Alexander Steinicke

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Research output

  1. Published

    Continuous functions with impermeable graphs

    Buczolich, Z., Leobacher, G. & Steinicke, A., Oct 2023, In: Mathematische Nachrichten. 296.2023, 10, p. 4778-4805 28 p.

    Research output: Contribution to journal › Article › Research › peer-review

  2. 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

  3. Published

    Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate

    Eisenberg, J., Kremsner, S. & Steinicke, A., 14 Sept 2021, In: Mathematics. 9.2021, 18, 20 p., 2257.

    Research output: Contribution to journal › Article › Research › peer-review

  4. Published

    L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions

    Geiss, C. & Steinicke, A., 2016, In: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability . 22, 2, p. 995-1025

    Research output: Contribution to journal › Article › Research › peer-review

  5. Published

    Malliavin derivative of random functions and applications to Lévy driven BSDEs

    Geiss, C. & Steinicke, A., 2016, In: Electronic Journal of Probability. 21, 10, p. 1-28

    Research output: Contribution to journal › Article › Research › peer-review

  6. Published

    Existence, Uniqueness and Comparison Results for BSDEs with Lévy Jumps in an Extended Monotonic Generator Setting

    Geiss, C. & Steinicke, A., 28 Dec 2018, In: Probability, uncertainty and quantitative risk.

    Research output: Contribution to journal › Article › Research › peer-review

  7. Published

    Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver

    Geiss, C. & Steinicke, A., 12 Jun 2019, In: Stochastics. 2019, June

    Research output: Contribution to journal › Article › Research › peer-review

  8. Published

    L^p-Solutions and Comparison Results for Lévy Driven BSDEs in a Monotonic, General Growth Setting

    Kremsner, S. & Steinicke, A., 24 Nov 2020, In: Journal of theoretical probability . 2020, 51 p.

    Research output: Contribution to journal › Article › Research › peer-review

  9. Published

    A Deep Neural Network Algorithm for Semilinear Elliptic PDEs with Applications in Insurance Mathematics

    Kremsner, S., Steinicke, A. & Szölgyenyi, M., 9 Dec 2020, In: Risks. 8, 4, p. 1-18 18 p., 136.

    Research output: Contribution to journal › Article › Research › peer-review

  10. Published

    Existence, uniqueness and regularity of the projection onto differentiable manifolds

    Leobacher, G. & Steinicke, A., Oct 2021, In: Annals of global analysis and geometry. 60.2021, 3, p. 559-587 29 p.

    Research output: Contribution to journal › Article › Research › peer-review

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