Publication | Date of Publication | Type |
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On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions | 2022-09-19 | Paper |
Single Jump Filtrations: Preservation of the Local Martingale Property with Respect to the Filtration Generated by the Local Martingale | 2021-12-08 | Paper |
Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails | 2021-05-03 | Paper |
The Joint Law of a Max-Continuous Local Submartingale and Its Maximum | 2021-02-09 | Paper |
Testing hypotheses for measures with different masses: Four optimization problems | 2021-01-08 | Paper |
Single jump filtrations and local martingales | 2020-11-04 | Paper |
Minimal embeddings of integrable processes in a Brownian motion | 2020-03-11 | Paper |
The Joint Law of Terminal Values of a Nonnegative Submartingale and Its Compensator | 2019-11-12 | Paper |
On possible relations between an increasing process and its compensator in the non-integrable case | 2019-08-22 | Paper |
Quadratic approximation for log-likelihood ratio processes | 2018-03-08 | Paper |
Integrated quantile functions: properties and applications | 2018-02-15 | Paper |
The minimum increment of f-divergences given total variation distances | 2017-04-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q2962525 | 2017-02-16 | Paper |
Processes That Can Be Embedded in a Geometric Brownian Motion | 2016-06-08 | Paper |
A characterization of maximin tests for two composite hypotheses | 2015-09-29 | Paper |
Some Functional Analytic Tools for Utility Maximization | 2015-09-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q2943523 | 2015-09-03 | Paper |
On pathwise counterparts of Doob's maximal inequalities | 2015-08-20 | Paper |
On the submartingale/supermartingale property of diffusions in natural scale | 2015-08-20 | Paper |
A characterization of a minimax test in the problem of testing two composite hypotheses | 2013-11-11 | Paper |
Dual Characterization of the Value Function in the Robust Utility Maximization Problem | 2012-05-04 | Paper |
On estimation of delay location | 2011-11-07 | Paper |
On an Extension of the Notion off-Divergence | 2008-11-03 | Paper |
On oscillations of the geometric Brownian motion with time-delayed drift | 2007-03-02 | Paper |
A Minimax Result for f-Divergences | 2006-10-23 | Paper |
On Recovery of a Measure from Its Symmetrization | 2005-10-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q4828237 | 2004-11-24 | Paper |
On stationary solutions of delay differential equations driven by a Lévy process. | 2004-09-07 | Paper |
Approximations and limit theorems for likelihood ratio processes in the binary case | 2004-03-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4802405 | 2003-04-27 | Paper |
Addendum to ``Asymptotic inference for a linear stochastic differential equation with time delay | 2003-04-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4801563 | 2003-04-08 | Paper |
Asymptotic inference for a linear stochastic differential equation with time delay | 2002-04-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4497358 | 2002-01-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q2743918 | 2001-09-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q4356487 | 1999-01-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q5691552 | 1997-09-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4866401 | 1996-11-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4871593 | 1996-05-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4834133 | 1995-07-17 | Paper |
Generalized analytic functions | 1995-06-20 | Paper |
On quasi-score processes | 1994-04-25 | Paper |
A Regular Filtered Statistical Model and Families of Martingales | 1992-09-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3986985 | 1992-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3987010 | 1992-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3990171 | 1992-06-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3973420 | 1992-06-26 | Paper |
Estimation of the Average Payoff from an Open-Loop Control for One Type of Controlled Markov Sequences | 1992-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3362250 | 1992-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3362346 | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3352326 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3197152 | 1989-01-01 | Paper |
Rao-Cramér inequalities on a space with filtration | 1989-01-01 | Paper |
ON ABSOLUTE CONTINUITY AND SINGULARITY OF THE DISTRIBUTIONS OF RANDOM FIELDS | 1983-01-01 | Paper |
On the general theory of random fields on the plane | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3668587 | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3962248 | 1982-01-01 | Paper |