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
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
Semi-static variance-optimal hedging with self-exciting jumps
Callegaro, G., Di Tella, P., Ongarato, B. & Sgarra, C., 15 Sept 2025, (E-pub ahead of print) In: Mathematics of operations research / publ. quarterly by the Institute for Operations Research and the Management Sciences. 2025Research 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
Collectanea Mathematica
ISSNs: 0010-0757, 2038-4815
Additional searchable ISSN (electronic): 2038-4815
Springer-Verlag Italia s.r.l., Somalia
Scopus rating (2024): CiteScore 2.1 SJR 0.598 SNIP 1.273
Journal
Markov processes and related fields : MP & RF
ISSNs: 1024-2953
Polymat, United States of America
Scopus rating (2024): CiteScore 0.7 SJR 0.224 SNIP 0.578
Journal
Georgian Mathematical Journal
ISSNs: 1072-947X
Additional searchable ISSN (electronic): 1572-9176
De Gruyter, Berlin [u. a.], Germany
Scopus rating (2024): CiteScore 1.6 SJR 0.453 SNIP 0.961
Journal
Stochastics and dynamics : SD
ISSNs: 0219-4937
World Scientific Publishing Co. Pte Ltd, Singapore
Scopus rating (2024): CiteScore 1.4 SJR 0.503 SNIP 0.702
Journal
Journal of Spectral Theory
ISSNs: 1664-039X
Additional searchable ISSN (electronic): 1664-0403
European Mathematical Society Publishing House, Switzerland
Scopus rating (2024): CiteScore 2.1 SJR 0.9 SNIP 0.959
Indexed in DOAJ
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