Chair of Applied Stochastics
Organisational unit: Chair
Organisation profile
Chair holder: Prof. Dr. rer. nat. habil. Anita Behme
Contact
- TUD website: https://tu-dresden.de/mn/math/stochastik/behme
Related content and researchers (public profile)
- Researchers (public profile)
- Research output
- Journals
- Activities
Automated tail-informed threshold selection for extreme coastal sea levels
Collings, T., Murphy-Barltrop, C. J., Murphy, C., Haigh, I., Bates, P. & Quinn, N., 17 Nov 2025, In: Natural Hazards and Earth System Sciences. 25, 11, p. 4545–4562 18 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Volatility modelling in a Markov-switching environment: two Ornstein–Uhlenbeck-related approaches
Behme, A., Oct 2025, In: Finance and stochastics. 29, 4, p. 1109-1138 30 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Limit Theorems for Stochastic Exponentials of Matrix-Valued Lévy Processes
Behme, A. & Mentemeier, S., Sept 2025, In: Journal of Theoretical Probability. 38, 3, 61.Research output: Contribution to journal › Research article › Contributed › peer-review
Deep Learning Joint Extremes of Metocean Variables Using the SPAR Model
Mackay, E., Murphy-Barltrop, C. J., Richards, J. & Jonathan, P., 21 Aug 2025, Proceedings of ASME 2025 44th International Conference on Ocean, Offshore and Arctic Engineering: Ocean Engineering: Polar and Arctic Sciences and Technology. Vol. 3. 13 p. V003T06A034Research output: Contribution to book/Conference proceedings/Anthology/Report › Conference contribution › Contributed › peer-review
Inference for bivariate extremes via a semi-parametric angular-radial model
Murphy-Barltrop, C. J. R., Mackay, E. & Jonathan, P., Jun 2025, In: Extremes : statistical theory and applications in science, engineering and economics. 28, 2, p. 209-238 30 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Extremes : statistical theory and applications in science, engineering and economics
ISSNs: 1386-1999
Additional searchable ISSN (electronic): 1572-915X
Springer, Dordrecht [u. a.], Netherlands
Scopus rating (2024): CiteScore 2.8 SJR 0.782 SNIP 1.135
Journal
Journal of Offshore Mechanics and Arctic Engineering
ISSNs: 0892-7219
Additional searchable ISSN (electronic): 1528-896X
The American Society of Mechanical Engineers(ASME), United States of America
Scopus rating (2024): CiteScore 3.9 SJR 0.548 SNIP 0.969
Journal
Statistics and Computing
ISSNs: 0960-3174
Additional searchable ISSN (electronic): 1573-1375
Springer, Dordrecht [u. a.], Netherlands
Scopus rating (2024): CiteScore 2.5 SJR 0.815 SNIP 1.265
Journal
Methodology and Computing in Applied Probability
ISSNs: 1387-5841
Additional searchable ISSN (electronic): 1573-7713
Springer, Dordrecht [u. a.]
Scopus rating (2024): CiteScore 2.2 SJR 0.395 SNIP 0.937
Journal
Theory of probability and its applications
ISSNs: 0040-585X
Additional searchable ISSN (electronic): 1095-7219
Society for Industrial and Applied Mathematics Publications, United States of America
Scopus rating (2024): CiteScore 0.9 SJR 0.426 SNIP 0.862
Journal
SPART 2018 - Stochastic Processes and Random Trees
Behme, A. D. (Organiser), Pitters, H. (Organiser)11 Oct 2018 → 12 Oct 2018
Activity: Organising or participating in an event › Organising an event