The shape of the emerging condensate in effective models of condensation
joint work with Volker Betz and Peter Mörters Preprint
Local neighbourhoods for first passage percolation on the configuration model
joint work with Marcel Ortgiese Preprint
General multilevel adaptations for stochastic approximation algorithms
joint work with Thomas Müller-Gronbach Preprint
Real self-similar processes started from the origin
joint work with Leif Döring and Andreas E. Kyprianou
Ann. Probab. 45, No. 3, 1952-2003 (2017) Preprint
Distances in scale free networks at criticality
joint work with Christian Mönch and Peter Mörters
Electron. J. Probab. 22, No. 77, 38 pp. (2017) PDF
Non-extensive condensation in reinforced branching processes
joint work with Cécile Mailler and Peter Mörters
Ann. Appl. Probab. 27, No. 4, 2539-2568 (2017) Preprint
Complex networks/Condensation
Preferential attachment with fitness: unfolding the condensate
Electron. J. Probab. 21, No. 3, 1-38 (2016) PDF
Cycle length distributions in random permutations
with diverging cycle weights
joint work with Peter Mörters
Random. Struct. Algor. 46, No. 4, 635-650 (2015) pdf
Robust analysis of preferential attachment models with fitness
joint work with Marcel Ortgiese
Combin. Probab. Comput. 23, No. 3, 386-411 (2014),
DOI 10.1017/S0963548314000157 Preprint
Emergence of condensation in Kingman's model of selection and mutation
joint work with Peter Mörters
Acta Appl. Math. 127, No. 1, 17-26 (2013), DOI 10.1007/s10440-012-9790-3 Preprint
Typical distances in ultrasmall random
networks
joint work with Christian Mönch and Peter Mörters
Adv. in Appl. Probab. 44, No. 2, 583-601 (2012) Preprint
Random networks with sublinear preferential attachment: the
giant component
joint work with Peter Mörters
Ann. Probab. 41, No. 1, 329-384 (2013), DOI 10.1214/11-AOP697
Preprint
Random Networks with Concave Preferential Attachment
Rule
joint work with Peter Mörters
Jahresber Dtsch Math-Ver 113, No. 1, 21-40 (2011), DOI 10.1365/s13291-010-0011-6
Random networks with sublinear preferential attachment:
Degree evolutions
joint work with Peter Mörters
Electron. J. Probab. 14, 1222-1267 (2009) PDF
Numerical integration, quadrature of SDEs
Multilevel Monte Carlo for Lévy-driven SDEs: central limit theorems for adaptive Euler schemes
joint work with Sangmeng Li
Ann. Appl. Probab. 26, No. 1, 136-185 (2016) PDF
Quadrature for self-affine distributions on R^d
joint work with Thomas Müller-Gronbach
Found. Comput. Math. 15, No. 6, 1465-1500 (2015), DOI 10.1007/s10208-014-9233-9 Preprint
On the complexity of computing quadrature formulas for
SDEs
joint work with Thomas Müller-Gronbach and Klaus Ritter
in Foundations of Computational Mathematics, Budapest 2011 (eds. F. Cucker, T. Krick, A. Pinkus, A. Szanto), LMS Lecture Notes 403, Cambridge University Press, 2012.
DOI 10.1017/CBO9781139095402 Preprint
An Euler-type method for the strong approximation of the
Cox-Ingersoll-Ross process
joint work with Andreas Neuenkirch and Lukas Szpruch
Proc. R. Soc. A 468, No. 2140, 1105�1115 (2012), DOI 10.1098/rspa.2011.0505 Preprint
Multilevel Monte Carlo algorithms for Lévy-driven SDEs with
Gaussian correction
Ann. Appl. Probab. 21, No. 1, 283-311 (2011) Preprint
A multilevel Monte Carlo algorithm for Lévy driven
stochastic differential equations
joint work with Felix Heidenreich
Stochastic Process. Appl. 121, Mo. 7, 1565-1587 (2011)
Preprint
Infinite-dimensional quadrature and approximation of
distributions
joint work with Jakob Creutzig, Thomas Müller-Gronbach and
Klaus Ritter
Found. Comput. Math. 9, No. 4, 391-429 (2009) Preprint
Small deviations and approximation theory (quantization)
Persistence probabilities for an integrated random walk bridge
joint work with Frank Aurzada and Mikhail Lifshits
Probab. Math. Statist. 34, No. 1, 1-22 (2014) Preprint
Constructive quantization: approximation by empirical
measures joint work with Michael Scheutzow and Reik Schottstedt
Ann. Inst. Henri Poincaré (B) 49, No. 4, 1183-1203 (2013) Preprint
Universality of the asymptotics of the one-sided exit
problem for integrated processes
joint work with Frank Aurzada
Ann. Inst. Henri Poincaré (B) 49, No. 1, 236-251 (2013), DOI 10.1214/11-AIHP427 Preprint
The high resolution vector quantization problem with Orlicz
norm distortion
joint work with Christian Vormoor
J. Theor. Probab. 24, No. 2, 517-544 (2011)
Preprint
Small deviations of general Lévy processes
joint work with Frank Aurzada
Ann. Probab. 37, No.5, 2066-2092 (2009) Preprint
High resolution quantization and entropy coding of jump
processes
joint work with Frank Aurzada, Michael Scheutzow and
Christian Vormoor
J. Complexity 25, 163-187 (2009) Preprint
The coding complexity of Lévy processes
joint work with Frank Aurzada
Found. Comput. Math. 9, No. 3, 359-390 (2009)
Preprint
Asymptotic formulae for coding problems and intermediate
optimization problems: a review
in Trends in Stochastic Analysis, edited by Jochen Blath, Peter
Morters, and Michael Scheutzow, Cambridge University Press, 187-232,
2009
Preprint
The coding complexity of diffusion processes under supremum
norm distortion
Stochastic Process. Appl. 118, No.6, 917-937 (2008),
doi:10.1016/j.spa.2007.07.003
Preprint
The coding complexity of diffusion processes under
L^p[0,1]-norm distortion
Stochastic Process. Appl. 118, No.6, 938-951 (2008),
doi:10.1016/j.spa.2007.07.002
Preprint
High-resolution quantization and entropy coding for
fractional Brownian motion
joint work with Michael Scheutzow
Electron. J. Probab. 11, 700-722 (2006)
Preprint
Probabilities of randomly centered small balls and
quantization in Banach spaces
joint work with Mikhail A. Lifshits
Ann. Probab. 33, No.4, 1397-1421 (2005)
PDF
Asymptotic behavior of the distortion-rate function for
Gaussian processes in Banach spaces
Bulletin des Sciences Mathématiques 129, No.10, 791-803 (2005)
Small ball probabilities around random centers of Gaussian
measures and applications to quantization
J. Theor. Probab. 16, No.2, 427-449 (2003)
On the link between small ball probabilities and the
quantization problem for Gaussian measures on Banach
spaces
joint work with Franz Fehringer, Anis Matoussi and
Michael Scheutzow
J. Theor. Probab. 16, No.1, 249-265 (2003)
Stochastic analysis
A support theorem and a large deviation principle for
Kunita flows
joint work with Georgi Dimitroff
Stochastics and Dynamics 12, No. 3 (2012)
Preprint
Rough paths analysis of general Banach space-valued Wiener
processes
J. Funct. Anal. 258, No. 9, 2910-2936 (2010)
Preprint
Enlargement of filtrations and continuous Girsanov-type
embeddings
joint work with Stefan Ankirchner and Peter Imkeller
in Séminaire de Probabilités XL (ed. Catherine Donati-Martin, Michel
Émery, Alain Rouault, and Christophe Stricker), LNM1899, Springer,
2007
The Shannon information of filtrations and the additional
logarithmic utility of insiders
joint work with Stefan Ankirchner and Peter Imkeller
Ann. Probab. 34, No.2, 743-778 (2006)
PDF
PhD Thesis
High resolution coding of stochastic processes and small
ball probabilities
Ph.D. Dissertation (2003)
PDF
