Aarhus University Seal

Publications

Sort by: Date | Author | Title

Andersen, I. T. & Hahn, U. (2015). Matérn thinned Cox processes. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 08
Basse-O'Connor, A. & Rosiński, J. (2015). On infinitely divisible semimartingales. Probability Theory and Related Fields, 164(1-2), 133-163. https://doi.org/10.1007/s00440-014-0609-1
Pedersen, J. & Sauri, O. (2015). On Lévy semistationary processes with a gamma kernel. In R. H. Mena, J. C. Pardo, V. Rivero & G. U. Bravo (Eds.), XI Symposium of Probability and Stochastic Processes: CIMAT, Mexico, November 18-22, 2013 (pp. 217-239). Springer. https://doi.org/10.1007/978-3-319-13984-5_11
Gärtner, K. & Podolskij, M. (2015). On non-standard limits of Brownian semi-stationary processes. Stochastic Processes and Their Applications, 125(2), 653-677. https://doi.org/10.1016/j.spa.2014.09.019
Baudoin, F. & Ouyang, C. (2015). On small time asymptotics for rough differential equations driven by fractional brownian motions. In P. K. Friz, J. Gatheral, A. Gulisashvili, J. Teichmann, P. K. Friz & A. Jacquier (Eds.), Large Deviations and Asymptotic Methods in Finance (pp. 413-438). Springer. https://doi.org/10.1007/978-3-319-11605-1_14
Podolskij, M., Schmidt, C. & Vetter, M. (2015). On U- and V-statistics for discontinuous Itô semimartingale. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2015-52
Gardner, R. J. & Kiderlen, M. (2015). Operations Between Functions. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 11 http://math.au.dk/publs?publid=1049
Neuhaeuser, D., Hirsch, C., Gloaguen, C. & Schmidt, V. (2015). Parametric Modeling of Sparse Random Trees Using 3D Copulas. Stochastic Models, 31(2), 226-260.
Kousholt, A. & Kiderlen, M. (2015). Reconstruction of convex bodies from surface tensors. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 10 http://math.au.dk/publs?publid=1046
Kousholt, A. & Kiderlen, M. (2015). Reconstruction of convex bodies from surface tensors. Poster session presented at GPSRS Conference, Bad Herrenalb, Germany.
Hirsch, C., Delaney, G. & Schmidt, V. (2015). Stationary Apollonian Packings. Journal of Statistical Physics, 161(1), 35-72.
Asmussen, S., Ivanovs, J. & Rønn-Nielsen, A. (2015). Time inhomogeneity in longest gap and longest run problems. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 07 http://math.au.dk/publs?publid=1054
Baudoin, F., Ouyang, C. & Zhang, X. (2015). Varadhan estimates for rough differential equations driven by fractional Brownian motions. Stochastic Processes and Their Applications, 125(2), 634-652. https://doi.org/10.1016/j.spa.2014.09.012
Maia, R. P., Labouriau, R. & Demétrio, C. G. B. (2015). Variance component estimation on Competing risk analysis with masked causes and gaussian random components: A simulation study.. Abstract from 60th ISI World Statistics Congress, Rio de Janeiro, Brazil.
Brereton, T., Hirsch, C., Schmidt, V. & Kroese, D. (2014). A critical exponent for shortest-path scaling in continuum percolation. Journal of Physics A: Mathematical and Theoretical, 47(50), 505003.
Stenzel, O., Hirsch, C., Brereton, T., Baumeier, B., Andrienko, D., Kroese, D. & Schmidt, V. (2014). A general framework for consistent estimation of charge transport properties via random walks in random environments. Multiscale modeling simulation, 12(3), 1108-1134.
Ziegel, J., Nyengaard, J. R. & Jensen, E. B. V. (2014). Applied tensor stereology. Centre for Stochastic Geometry and advanced Bioimaging, Aarhus University. CSGB Research Reports No. 10 http://math.au.dk/publs?publid=1008
Corcuera, J. M., Nualart, D. & Podolskij, M. (2014). Asymptotics of weighted random sums. Communications in Applied and Industrial Mathematics, 6(1), Article e-486. https://doi.org/10.1685/journal.caim.486
Asmussen, S., Lipsky, L. & Thompson, S. (2014). Checkpointing in failure recovery in computing and data transmission. In B. Sericola, M. Telek & G. Horváth (Eds.), Analytical and Stochastic Modeling Techniques and Applications (pp. 253-272). Springer. https://doi.org/10.1007/978-3-319-08219-6_18
Greilich, S., Hahn, U., Kiderlen, M., Andersen, C. E. & Bassler, N. (2014). Efficient calculation of local dose distributions for response modeling in proton and heavier ion beams. The European Physical Journal D: Atomic, Molecular, Optical and Plasma Physics, 68(217), Article 327. https://doi.org/10.1140/epjd/e2014-40825-0
Asmussen, S., Jensen, J. L. & Rojas-Nandayapa, L. (2014). Exponential Family Techniques for the Lognormal Left Tail. T.N. Thiele Centre, Department of Mathematics, Aarhus University. Thiele Research Reports No. 01 http://math.au.dk/publs?publid=1010
Jensen, E. B. V. & Ziegel, J. F. (2014). Local stereology of tensors of convex bodies. Methodology and Computing in Applied Probability, 16(2), 263-282. https://doi.org/10.1007/s11009-013-9337-8