Department Mathematics and Information Technology
Organisational unit: Departments and Institutes
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Research output
- 2024
- Published
An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model
Kamrani, M. & Hausenblas, E., 22 Oct 2024, In: Mathematics and computers in simulation. 229.2025, March, p. 673-689 17 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
A renormalization scheme for semi-regular continued fractions
Langeveld, N. & Ralston, D., 30 Oct 2024, In: Monatshefte für Mathematik. 206.2025, January, p. 107-142 36 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
Product formulas for multiple stochastic integrals associated with Lévy processes
Di Tella, P., Geiss, C. & Steinicke, A., 7 Nov 2024, In: Collectanea mathematica. ??? Stand: 4. Februar 2025, ??? Stand: 4. Februar 2025, p. ??? 33 p.Research output: Contribution to journal › Article › Research › peer-review
- Published
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
Przybyłowicz, P., Schwarz, V., Steinicke, A. & Szölgyenyi, M., 8 Dec 2024, In: Stochastic analysis and applications. 42.2024, 6, p. 1137-1155 19 p.Research output: Contribution to journal › Article › Research › peer-review
- 2025
- Accepted/In press
Online Regret Bounds for Satisficing in MDPs
Hajiabolhassan, H. & Ortner, R., 2025, (Accepted/In press) In: Mathematics of Operations Research. ??? Stand: 27. März 2025, ??? Stand: 27. März 2025, p. ??? Stand: 27. März 2025Research output: Contribution to journal › Article › Research › peer-review
