voronoi tessellation. Mathematische Nachrichten Weinheim 214 1 113-119 [Article]

Schlather, Martin (2000) On a class of models of stochastic geometry constructed by random measures. Mathematische Nachrichten Weinheim 213 1 114-154 [Article]

Potthoff, Jürgen (2000) On differential operators in white noise analysis. Acta Applicandae Mathematicae Dordrecht [u.a.] 63 1/3 333-347 [Article]

Schmidt, Klaus D. (2000) Statistical decision problems and linear prediction under vague prior information. Statistics & Risk Modeling Berlin 18 4 429-442 [Article]

Recknagel, Andreas ; Roggenkamp, Daniel ; Schomerus, Volker (2000) On relevant boundary perturbations of unitary minimal models. Nuclear Physics / B. Proceedings Supplements Amsterdam [u.a.] 588 3 552-564 [Article]

Hertling, Claus (2000) Formules pour la multiplicité et le nombre de Milnor d’un feuilletage sur (C²,0). Annales de la Faculté des Sciences de Toulouse Toulouse [u.a.] 6. Sér., 9 4 655-670 [Article]

Arakawa, Tsuneo ; Böcherer, Siegfried (1999) A Note on the Restriction Map for Jacobi Forms. Abhandlungen aus dem Mathematischen Seminar der Universität Hamburg Berlin [u.a.] 69 1 309-317 [Article]

Bartels, Hans-Jochen ; Allerdissen, Klaus ; Strobel, Jürgen (1999) Bericht zur Prüfung im November 1998 über Mathematik der Lebensversicherung (Grundwissen). Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 24 2 397-400 [Article]

Bartels, Hans-Jochen ; Allerdissen, Klaus ; Strobel, Jürgen (1999) Bericht zur Prüfung im Oktober 1998 über Mathematik der Lebensversicherung (Spezialwissen). Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 24 1 135-142 [Article]

Schlichenmaier, Martin ; Ali, S. Twareque ; Strasburger, Alexander ; Odzijewicz, Anatol (1999) Foreword. Reports on Mathematical Physics Warschau 43 1/2 3 [Article]

Binz, Ernst ; Léon, Manuel de ; Socolescu, Dan (1999) Global dynamics of media with microstructure. Extracta mathematicae Badajoz 14 2 99-125 [Article]

Böcherer, Siegfried ; Bruinier, Jan H. ; Kohnen, Winfried (1999) Non-vanishing of scalar products of Fourier-Jacobi coefficients of Siegel cusp forms. Mathematische Annalen Berlin ; Göttingen ; Heidelberg 313 1 1-13 [Article]

Adly, Samir ; Oettli, Werner (1999) Solvability of generalized nonlinear symmetric variational inequalitites. Journal of the Australian Mathematical Society / Ser. B, Applied Mathematics St. Lucia, Qld 40 3 289-300 [Article]

Böcherer, Siegfried ; Schulze-Pillot, Rainer (1999) Squares of automorphic forms on quaternion algebras. Journal of Number Theory Orlando, Fla. 76 2 194-205 [Article]

Deck, Thomas ; Vage, Gjermund ; Potthoff, Jürgen ; Watanabe, Hisao (1999) Stability of solutions of parabolic PDE's with random drift and viscosity limit. Applied Mathematics & Optimization New York, NY [u.a.] 40 3 393-406 [Article]

Zeilfelder, Frank (1999) Strong unicity of best uniform approximations from periodic spline spaces. Journal of Approximation Theory Amsterdam [u.a.] 99 1 1-29 [Article]

Schlichenmaier, Martin (1999) Sugawara operators for higher genus Riemann surfaces. Reports on Mathematical Physics Warszawa 43 1/2 323-339 [Article]

Böcherer, Siegfried ; Funke, Joachim ; Schulze-Pillot, Rainer (1999) Traces of Theta Series. Journal of Number Theory Orlando, Fla. 78 1 119-140 [Article]

Depner, Eduard (1999) Value at risk bei Versicherungen. Versicherungswirtschaft Karlsruhe 54 3 165-169 [Article]

Schlichenmaier, Martin ; Sheinman, Oleg K. (1999) Wess-Zumino-Witten-Novikov theory, Knizhnik-Zamolodchikov equations, and Krichever-Novikov algebras I. Russian mathematical surveys London 54 1 213-250 [Article]

Bartels, Hans-Jochen (1999) Zur Mathematik der Optionen. Mathematische Semesterberichte Berlin [u.a.] 46 1 29-45 [Article]

Schlather, Martin ; Stoyan, Dietrich (1999) Edge systems of time-dependent incomplete Poisson Voronoi tessellations. Stochastic Models New York, NY [u.a.] 15 4 599-615 [Article]

Schmidt, Klaus D. ; Lorenz, Holger (1999) Grossing-up, chain-ladder and marginal-sum estimation. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Berlin ; Heidelberg 24 2 195-200 [Article]

Schmidt, Klaus D. (1999) Chain ladder prediction and asset liability management. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Berlin ; Heidelberg 24 1 1-9 [Article]

Schmidt, Klaus D. (1999) Reservierung für Spätschäden: Modellierung am Beispiel des Chain-Ladder-Verfahrens. Allgemeines Statistisches Archiv : AStA Heidelberg ; Berlin 83 267-280 [Article]

Schmidt, Klaus D. (1999) Discussion of paper published in Volume LXXXIII : Loss prediction by generalized least squares, Leigh J. Halliwell. Proceedings of the Casualty Actuarial Society Boston, MA 86 165 736-747 [Article]

Schmidt, Klaus D. (1999) Mathematik und Wirtschaft: eine Herausforderung : der universitäre Studiengang Wirtschaftsmathematik. Informationen für die Beratungs- und Vermittlungsdienste : IBV Nürnberg 1999 9 565-569 [Article]

Hertling, Claus ; Manin, Yuri (1999) Weak Frobenius manifolds. International Mathematics Research Notices : IMRN Oxford 1999 6 277-286 [Article]

Hertling, Claus ; Stahlke, Colin (1999) Bernstein polynomial and Tjurina number. Geometriae dedicata Dordrecht [u.a.] 75 2 137-176 [Article]

Hertling, Claus (1999) Classifying spaces for polarized mixed Hodge structures and for Brieskorn lattices. Compositio mathematica Cambridge 116 1 1-37 [Article]

Borcherds, Richard E. ; Freitag, Eberhard ; Weissauer, Rainer (1998) A Siegel cusp form of degree 12 and weight 12. Journal für die reine und angewandte Mathematik Berlin ; New York 494 141-153 [Article]

Oettli, Werner ; Schläger, Dirk (1998) A unifying minimax theorem. Le Matematiche / Dipartimento di Matematica e Informatica dell'Università di Catania Catania 53 1 185-200 [Article]

Nürnberger, Günther ; Davydov, Oleg V. ; Zeilfelder, Frank (1998) Approximation order of bivariate spline interpolation for arbitrary smoothness. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 90 2 117-134 [Article]

Böcherer, Siegfried (1998) Bilinear Differential Operators for the Jacobi Group. Commentarii mathematici Universitatis Sancti Pauli = Rikkyō-daigaku-sūgaku-zasshi Tokyo 47 2 135-154 [Article]

Oettli, Werner ; Schläger, Dirk (1998) Conjugate functions for convex and nonconvex duality. Journal of Global Optimization Dordrecht 13 4 337-347 [Article]

Nürnberger, Günther ; Walz, Guido (1998) Error analysis in interpolation by bivariate C1 splines. IMA Journal of Numerical Analysis : IMAJNA Oxford 18 4 485-508 [Article]

Oettli, Werner ; Schläger, Dirk (1998) Existence of equilibria for monotone multivalued mappings. Mathematical Methods of Operations Research Berlin [u.a.] 48 2 219-228 [Article]

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen ; Vage, Gjermund (1998) Explicit strong solutions of SPDE's with applications to non-linear filtering. Acta Applicandae Mathematicae Dordrecht [u.a.] 51 2 215-242 [Article]

Potts, Daniel ; Steidl, Gabriele ; Tasche, Manfred (1998) Fast algorithms for discrete polynomial transforms. Mathematics of Computation Providence, RI Nr. 67 1577 - 1590 [Article]

Potts, Daniel ; Steidl, Gabriele ; Tasche, Manfred (1998) Fast and stable algorithms for discrete spherical Fourier transform. Linear Algebra and its Applications New York, NY Nr.275 433-450 [Article]

Potthoff, Jürgen ; Vage, Gjermund ; Watanabe, Hisao (1998) Generalized solutions of linear parabolic stochastic partial differential equations. Applied Mathematics & Optimization Berlin [u.a.] 38 1 95-107 [Article]

Zeilfelder, Frank (1998) Hermite interpolation by periodic splines with equidistant knots. Communications in Applied Analysis Atlanta, Ga. 2 2 183-195 [Article]

Pink, Richard (1998) l-adic algebraic monodromy groups, cocharacters, and the Mumford-Tate conjecture. Journal für die reine und angewandte Mathematik Berlin ; New York 187-237 [Article]

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen ; Streit, Ludwig (1998) Nonlinear evolution equations with gradient coupled noise. Letters in Mathematical Physics : LMP Dordrecht [u.a.] 43 3 267-278 [Article]

Meinardus, Günter ; Oettli, Werner (1998) On a certain duality for segmented minmax problems. Computing Wien [u.a.] 61 2 91-101 [Article]

Deck, Thomas ; Potthoff, Jürgen (1998) On a class of stochastic partial differential equations related to turbulent transport. Probability Theory and Related Fields Berlin [u.a.] 111 1 101-122 [Article]

Binz, Ernst ; Léon, Manuel de ; Socolescu, Dan (1998) On a smooth geometric approach to the dynamics of media with microstructures. Comptes rendus de l'Académie des Sciences / Série 2. Fascicule B, Mécanique Paris 326 4 227-232 [Article]

Oettli, Werner ; Riahi, Hassan (1998) On maximal psi-monotonicity of sums of operators. Communications on Applied Nonlinear Analysis : CANA Orlando, Fla 5 3 1-17 [Article]

Potts, Daniel ; Steidl, Gabriele (1998) Optimal trigonometric preconditioners for nonsymmetric Toeplitz systems. Linear Algebra and its Applications New York, NY Nr.281 265-292 [Article]

Daniele, Patrizia ; Maugeri, Antonino ; Oettli, Werner (1998) Variational inequalities and time dependent traffic-equilibria. Comptes rendus de l'Académie des Sciences. Série A, sciences mathématique Paris 326 9 1059-1062 [Article]

Pink, Richard (1998) Compact subgroups of linear algebraic groups. Journal of Algebra San Diego, Calif. [u.a.] 206 2 438-504 [Article]

Schmidt, Klaus D. (1998) Decomposition and extension of abstract measures in Riesz spaces. Rendiconti dell'Istituto di Matematica dell'Università di Trieste Trieste 29 Suppl. 135-213 [Article]

Schmidt, Klaus D. ; Wünsche, Angela (1998) Chain ladder, marginal sum and maximum likelihood estimation. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Berlin ; Heidelberg 23 3 267-277 [Article]

Schmidt, Klaus D. (1998) Prediction in the linear model: A direct approach. Metrika Berlin ; Heidelberg 48 2 141-147 [Article]

Schmidt, Klaus D. (1998) Bayesian models in actuarial mathematics. Mathematical Methods of Operations Research Berlin ; Heidelberg 48 1 117-146 [Article]

Rahman, Shahid ; Rückert, Helge (1998) Intuitionistische Mathematik und Dialogischer Konstruktivismus. Erwägen, Wissen, Ethik : EWE = Deliberation, Knowledge, Ethics Stuttgart ; München 9 3 478-479 [Article]

Müller, Werner ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 ; Schrader, Robert (1998) Hyperelliptic Riemann surfaces of infinite genus and solutions of the KdV equation. Duke Mathematical Journal Durham, NC 91 2 315-351 [Article]

Larsen, Michael J. ; Pink, Richard (1997) A connectedness criterion for l-adic Galois representations. Israel Journal of Mathematics Jerusalem 1-10 [Article]

Maugeri, Antonino ; Oettli, Werner ; Schläger, Dirk (1997) A flexible form of Wardrop's principle for traffic equilibria with side constraints. Rendiconti del Circolo matematico di Palermo, Ser. 2 / Supplemento Palermo 48 185-193 [Article]

Ansari, Qamrul Hasan ; Oettli, Werner ; Schläger, Dirk (1997) A generalization of vectorial equilibria. Mathematical Methods of Operations Research Heidelberg 147-152 [Article]

Oettli, Werner (1997) A remark on vector-valued equilibria and generalized monotonicity. Acta Mathematica Vietnamica Hanoi 213-221 [Article]

Deck, Thomas ; Potthoff, Jürgen ; Vage, Gjermund (1997) A review of white noise analysis from a probabilistic standpoint. Acta Applicandae Mathematicae Dordrecht [u.a.] 48 1 91-112 [Article]

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen (1997) A white noise approach to a class of non-linear stochastic heat equations. Journal of Functional Analysis Amsterdam [u.a.] 146 2 382-415 [Article]

Bartels, Hans-Jochen ; Scharr, Michael ; Strobel, Jürgen (1997) Bericht zur Prüfung im Juni 1996 über Mathematik der Lebensversicherung, Spezialwissen. Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 23 2 227-234 [Article]

Buck, Bernhard ; Butzmann, Heinz-Peter (1997) Free commutative convergence groups. Rostocker Mathematisches Kolloquium Rostock 51 159-166 [Article]

Böcherer, Siegfried ; Schulze-Pillot, Rainer (1997) Siegel Modular Forms and Theta Series attached to quaternion algebras II. Nagoya Mathematical Journal Durham, NC 147 71-106 [Article]

Binz, Ernst (1997) Structural capillarity, equilibrium configurations and vibrational modes. Communications in Applied Analysis Atlanta, Ga. 1 2 213-243 [Article]

Oettli, Werner ; Yamasaki, Maretsugu (1997) The generalized strong isoperimetric inequality in locally finite networks. Journal of Mathematical Analysis and Applications Amsterdam 308-316 [Article]

Pink, Richard (1997) The Mumford-Tate conjecture of Drinfeld modules. Publications of the Research Institute for Mathematical Sciences / Kyoto University Tokyo 393-425 [Article]

Mammen, Enno ; Konakov, Valentin (1997) The shape of kernel density estimates in higher dimensions. Mathematical Methods of Statistics New York, NY 6 440 - 464 [Article]

Schmidt, Klaus D. (1997) Non-optimal prediction by the chain ladder method. Insurance : Mathematics and Economics Amsterdam [u.a.] 21 1 17-24 [Article]

Grinevich, Piotr G. ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 (1997) Conformal invariant functionals of immersions of tori into R³. Journal of Geometry and Physics Amsterdam [u.a.] 26 1/2 51-78 [Article]

Greuel, Gert-Martin ; Hertling, Claus ; Pfister, Gerhard (1997) Moduli spaces of semiquasihomogeneous singularities with fixed principal part. Journal of Algebraic Geometry Providence, RI 6 1 169-199 [Article]

Oettli, Werner ; Yen, Nguyen Dong (1996) An example of a bad quasicomplementarity problem. Journal of Optimization Theory and Applications Dordrecht [u.a.] 213-215 [Article]

Nürnberger, Günther (1996) Approximation order of bivariate spline interpolation. Journal of Approximation Theory Amsterdam [u.a.] 87 2 117-136 [Article]

Bartels, Hans-Jochen ; Scharr, Michael ; Strobel, Jürgen (1996) Bericht zur Prüfung im November 1995 über Mathematik der Lebensversicherung (Grundwissen). Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 22 3 623-628 [Article]

Nürnberger, Günther (1996) Bivariate segment approximation and free knot splines: research problems 96-4. Constructive Approximation New York, NY [u.a.] 12 4 555-558 [Article]

Binz, Ernst (1996) Das Eingeschränkte Zweikörperproblem. Extracta mathematicae Badajoz 11 1 1-16 [Article]

Oettli, Werner ; Yamasaki, Maretsugu (1996) Existence of feasible potentials on infinite networks. Journal of Convex Analysis Lemgo 71-81 [Article]

Kondratiev, Yuri G. ; Leukert, Peter ; Potthoff, Jürgen ; Streit, Ludwig ; Westerkamp, Werner (1996) Generalized functionals on Gaussian spaces-the characterization theorem revisited. Journal of Functional Analysis Amsterdam [u.a.] 141 2 301-318 [Article]

Luu, Do Van ; Oettli, Werner (1996) Higher-order optimality conditions for a minimax. Bulletin of the Australian Mathematical Society Canberra 509-516 [Article]

Potthoff, Jürgen ; Sundar, Padmanabhan (1996) Law of large numbers and central limit theorem for Donsker's delta function of diffusions I. Potential Analysis Dordrecht 5 5 487-504 [Article]

Benth, Fred Espen ; Potthoff, Jürgen (1996) On the Martingale Property for Generalized Stochastic Processes. Stochastics and Stochastics Reports Abingdon 58 3/4 349-367 [Article]

Oettli, Werner ; Yen, Nguyen Dong (1996) Quasicomplementarity problems of type Ro. Journal of Optimization Theory and Applications Dordrecht [u.a.] 467-474 [Article]

Schlichenmaier, Martin ; Sheinman, Oleg K. (1996) Sugawara construction and Casimir operators for Krichever-Novikov algebras. Journal of Mathematical Sciences Tokyo 38 3807-3834 [Article]

Binz, Ernst (1996) Idealized skins constituted by finitely many material particles. Extracta mathematicae Badajoz 11 1 1-16 [Article]

Schmidt, Klaus D. ; Schnaus, Anja (1996) An extension of Mack's model for the chain ladder method. ASTIN Bulletin : The Journal of the International Actuarial Association Cambridge 26 2 247-262 [Article]

Schmidt, Klaus D. (1996) Versicherungsmathematik: Prognosen, Formeln und Modelle. Wissenschaftliche Zeitschrift der Technischen Universität Dresden Dresden 45 1 37-40 [Article]

Müller, Werner ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 ; Schrader, Robert (1996) Theta functions for infinite period matrices. International Mathematics Research Notices : IMRN Oxford 1996 12 565-587 [Article]

Larsen, Michael J. ; Pink, Richard (1995) Abelian varieties, l-adic representations, and l-independence. Mathematische Annalen Berlin ; Göttingen ; Heidelberg 302 1 561-579 [Article]

Bartels, Hans-Jochen ; Scharr, Michael ; Strobel, Jürgen (1995) Bericht zur Prüfung im März 1994 über Mathematik der Lebensversicherung. Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 22 1 201-206 [Article]

Bartels, Hans-Jochen ; Scharr, Michael ; Strobel, Jürgen (1995) Bericht zur Prüfung im März 1995 über Mathematik der Lebensversicherung. Blätter / Deutsche Gesellschaft für Versicherungsmathematik Würzburg 22 2 453-458 [Article]

Nürnberger, Günther ; Rießinger, Thomas (1995) Bivariate spline interpolation at grid points. Numerische Mathematik Berlin [u.a.] 71 1 91-119 [Article]

Schmidt, Klaus D. ; Timpel, Matthias (1995) Experience rating under weighted squared error loss. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Berlin ; Heidelberg 22 2 289-307 [Article]

Grinevich, Piotr G. ; Schmidt, Martin U. ORCID: 0000-0002-1775-4701 (1995) Period preserving nonisospectral flows and the moduli space of periodic solutions of soliton equations. Physica. D, Nonlinear Phenomena Amsterdam [u.a.] 87 1/4 73-98 [Article]

Hertling, Claus (1995) Ein Torelli-Satz für die unimodalen und bimodularen Hyperflächensingularitäten. Mathematische Annalen Berlin ; Göttingen ; Heidelberg 302 2 359-394 [Article]

Mauve, Martin ; Mauve, Reinhard (1994) Experimentelle Arbeitsblätter. Praxis der Mathematik Köln 36 5 215-220 [Article]