Lukas Trottner

MaRDI QIDQ2083864zbMATH OpenFDO

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!

Publication	Date of Publication	Type
Data-driven rules for multidimensional reflection problems SIAM/ASA Journal on Uncertainty Quantification	2024-11-28	Paper
The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks Bulletin of the London Mathematical Society	2024-11-27	Paper
Covariate shift in nonparametric regression with Markovian design Information and Inference: A Journal of the IMA	2024-11-14	Paper
Markov additive friendships Transactions of the American Mathematical Society	2024-10-30	Paper
Learning to reflect: a unifying approach for data-driven stochastic control strategies Bernoulli	2024-07-02	Paper
Stability of overshoots of Markov additive processes The Annals of Applied Probability	2024-01-19	Paper
The uniqueness of the Wiener-Hopf factorisation of L\'evy processes and random walks	2023-12-20	Paper
Markov additive friendships	2023-08-18	Paper
Change point estimation for a stochastic heat equation	2023-07-20	Paper
Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2022-10-11	Paper
Concentration analysis of multivariate elliptic diffusion processes	2022-06-07	Paper
Mixing it up: A general framework for Markovian statistics	2020-10-31	Paper

Research outcomes over time

This page was built for person: Lukas Trottner