Alexander Steinicke

Available identifiers

zbMath Open steinicke.alexanderWikidataQ102425991 ScholiaQ102425991MaRDI QIDQ265283

List of research outcomes

Publication	Date of Publication	Type
Worst-Case Optimal Investment in Incomplete Markets	2023-11-16	Paper
Continuous functions with impermeable graphs	2023-10-17	Paper
On the tradeoff between almost sure error tolerance versus mean deviation frequency in martingale convergence	2023-10-13	Paper
Product formulas for multiple stochastic integrals associated with L\'evy processes	2023-09-20	Paper
Deviation frequencies of Brownian path property approximations	2023-02-08	Paper
Complements and Improvements Regarding Distributivity of the Product for $\sigma$-Algebras with Respect to the Intersection	2022-08-02	Paper
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver	2022-07-05	Paper
On the Configurations of Closed Kinematic Chains in Three-dimensional Space	2022-05-10	Paper
Exception sets of intrinsic and piecewise Lipschitz functions	2022-03-21	Paper
\(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting	2022-03-17	Paper
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs	2022-01-17	Paper
Existence, uniqueness and regularity of the projection onto differentiable manifolds	2021-09-02	Paper
(Non-)distributivity of the product for \(\sigma\)-algebras with respect to the intersection	2021-06-09	Paper
(Non-)Distributivity of the Product for $\sigma$-Algebras with Respect to the Intersection	2020-07-12	Paper
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting	2020-02-17	Paper
Correction to: ``Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting	2020-02-17	Paper
$L^p$-Solutions and Comparison Results for L\'evy Driven BSDEs in a Monotonic, General Growth Setting	2019-09-13	Paper
Functionals of a Lévy process on canonical and generic probability spaces	2016-06-27	Paper
Malliavin derivative of random functions and applications to Lévy driven BSDEs	2016-05-23	Paper
\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions	2016-04-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Alexander Steinicke