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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
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
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
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
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
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
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
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
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
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

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Research Portal

Research output

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

A Skorohod measurable universal functional representation of solutions to semimartingale SDEs

Continuous functions with impermeable graphs

Exception Sets of Intrinsic and Piecewise Lipschitz Functions

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

Existence, uniqueness and regularity of the projection onto differentiable manifolds

Functionals of a Lévy Process on Canonical and Generic Probability Spaces

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

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

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