Research output

1 - 10 out of 16Page size: 10

Sort by: Publication date

2016
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
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
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
2018
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
2019
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
2020
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
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
2021
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
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
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

Previous 1 2 Next

Research Portal

Research output

Functionals of a Lévy Process on Canonical and Generic Probability Spaces

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

Malliavin derivative of random functions and applications to Lévy driven BSDEs

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

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

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

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

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

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

Existence, uniqueness and regularity of the projection onto differentiable manifolds

Advanced filters