Alexander Steinicke

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Research output

  1. 2024
  2. 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

  3. 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

  4. Published

    Improved conditions for the distributivity of the product for σ-algebras with respect to the intersection

    Steinicke, A. & Rao, K. P. S. B., 24 May 2024, In: Mathematica Slovaca. 74.2024, 2, p. 331-338 8 p.

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

  5. 2023
  6. 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

  7. 2022
  8. Published

    On the Configurations of Closed Kinematic Chains in Three-dimensional Space

    Zangerl, G. & Steinicke, A., 30 Apr 2022, In: International Electronic Journal of Geometry. 15.2022, 1, p. 96-115 20 p.

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

  9. Published

    Exception Sets of Intrinsic and Piecewise Lipschitz Functions

    Leobacher, G. & Steinicke, A., Apr 2022, In: The journal of geometric analysis. 32.2022, 4, 19 p., 118.

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

  10. 2021
  11. 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

  12. 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

  13. Published

    (Non-)Distributivity of the Product for σ-Algebras with Respect to the Intersection

    Steinicke, A., Jun 2021, In: Archiv der Mathematik. 116, 6, p. 667-675 9 p.

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

  14. 2020
  15. 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

  16. 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

  17. 2019
  18. 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

  19. 2018
  20. 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

  21. 2016
  22. Published

    Functionals of a Lévy Process on Canonical and Generic Probability Spaces

    Steinicke, A., 2016, In: Journal of theoretical probability . 29, 2, p. 443-458

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

  23. 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

  24. 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

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