Preprints
- A dice game, a multinomial walk, and the inverted Dirichlet distribution
with G. Leobacher, 2026
https://arxiv.org/abs/2605.21424 - Locally Lipschitz Path Dependent FBSDEs with Unbounded Terminal Conditions in Brownian and Lévy Settings
with H. Geiss, C. Labart, A. Richou, 2025
https://arxiv.org/abs/2509.26423 - Worst-Case Optimal Investment in Incomplete Markets
with S. Desmettre, S. Merkel, A. Mickel, 2023.
https://arxiv.org/abs/2311.10021 - Deviation frequencies of Brownian path property approximations
with M.A. Högele, 2023.
https://arxiv.org/abs/2302.04115
Publications
- On the tradeoff between almost sure error tolerance and its mean deviation frequency in martingale convergence
with L.F. Estrada and M.A. Högele, ALEA Lat. Am. J. Probab. Math. Stat. 23, 2026.
https://doi.org/10.30757/ALEA.v23-06 - Measure and dimension theory of permeable sets and its applications to fractals
with G. Leobacher, T. Rajala, J. Thuswaldner, Advances in Mathematics, 474, 2025.
https://doi.org/10.1016/j.aim.2025.110316 - A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
with P. Przybyłowicz, V. Schwarz, M. Szölgyenyi, Stochastic Analysis and Applications 42(6), 2024.
https://doi.org/10.1080/07362994.2024.2414220 - Product formulas for multiple stochastic integrals associated with Lévy processes
with P. Di Tella and Ch. Geiss, Collectanea Mathematica, 2024.
https://doi.org/10.1007/s13348-024-00456-6 - Complements and Improvements Regarding Distributivity of the Product for σ-Algebras with Respect to the Intersection
with K.P.S. Bhaskara Rao, Mathematica Slovaca 74(2), 331-338, 2024.
https://doi.org/10.1515/ms-2024-0025 - Continuous functions with impermeable graphs
with G. Leobacher and Zoltán Buczolich, Math. Nachr. 296(10), 4778-4805, 2023.
https://doi.org/10.1002/mana.202200268 - On the Configurations of Closed Kinematic Chains in three-dimensional Space,
with G. Zangerl, IEJG, 15(1), 96-115, 2022.
https://doi.org/10.36890/iejg.972576 - Exception sets of intrinsic and piecewise Lipschitz functions,
with G. Leobacher, Journal of Geometric Analysis, 32, 118, 2022.
https://doi.org/10.1007/s12220-021-00860-5 - Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate
with J. Eisenberg and S. Kremsner, Mathematics, 9(18), 2257, 2021.
https://doi.org/10.3390/math9182257 - Existence, Uniqueness and Regularity of the Projection onto Differentiable Manifolds,
with G. Leobacher, Annals of Global Analysis and Geometry, 60(3), 559-587, 2021.
https://doi.org/10.1007/s10455-021-09788-z - (Non-)Distributivity of the Product for σ-Algebras with Respect to the Intersection,
Archiv der Mathematik, 116(6), 667-675, 2021.
https://doi.org/10.1007/s00013-020-01571-z - A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics,
with S. Kremsner and M. Szölgyenyi, Risks, 8(4), 136, 2020.
https://doi.org/10.3390/risks8040136 - L^p-Solutions and Comparison Results for Lévy Driven BSDEs in a Monotonic, General Growth Setting,
with S. Kremsner, Journal of Theoretical Probability, 35, 231–281, 2020.
https://doi.org/10.1007/s10959-020-01056-3 - Existence, Uniqueness and Malliavin Differentiability of Lévy-driven BSDEs with Locally Lipschitz Driver,
with C. Geiss, Stochastics, 92(3):418-453, 2019.
https://doi.org/10.1080/17442508.2019.1626859 - Existence, Uniqueness and Comparison Results for BSDEs with Lévy Jumps in an Extended Monotonic Generator Setting,
with C. Geiss, Probab Uncertain Quant Risk, 3 no. 9, 2018.
https://doi.org/10.1186/s41546-018-0034-y - Malliavin derivative of random functions and applications to Lévy driven BSDEs,
with C. Geiss, Electronic Journal of Probability, 21 no. 10, 2016.
https://projecteuclid.org/euclid.ejp/1455026806 - Functionals of a Lévy Process on Canonical and Generic Probability Spaces,
Journal of Theoretical Probability, 29:443-458, 2016.
https://link.springer.com/article/10.1007%2Fs10959-014-0583-7 - L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions,
with C. Geiss, Bernoulli, 22 (2):995-1025, 2016.
https://projecteuclid.org/euclid.bj/1447077767