Prof. Dr. Leif Döring

Prof. Dr. Leif Döring

Chair in Probability Theory
University of Mannheim
Mathematical Institute
B 6, 26 – Room B 3.02
68159 Mannheim

Short CV

  • Co-founder of adago GmbH
  • since 2022, vice-dean of research, Department of Mathematics and Computer Science
  • 2021–2024, associated editor for “Jahresberichte der Deutsche Mathematikervereinigung”
  • since 2020, Virtual Events Coordinator of the Bernoulli Society
  • 2020–2026, associated editor for Electronic Journal of Probability
  • 2020–2026, associated editor for Electronic Communications in Probability
  • Co-founder of adacon GmbH
  • 2019–2023, elected member of the senate of the University of Mannheim
  • 2019–2022, director of the Institut of Mathematics of the University of Mannheim
  • 2016–2023: spokesperson of the research training group 1953 (Statistical Modeling of Complex Systems)
  • 2018, Ars legendi prize 2018 for teaching at universities of the German Mathematical Society and Stifterverband
  • since 2017: full professor (W3), University of Mannheim
  • 2015–2017: tenure track assistant professor (W1), University of Mannheim
  • 2013–2015: Ambizione Research Project within the group of Prof Josef Teichmann, ETH Zurich
  • 2012–2013: Postdoc with Prof Jean Bertoin (Uni Zurich)
  • 2010–2012: Postdoc with Prof Lorenzo Zambotti, Paris 6 (Fondations Mathématique de Paris)
  • 2009–2010: Postdoc with Prof Alison Etheridge, Oxford University
  • 2006–2009: PhD supervised by Prof Jochen Blath, TU Berlin
  • 2001–2006: Studies of Mathematics and Computer Science, Uni Konstanz & Yale University

Research Interests

My research interest lies in the are of stochastic processes, currently self-similar Markov processes and Lévy processes and everything that relates to the techniques.

Coauthors

I had (and still have) the pleasure of collaborating with the following people:

Frank Aurzada (Darmstadt), Sam Baguley (Potsdam), Jochen Blath (Berlin), Matyas Barczy (Debrecen), Julien Berestycki (Oxford), Steffen Dereich (Münster), Alison Etheridge (Oxford), Lukas Gonon (Zurich), Blanka Horvath(London), Achim Klenke (Mainz), Andreas Kyprianou (Bath), Zenghu Li (Beijing), Leonid Mytnik (Technion), Gyula Pap (Szeged), David Prömel (Oxford), Oleg Reichmann (Luxemburg), Matt Roberts (Bath), Mladen Savov (Sofia), Josef Teichmann (Zürich), Lukas Trottner (Mannheim), Philip Weissmann (Mannheim), Lorenzo Zambotti (Paris)

Articles

  • “The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks”, with L. Trottner, M. Savov, A. Watson, Arxiv-link
  • “Beyond Stationarity: Convergence Analysis of Stochastic Softmax Policy Gradient Methods”, with S. Klein, S. Weißmann, Arxiv-link, ICLR 2024
  • “Markov additive friendship”, with L. Trottner, A. Watson, Arxiv-link
  • “Random function descent”, with F. Benning, Arxiv-link
  • “Glioblastoma hijacks neuronal mechanisms for brain invasion”, with V. Venkataramani, Y. Yang, M. Schubert, E. Reyhan, S. Tetzlaff, N. Wißmann, M. Botz, S. Soyka, C. Beretta, R. Pramatarov, L. Fankhauser, L. Garofano, A. Freudenberg, J. Wagner, D. Tanev, M. Ratliff, R. Xie, R. Kessler, D. Hoffmann, L. Hai, Y. Dörflinger, S. Hoppe, Y. Yabo, A. Golebiewska, S. Niclou, F. Sahm, A. Lasorella, M. Slowik, A. Lavrone, W. Wick, T. Kuner, F. Winkler, Cell, 185(16), 2899-2917, (2022)
  • “Stability of Overshoots of Markov Additive Processes”, with L. Trottner, appears in Annals of Applied Probability, Arxiv-link
  • “General path integrals and stable SDEs”, with S. Baguley, A. Kyprianou, appears in Journal of the European Mathematical Society (JEMS), Arxiv-link
  • “Entrance and exit at infinity for stable jump diffusions”, with A. Kyprianou, Annals of Probability, 48 (3), 1220-1265, (2020), Arxiv-link
  • “Stable processes conditioned to hit an interval continuously from the outside”, with P. Weißmann, Bernoulli, 26, 980-1015, (2020), Arxiv-link
  • “Stable processes conditioned to avoid an interval”, with A. Kyprianou, P. Weissmann, Stochastic Processes and Their Applications, 130, 471–487, (2020), Arxiv-link
  • Existence and Uniqueness Results for Time-Inhomogeneous Time-Change Equations and Fokker–Planck Equations, with L. Gonon, D. Prömel, O. Reichmann, Journal of Theoretical Probability, (2019), Arxiv-link
  • “On Skorokhod Embeddings and Poisson Equations” with L. Gonon, D. Prömel, O. Reichmann, Annals of Applied Probability, 29, 2302-2337, (2019), Arxiv-link
  • “Lévy processes with finite variance conditioned to avoid an interval”, with A. Watson, P. Weißmann, Electronic Journal of Probability, 24, paper no. 52, (2019), Arxiv-link
  • “Unterschiede von Studierenden als Herausforderung betrachten”, Forschung und Lehre, (2018), Link F&L
  • “Individualisierte Tutorien im Mathematikstudium”, with. O. Kolb, M. Klinger, M. Schlather, (2017), Neues Handbuch Hochschullehre, DUZ Verlags- und Medienhaus
  • “Functional analytic (ir-)regularity properties of SABR type processes” with B. Horvath, J. Teichmann, International Journal of Theoretical and Applied Finance, 48 pages, Vol. 20, (2017), Arxiv-link
  • “Finite system scheme for infinite rate mutually catalytic branching with infinite branching rate” with A. Klenke, L. Mytnik, Annals of Applied Probability, Vol. 27, No. 5, 3113-3152, (2017), Arxiv-link
  • “Real Self-Similar Markov Processes Started from the Origin” with S. Dereich, A. Kyprianou, Annals of Probability, Volume 45, No. 3, 1952-2003, (2017), Arxiv-link
  • “Perpetual Integrals for Lévy Processes” with A. Kyprianou, Journal of Theoretical Probability, 29, pp. 1192-1198, (2016), Arxiv-link
  • “Random Interlacements via Kuznetsov Measures” with S. Dereich, (2014), Arxiv-link
  • “A 0–1 law for spectrally positive Lévy Processes Conditioned to be Positive” unpublished manuscript, (2014), link
  • “Parameter estimation for a subcritical affine two factor model” with M. Barczy, Z. Li, G. Pap, Journal of Statistical Planning and Inference, pp. 37–59, (2014), Arxiv-link
  • “Stationarity and ergodicity for an affine two factor model” with M. Barczy, Z. Li, G. Pap, Advances in Applied Probability, pp. 878–898, (2014), Arxiv-link
  • “Exceptional Times for the Generalized Lambda Fleming-Viot Process with Mutations” with J. Berestycki, L. Mytnik, L. Zambotti, Stochastic PDEs: Analysis and Computation, 2, pp. 84–120, (2014), Arxiv-link
  • “On parameter estimation for critical affine processes” with M. Barczy, L. Li, G. Pap, Electron. J. Statist., 7, pp. 647–696, (2013), Arxiv-link
  • “A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes” Trans. Amer. Math. Soc., 367, pp. 7797-7836, (2015), Arxiv-link
  • “On the Entire Moments of Self-Similar Markov Processes” with M. Barczy, Stochastic Analysis and Applications 31, 2, pp. 191–198, (2013), Arxiv-link
  • “Hitting properties and non-uniqueness for SDE driven by stable processes” with J. Berestycki, L. Mytnik, L. Zambotti, Stochastic Processes and Their Applications, 150, pp. 918–949, (2015), Arxiv-link
  • “A Jump-Type SDE Approach to Positive Self-Similar Markov processes” with M. Barczy, Electronic Journal of Probability, 17, pp. 1–39, (2012), Arxiv-link
  • “Mutually Catalytic Branching Processes and Voter Processes with Strength of Opinion” with L. Mytnik, ALEA, 9, pp. 1–51, (2012), Arxiv-link
  • “Longtime Behavior of Mutually Catalytic Branching with Negative Correlations” with L. Mytnik, In “Advances in Superprocesses and Nonlinear PDEs”: Springer Proceedings in Mathematics & Statistics, 38, (2013),  Arxiv-link
  • “Catalytic Branching Processes via Spine Techniques and Renewal Theory” with M. I. Roberts, Séminaire de Probabilité XLV, pp. 305–322, (2013), Arxiv-link
  • “(Non)Differentiability and Asymptotics for Potential Densities of Subordinators” with M. Savov, Electronic Journal of Probability, 16, pp. 470–503, (2011), Arxiv-link
  • “Small time Chung-type LIL for Levy processes” with F. Aurzada, M. Savov, Bernoulli, 19, pp. 115–136, (2013), Arxiv-link
  • “An Application of the Renewal Theorem to Exponential Moments of Local Times” with M. Savov, Electronic Communications in Probability, 15, pp. 263–269, (2010), Arxiv-link
  • “Fine Properties of Symbiotic Branching Processes” PhD-thesis, TU Berlin, 2009
  • “On the Moments and the Interface of Symbiotic Branching Processes with J. Blath, A. Etheridge, Annals of Probability, 39, pp. 252–290, (2011), Arxiv-link 
  • “Intermittency and Aging for the Symbiotic Branching Model” with F. Aurzada, Annales de l‘Institute Henri Poincaré (B), 47, pp. 376–394, (2011), Arxiv-link