Lukas Trottner

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Change point estimation for a stochastic heat equation
The Annals of Statistics
2026-03-16Paper
Multivariate change estimation for a stochastic heat equation from local measurements
Stochastic Processes and their Applications
2025-12-09Paper
Data-driven rules for multidimensional reflection problems
SIAM/ASA Journal on Uncertainty Quantification
2024-11-28Paper
The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
Bulletin of the London Mathematical Society
2024-11-27Paper
Covariate shift in nonparametric regression with Markovian design
Information and Inference: A Journal of the IMA
2024-11-14Paper
Markov additive friendships
Transactions of the American Mathematical Society
2024-10-30Paper
Learning to reflect: a unifying approach for data-driven stochastic control strategies
Bernoulli
2024-07-02Paper
Stability of overshoots of Markov additive processes
The Annals of Applied Probability
2024-01-19Paper
The uniqueness of the Wiener-Hopf factorisation of L\'evy processes and random walks2023-12-20Paper
Markov additive friendships2023-08-18Paper
Change point estimation for a stochastic heat equation2023-07-20Paper
Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
2022-10-11Paper
Concentration analysis of multivariate elliptic diffusion processes2022-06-07Paper
Mixing it up: A general framework for Markovian statistics2020-10-31Paper


Research outcomes over time


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