New PhD Positions in the RTG 1953
Photo credit: Anna Logue
Research
The research of our group focuses on the theoretical and statistical questions for stochastic processes, such as
- stochastic differential equations (with jumps)
- Lévy processes
- branching processes
- self-similar Markov processes
These processes are central in the growth of probability theory during the past decades and have various applications in industry for instance in insurance and banking.
Publications
- Döring, L., Gonon, L., Prömel, D. J. und Reichmann, O. (2021). Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. Journal of Theoretical Probability, 34, 173-205.
- Döring, L. und Kyprianou, A. E. (2020). Entrance and exit at infinity for stable jump diffusions. The Annals of Probability, 48, 1220-1265.
- Döring, L., Kyprianou, A. E. und Weissmann, P. (2020). Stable processes conditioned to avoid an interval. Stochastic Processes and Their Applications, 130, 471-487.
- Döring, L. und Weissmann, P. (2020). Stable processes conditioned to hit an interval continuously from the outside. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability, 26, 980-1015.
- Döring, L., Gonon, L., Prömel, D. J. und Reichmann, O. (2019). On Skorokhod embeddings and Poisson equations. The Annals of Applied Probability, 29, 2302-2337.
- Döring, L., Watson, A. R. und Weissmann, P. (2019). Levy processes with finite variance conditioned to avoid an interval. Electronic Journal of Probability : EJP, 24, 1-32.
- Lenthe, P. und Weissmann, P. (2019). Completely asymmetric stable processes conditioned to avoid an interval. Journal of Applied Probability, 56, 1187-1197.
- Döring, L. (2018). Unterschiede von Studierenden als Herausforderung betrachten. Forschung & Lehre, 25, 03.08.2018.
- Dreieich, S., Döring, L. und Kyprianou, A. E. (2017). Real self-similar processes started from the origin. The Annals of Probability, 45, 1952-2003.
- Döring, L., Horvath, B. und Teichmann, J. (2017). Functional analytic (ir-)regularity properties of SABR type processes. International Journal of Theoretical and Applied Finance : IJTAF, 20, 1750013-1-48.
- Döring, L., Klenke, A. und Mytnik, L. (2017). Finite system scheme for mutually catalytic branching with infinite branching rate. The Annals of Applied Probability, 27, 3113-3152.
- Kolb, O., Döring, L., Klinger, M., Schlather, M. und Schmidt, M. U. (2017). Individualisierte Tutorien im Mathematikstudium. Neues Handbuch Hochschullehre, 82, 77-88.
- Döring, L. und Kyprianou, A. E. (2016). Perpetual integrals for Lévy processes. Journal of Theoretical Probability, 29, 1192-1198.
- Berestycki, J., Döring, L., Mytnik, L. und Zambotti, L. (2015). Hitting properties and non-uniqueness for SDEs driven by stable processes. Stochastic Processes and their Applications, 125, 918-940.
- Döring, L. (2015). A jump-type SDE approach to real-valued self-similar Markov processes. Transactions of the American Mathematical Society, 367, 7797-7836.
- Barczy, M., Döring, L., Li, Z. und Pap, G. (2014). Parameter estimation for a subcritical affine two factor model. Journal of Statistical Planning and Inference : JSPI, 151/2, 37-59.
- Barczy, M., Döring, L., Li, Z. und Pap, G. (2014). Stationarity and ergodicity for an affine two factor model. Advances in Applied Probability, 46, 878-898.
- Berestycki, J., Döring, L., Mytnik, L. und Zambotti, L. (2014). On exceptional times for generalized Fleming-Viot processes with mutations. Stochastic Partial Differential Equations : Analysis and Computations, 2, 84-120.
- Aurzada, F., Döring, L. und Svavov, M. (2013). Small time Chung-type LIL for Lévy processes. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability, 19, 115-136.
- Barczy, M. und Döring, L. (2013). On entire moments of self-similar Markov processes. Stochastic Analysis and Applications, 31, 191-198.
- Barczy, M., Döring, L., Li, Z. und Pap, G. (2013). On parameter estimation for critical affine processes. Electronic Journal of Statistics : EJS, 7, 647-696.
- Döring, L. und Barczy, M. (2012). A jump-type SDE approach to positive self-similar Markov processes. Electronic Journal of Probability : EJP, 17, 1-39.
- Döring, L. und Mytnik, L. (2012). Mutually catalytic branching processes and voter processes with strength of opinion. ALEA : Latin American Journal of Probability and Mathematical Statistics, 9, 1-51.
- Aurzada, F. und Döring, L. (2011). Intermittency and ageing for the symbiotic branching model. Annales de l’Institut Henri Poincaré. Probabilités et statistiques, 47, 376-394.
- Blath, J., Döring, L. und Etheridge, A. (2011). On the moments and the interface of the symbiotic branching model. The Annals of Probability, 39, 252-290.
- Döring, L. und Svavov, M. (2011). (Non)differentiability and asymptotics for potential densities of subordinators. Electronic Journal of Probability : EJP, 16, 470-503.
- Döring, L. und Svavov, M. (2010). An application of the renewal theorem to exponential moments of local times. Electronic Communications in Probability : ECP, 15, 263-269.
- Döring, L., Gonon, L., Prömel, D. J. und Reichmann, O. (2018). Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. Mannheim [u.a.].
- Döring, L. und Kyprianou, A. E. (2018). Entrance and exit at infinity for stable jump diffusions. Mannheim [u.a.].
- Döring, L., Kyprianou, A. E. und Weissmann, P. (2018). Stable processes conditioned to avoid an interval. Mannheim [u.a.].
- Döring, L., Watson, A. R. und Weissmann, P. (2018). Lévy processes with finite variance conditioned to avoid an interval. Mannheim [u.a.].
- Döring, L. und Weissmann, P. (2018). Stable processes conditioned to hit an interval continuously from the outside. Mannheim [u.a.].
- Döring, L., Gonon, L., Prömel, D. J. und Reichmann, O. (2017). On Skorokhod embeddings and Poisson equations. Mannheim [u.a.].
- Dreieich, S. und Döring, L. (2014). Random interlacements via Kuznetsov measures. Mannheim [u.a.].
- Döring, L. und Roberts, M. I. (2013). Catalytic branching processes via spine techniques and renewal theory. In , Séminaire de Probabilités XLV (S. 305-322). Lecture Notes in Mathematics, Springer: Cham ; Heidelberg [u.a.].
- Döring, L. und Mytnik, L. (2013). Longtime behavior of mutually catalytic branching with negative correlations. In Advances in superprocesses and nonlinear PDEs (S. 93-111). Boston, MA [u.a.]: Springer.
- Weissmann, P. (2018). Lévy processes conditioned to avoid and hit intervals. Dissertation, . Mannheim.
- Döring, L. (2009). Fine properties of symbiotic branching processes. Dissertation, . Berlin.
- Döring, L. (2014). A 0–1 law for spectrally positive Lévy processes conditioned to be positive.