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  4. Chorowski, Jakub [Author] ; Reiß, Markus [Contributor]; Hoffmann, Marc [Contributor]; Trabs, Mathias [Contributor]

    Statistics for diffusion processes with low and high-frequency observations

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät, 2016-11-11

  7. Lederer, Christian [Author] ; Arnold, Ludwig [Contributor]; Scheutzow, Michael [Contributor]; Imkeller, Peter [Contributor]

    Konjugation stochastischer und zufälliger stationärer Differentialgleichungen und eine Version des lokalen Satzes von Hartman-Grobman für stochastische Differentialgleichungen

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2001-10-10

  10. Wu, Ching-Tang [Author] ; Föllmer, Hans [Contributor]; Yor, Marc [Contributor]; Schweizer, Martin [Contributor]

    Construction of Brownian Motions in Enlarged Filtrations and Their Role in Mathematical Models of Insider Trading

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 1999-06-08

  11. Tonleu, Klebert Kentia [Author] ; Becherer, Dirk [Contributor]; Elie, Romuald [Contributor]; Imkeller, Peter [Contributor]

    Robust aspects of hedging and valuation in incomplete markets and related backward SDE theory

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät, 2016-03-16

  13. Fromm, Alexander [Author] ; Imkeller, Peter [Contributor]; Ankirchner, Stefan [Contributor]; Réveillac, Anthony [Contributor]

    Theory and applications of decoupling fields for forward-backward stochastic differential equations

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2015-01-05

  14. Mainberger, Christoph [Author] ; Kupper, Michael [Contributor]; Horst, Ulrich [Contributor]; Elie, Romuald [Contributor]

    Essays on supersolutions of BSDEs and equilibrium pricing in generalized capital asset pricing models

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2014-02-24

  16. Söhl, Jakob [Author] ; Reiß, Markus [Contributor]; Spokoiny, Vladimir [Contributor]; Nickl, Richard [Contributor]

    Central limit theorems and confidence sets in the calibration of Lévy models and in deconvolution

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013-05-03

  17. Kappus, Julia Johanna [Author] ; Reiß, Markus [Contributor]; Neumann, Michael [Contributor]; Comte, Fabienne [Contributor]

    Nonparametric adaptive estimation for discretely observed Lévy processes

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    Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012-10-30

  18. Schade, Maximilian [Author] ; Tischendorf, Caren [Contributor]; Perkowski, Nicolas [Contributor]; Kværnø, Anne [Contributor]

    Numerical Analysis and Simulation of Coupled Systems of Stochastic Partial Differential Equations with Algebraic Constraints

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    Humboldt-Universität zu Berlin, 2023-09-20