Alexander Steinicke

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Person:265283

Available identifiers

zbMath Open steinicke.alexanderWikidataQ102425991 ScholiaQ102425991MaRDI QIDQ265283

List of research outcomes





PublicationDate of PublicationType
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs2025-01-22Paper
Worst-Case Optimal Investment in Incomplete Markets2023-11-16Paper
Continuous functions with impermeable graphs2023-10-17Paper
On the tradeoff between almost sure error tolerance versus mean deviation frequency in martingale convergence2023-10-13Paper
Product formulas for multiple stochastic integrals associated with L\'evy processes2023-09-20Paper
Deviation frequencies of Brownian path property approximations2023-02-08Paper
Complements and Improvements Regarding Distributivity of the Product for $\sigma$-Algebras with Respect to the Intersection2022-08-02Paper
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver2022-07-05Paper
On the Configurations of Closed Kinematic Chains in Three-dimensional Space2022-05-10Paper
Exception sets of intrinsic and piecewise Lipschitz functions2022-03-21Paper
\(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting2022-03-17Paper
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs2022-01-17Paper
Existence, uniqueness and regularity of the projection onto differentiable manifolds2021-09-02Paper
(Non-)distributivity of the product for \(\sigma\)-algebras with respect to the intersection2021-06-09Paper
(Non-)Distributivity of the Product for $\sigma$-Algebras with Respect to the Intersection2020-07-12Paper
Correction to: ``Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting2020-02-17Paper
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting2020-02-17Paper
$L^p$-Solutions and Comparison Results for L\'evy Driven BSDEs in a Monotonic, General Growth Setting2019-09-13Paper
Functionals of a Lévy process on canonical and generic probability spaces2016-06-27Paper
Malliavin derivative of random functions and applications to Lévy driven BSDEs2016-05-23Paper
\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions2016-04-01Paper

Research outcomes over time

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