| Publication | Date of Publication | Type |
|---|
Optimal couplings on Wiener space and an extension of Talagrand's transport inequality
Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
| Doob decomposition, Dirichlet processes, and entropies on Wiener space | 2022-10-22 | Paper |
Spatial risk measures: local specification and boundary risk
Springer Proceedings in Mathematics & Statistics | 2018-04-09 | Paper |
Obituary: Konrad Jacobs (1928--2015)
Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) | 2017-10-11 | Paper |
Stochastic finance. An introduction in discrete time.
De Gruyter Textbook | 2016-09-02 | Paper |
Consistent risk measures and a non-linear extension of backwards martingale convergence
Festschrift Masatoshi Fukushima | 2016-04-15 | Paper |
Shifting martingale measures and the birth of a bubble as a submartingale
Finance and Stochastics | 2014-11-07 | Paper |
A Nobel Prize in Mathematics?
Mitteilungen der Deutschen Mathematiker-Vereinigung (DMV) | 2014-06-03 | Paper |
Spatial risk measures and their local specification: the locally law-invariant case
Statistics & Risk Modeling | 2014-03-17 | Paper |
Probabilistic aspects of finance
Bernoulli | 2013-10-17 | Paper |
Probabilistic aspects of finance
Bernoulli | 2013-10-17 | Paper |
| Convex capital requirements for large portfolio | 2013-06-12 | Paper |
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
Finance and Stochastics | 2012-12-07 | Paper |
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
Finance and Stochastics | 2012-12-07 | Paper |
Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations
Stochastics and Dynamics | 2011-10-11 | Paper |
Monetary valuation of cash flows under Knightian uncertainty
International Journal of Theoretical and Applied Finance | 2011-03-30 | Paper |
| scientific article; zbMATH DE number 5853978 (Why is no real title available?) | 2011-02-21 | Paper |
| Stochastic finance. An introduction in discrete time. | 2010-11-23 | Paper |
| scientific article; zbMATH DE number 5663477 (Why is no real title available?) | 2010-01-27 | Paper |
Robust Preferences and Robust Portfolio Choice
Special Volume: Mathematical Modeling and Numerical Methods in Finance | 2009-06-05 | Paper |
| scientific article; zbMATH DE number 5348177 (Why is no real title available?) | 2008-09-29 | Paper |
Asymptotic arbitrage and large deviations
Mathematics and Financial Economics | 2008-09-04 | Paper |
Potentials of a Markov process are expected suprema
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Potentials of a Markov process are expected suprema
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
| scientific article; zbMATH DE number 5204603 (Why is no real title available?) | 2007-10-24 | Paper |
| A representation of excessive functions as expected suprema | 2007-06-21 | Paper |
Convex risk measures and the dynamics of their penalty functions
Statistics & Risk Modeling | 2007-01-30 | Paper |
Robust projections in the class of martingale measures
Illinois Journal of Mathematics | 2006-09-26 | Paper |
Stochastic finance. An introduction in discrete time
De Gruyter Studies in Mathematics | 2005-08-26 | Paper |
A non-linear Riesz respresentation in probabilistic potential theory
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-04 | Paper |
A non-linear Riesz respresentation in probabilistic potential theory
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-04 | Paper |
A non-linear Riesz respresentation in probabilistic potential theory
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2005-08-04 | Paper |
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective
Journal of Mathematical Economics | 2005-06-13 | Paper |
Convergence of locally and globally interacting Markov chains.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Convex measures of risk and trading constraints
Finance and Stochastics | 2004-03-16 | Paper |
| scientific article; zbMATH DE number 1795843 (Why is no real title available?) | 2003-10-21 | Paper |
| scientific article; zbMATH DE number 1985272 (Why is no real title available?) | 2003-09-24 | Paper |
| scientific article; zbMATH DE number 1944705 (Why is no real title available?) | 2003-07-03 | Paper |
Stochastic finance. An introduction in discrete time
De Gruyter Studies in Mathematics | 2002-09-26 | Paper |
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading
Stochastic Processes and their Applications | 2002-08-29 | Paper |
On weak Brownian motions of arbitrary order
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2001-02-06 | Paper |
On weak Brownian motions of arbitrary order
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2001-02-06 | Paper |
Efficient hedging: cost versus shortfall risk
Finance and Stochastics | 2000-11-01 | Paper |
On Itô's formula for multidimensional Brownian motion
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2000-06-07 | Paper |
Quantile hedging
Finance and Stochastics | 2000-03-01 | Paper |
| scientific article; zbMATH DE number 1181238 (Why is no real title available?) | 1998-07-29 | Paper |
Optional decomposition and Lagrange multipliers
Finance and Stochastics | 1998-03-17 | Paper |
A Microeconomic Approach to Diffusion Models For Stock Prices
Mathematical Finance | 1998-01-21 | Paper |
Entropy minimization and Schrödinger processes in infinite dimensions
The Annals of Probability | 1997-11-10 | Paper |
Optional decompositions under constraints
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1997-09-09 | Paper |
| scientific article; zbMATH DE number 912563 (Why is no real title available?) | 1996-08-01 | Paper |
Quadratic covariation and an extension of Itô's formula
Bernoulli | 1995-12-12 | Paper |
Stock price fluctuation as a diffusion in a random environment
Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences | 1995-05-14 | Paper |
Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1994-09-20 | Paper |
Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1994-09-20 | Paper |
A conditional approach to the anticipating Girsanov transformation
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-07-07 | Paper |
École d'été de probabilités de Saint-Flour XV-XVII, 1985-87 (2-19 Juil. 1985, 17 Août - 3 Sept. 1986, 1-18 Juil. 1987)
Lecture Notes in Mathematics | 1993-06-05 | Paper |
| scientific article; zbMATH DE number 17495 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4203380 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4199205 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4080537 (Why is no real title available?) | 1988-01-01 | Paper |
Large deviations for the empirical field of a Gibbs measure
The Annals of Probability | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4098392 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4044857 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4024422 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4085365 (Why is no real title available?) | 1986-01-01 | Paper |
Time reversal of infinite-dimensional diffusions
Stochastic Processes and their Applications | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3932149 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3990527 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3896050 (Why is no real title available?) | 1985-01-01 | Paper |
Almost sure convergence of multiparameter martingales for Markov random fields
The Annals of Probability | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3897966 (Why is no real title available?) | 1984-01-01 | Paper |
A covariance estimate for Gibbs measures
Journal of Functional Analysis | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3721834 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3721834 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3723611 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3759313 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3716555 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3740525 (Why is no real title available?) | 1980-01-01 | Paper |
Tail structure of markov chains on infinite product spaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3617289 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3640634 (Why is no real title available?) | 1979-01-01 | Paper |
On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty
Journal of Mathematical Economics | 1978-01-01 | Paper |
An ?Inner? Variational Principle for Markov Fields on a Graph
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3552140 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3589463 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3614462 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3573038 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3573038 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3567754 (Why is no real title available?) | 1975-01-01 | Paper |
Stochastische Bewegungen und ihre ersten Integrale
Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) | 1975-01-01 | Paper |
Random economies with many interacting agents
Journal of Mathematical Economics | 1974-01-01 | Paper |
Relative densities of semimartingales
Inventiones Mathematicae | 1974-01-01 | Paper |
Stochastic holomorphy
Mathematische Annalen | 1974-01-01 | Paper |
On the representation of semimartingales
The Annals of Probability | 1973-01-01 | Paper |
On entropy and information gain in random fields
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1973-01-01 | Paper |
Optimal stopping of constrained Brownian motion
Journal of Applied Probability | 1972-01-01 | Paper |
The exit measure of a supermartingale
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3300860 (Why is no real title available?) | 1971-01-01 | Paper |
Feine Topologie am Martinrand eines Standardprozesses
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1969-01-01 | Paper |
