Institute of Mathematics

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Fall 23 Fall 24

Publications

M. Barczy, L. Döring, L. Li, G. Pap
"Parameter estimation for an affine two factor model"
submitted 2013    Arxiv-Version

M. Barczy, L. Döring, L. Li, G. Pap
"Ergodicity for an affine two factor model"
submitted 2013    Arxiv-Version

J. Berestycki, L. Döring, L. Mytnik, L. Zambotti
"Exceptional Times for the Generalized Lambda Fleming-Viot Process with Mutations",
2012    Arxiv-Version

M. Barczy, L. Döring, L. Li, G. Pap
"On parameter estimation for critical affine processes"
Electron. J. Statist. Volume 7 (2013), 647-696.    Arxiv-Version

L. Döring
"A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes"
appears in Transactions of the AMS    Arxiv-Version

M. Barczy, L. Döring
"On the Entire Moments of Self-Similar Markov Processes"
Stochastic Analysis and Applications 31 (2), (2013), 191-198    Arxiv-Version

J. Berestycki, L. Döring, L. Mytnik, L. Zambotti
"Hitting properties and non-uniqueness for SDE driven by stable processes"
submitted, 2012    Arxiv-Version

L. Döring, M. Barczy
"A Jump-Type SDE Approach to Positive self-Similar Markov processes"
Electronic Journal of Probability 17 (2012), no. 94, 1-39    Arxiv-Version

L. Döring, L. Mytnik
"Mutually Catalytic Branching Processes and Voter Processes with Strength of Opinion"
ALEA 9 (2012), 1-51    Arxiv-Version

L. Döring, L. Mytnik
"Longtime Behavior of Mutually Catalytic Branching with Negative Correlations"
In "Advances in Superprocesses and Nonlinear PDEs": Springer Proceedings in Mathematics & Statistics, Vol. 38 (2013)    Arxiv-Version

L. Döring, M. I. Roberts
"Catalytic Branching Processes via Spine Techniques and Renewal Theory"
Séminaire de Probabilité, 2012+    Arxiv-Version

L. Döring, M. Savov
"(Non)Differentiability and Asymptotics for Potential Densities of Subordinators"
Electronic Journal of Probability 16 (2011), no.17, 470-503    Arxiv-Version

F. Aurzada, L. Döring, M. Savov
"Small time Chung-type LIL for Levy processes"
Bernoulli 19(1), 2013, 115–136    Arxiv-Version

L. Döring, M. Savov
"An Application of the Renewal Theorem to Exponential Moments of Local Times"
Electronic Communications in Probability 15 (2010), no. 24, 263-269    Arxiv-Version

L. Döring
"Fine Properties of Symbiotic Branching Processes"
Dissertation, TU Berlin, 2009   

J. Blath, L. Döring, A. Etheridge
"On the Moments and the Interface of Symbiotic Branching Processes"
Annals of Probability 39 (2011), no. 1, 252-290    Arxiv-Version

F. Aurzada, L. Döring
"Intermittency and Aging for the Symbiotic Branching Model"
Annales de l‘Institute Henri Poincaré (B) 47 (2011), no. 2, 376-394    Arxiv-Version

L. Döring
"Numerical Approaches to Backward Stochastic Differential Equations"
Diploma thesis, Universität Konstanz, 2006