HCM: Publications

Ankirchner, Stefan

Referenzen

37.	Stefan Ankirchner, Maike Klein und Thomas Kruse A verification theorem for optimal stopping problems with expectation constraints Appl. Math. Optim., 79(1):145--177 2019 DOI: 10.1007/s00245-017-9424-2
36.	Stefan Ankirchner, Maike Klein und Thomas Kruse Erratum to: A verification theorem for optimal stopping problems with expectation constraints [ MR3903781] Appl. Math. Optim., 79(1):179--180 2019 DOI: 10.1007/s00245-017-9444-y
35.	Stefan Ankirchner, Christophette Blanchet-Scalliet und Kai KÃ¼mmel Last minute panic in zero sum games ESAIM Control Optim. Calc. Var., 25:Art. 25, 17 2019 DOI: 10.1051/cocv/2018015
34.	Stefan Ankirchner, Nabil Kazi-Tani, Maike Klein und Thomas Kruse Stopping with expectation constraints: 3 points suffice Electron. J. Probab., 24:Paper No. 66, 16 2019 DOI: 10.1214/19-EJP309
33.	Stefan Ankirchner, Christophette Blanchet-Scalliet und Nabil Kazi-Tani The De Vylder--Goovaerts conjecture holds within the diffusion limit J. Appl. Probab., 56(2):546--557 2019 DOI: 10.1017/jpr.2019.33
32.	Stefan Ankirchner und Alexander Fromm Optimal control of diffusion coefficients via decoupling fields SIAM J. Control Optim., 56(4):2959--2976 2018 DOI: 10.1137/17M1152401
31.	Stefan Ankirchner, Thomas Kruse und Mikhail Urusov A functional limit theorem for irregular SDEs Ann. Inst. Henri PoincarÃ© Probab. Stat., 53(3):1438--1457 2017 DOI: 10.1214/16-AIHP760
30.	Stefan Ankirchner, Christophette Blanchet-Scalliet und Monique Jeanblanc Controlling the occupation time of an exponential martingale Appl. Math. Optim., 76(2):415--428 2017 DOI: 10.1007/s00245-016-9356-2
29.	Stefan Ankirchner, Thomas Kruse und Mikhail Urusov WLLN for arrays of nonnegative random variables Statist. Probab. Lett., 122:73--78 2017 DOI: 10.1016/j.spl.2016.10.030
28.	Stefan Ankirchner, Thomas Kruse und Mikhail Urusov Numerical approximation of irregular SDEs via Skorokhod embeddings J. Math. Anal. Appl., 440(2):692--715 2016 DOI: 10.1016/j.jmaa.2016.03.055
27.	Stefan Ankirchner, Christophette Blanchet-Scalliet und Anne Eyraud-Loisel Optimal portfolio liquidation with additional information Math. Financ. Econ., 10(1):1--14 2016 DOI: 10.1007/s11579-015-0147-3
26.	Stefan Ankirchner, David Hobson und Philipp Strack Finite, integrable and bounded time embeddings for diffusions Bernoulli, 21(2):1067--1088 2015 DOI: 10.3150/14-BEJ598

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