Institute of Mathematical Stochastics
Organisational unit: Institute
Contact
- TUD website: https://tu-dresden.de/mn/math/stochastik
Related content and researchers (public profile)
- Researchers (public profile)
- Research output
- Journals
- Activities
- Prizes
Regularity of multiplicative processes on infinite-dimensional Lie groups
Behme, A., Riedle, M. & Thaqi, S., 3 Apr 2026, In: Infinite dimensional analysis, quantum probability and related topics (IDAQP). 2650003.Research output: Contribution to journal › Research article › Contributed › peer-review
Product formulas for multiple stochastic integrals associated with Lévy processes
Di Tella, P., Geiss, H. & Steinicke, A., Jan 2026, In: Collectanea Mathematica. 77, 1, p. 51-83 33 p.Research output: Contribution to journal › Research article › Contributed › peer-review
Applying Extreme Value Theory to Analyse Performance Boundaries in Elite Sports
Warth, M. M., 2026Research output: Types of thesis › Master thesis
Chinese Restaurant Process und Stick Breaking Process
Liebscher, D., 2026Research output: Types of thesis › Bachelor thesis
Lévys Arkussinusgesetz über Aufenthaltszeiten der Brown'schen Bewegung
Großmann, K., 2026Research output: Types of thesis › Master thesis
Collectanea Mathematica
ISSNs: 0010-0757, 2038-4815
Additional searchable ISSN (electronic): 2038-4815
Springer Nature, Somalia
Scopus rating (2025): CiteScore 1.8 SJR 0.498 SNIP 0.963
Journal
Markov processes and related fields : MP & RF
ISSNs: 1024-2953
Polymat, United States of America
Scopus rating (2025): CiteScore 0.7 SJR 0.23 SNIP 0.393
Journal
Georgian Mathematical Journal
ISSNs: 1072-947X
Additional searchable ISSN (electronic): 1572-9176
De Gruyter Brill, Germany
Scopus rating (2025): CiteScore 1.7 SJR 0.462 SNIP 1.079
Journal
Stochastics and dynamics : SD
ISSNs: 0219-4937
Additional searchable ISSN (electronic): 1793-6799
World Scientific Publishing Co. Pte Ltd, Singapore
Scopus rating (2025): CiteScore 1.4 SJR 0.474 SNIP 0.626
Journal
Infinite dimensional analysis, quantum probability and related topics (IDAQP)
ISSNs: 0219-0257, 1793-6306
Additional searchable ISSN (electronic): 1793-6306
World Scientific Publishing Co. Pte Ltd, Singapore
Scopus rating (2025): CiteScore 1.6 SJR 0.383 SNIP 0.922
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
Affine Processes with Stochastic Discontinuities
Keller-Ressel, M. (Speaker)13 Sept 2016
Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed
Structural Analysis of Financial Networks
Keller-Ressel, M. (Speaker)12 Aug 2016
Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed
Investor-Asset Networks and Systemic Resilience
Keller-Ressel, M. (Speaker)17 Jul 2016
Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed
Analysis of Investor-Asset Networks
Keller-Ressel, M. (Speaker)28 Jun 2016
Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed