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Anita Behme
Anita Behme
Professor at TU Dresden
Geverifieerd e-mailadres voor tu-dresden.de - Homepage
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Stationary solutions of the stochastic differential equation dVt= Vt− dUt+ dLt with Lévy noise
A Behme, A Lindner, R Maller
Stochastic Processes and their Applications 121 (1), 91-108, 2011
412011
On exponential functionals of Lévy processes
A Behme, A Lindner
Journal of Theoretical Probability 28 (2), 681-720, 2015
322015
Distributional properties of solutions of dV t= V t-dU t+ dL t with Lévy noise
AD Behme
Advances in Applied Probability 43 (3), 688-711, 2011
292011
A criterion for invariant measures of Itô processes based on the symbol
A Behme, A Schnurr
172015
Exponential functionals of Lévy processes with jumps
A Behme
Latin American Journal of Probability and Mathematical Statistics 12, 375-397, 2015
162015
Asymmetric COGARCH processes
A Behme, C Klüppelberg, K Mayr
Journal of Applied Probability 51 (A), 161-173, 2014
152014
Multivariate generalized Ornstein–Uhlenbeck processes
A Behme, A Lindner
Stochastic Processes and their Applications 122 (4), 1487-1518, 2012
152012
Generalized Ornstein-Uhlenbeck Processes and Extensions
A Behme
Doctoral Thesis, TU Braunschweig, 2011
152011
Ruin probabilities for risk processes in a bipartite network
A Behme, C Klüppelberg, G Reinert
Stochastic Models 36 (4), 548-573, 2020
12*2020
A class of scale mixtures of Gamma (k)-distributions that are generalized gamma convolutions
A Behme, L Bondesson
Bernoulli 23 (1), 773-787, 2017
102017
On the law of killed exponential functionals
A Behme, A Lindner, J Reker
82021
On the range of exponential functionals of Lévy processes
A Behme, A Lindner, M Maejima
Séminaire de Probabilités XLVIII, 267-303, 2016
82016
Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory
A Behme, A Sideris
Bernoulli 28 (2), 1309-1339, 2022
72022
Exponential functionals of Markov additive processes
A Behme, A Sideris
Electronic Journal of Probability 25, 2020
72020
Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions
A Behme, M Maejima, M Matsui, N Sakuma
72012
Continuity properties and the support of killed exponential functionals
A Behme, A Lindner, J Reker, V Rivero
Stochastic Processes and their Applications 140, 115-146, 2021
52021
Moments of MGOU processes and positive semidefinite matrix processes
A Behme
Journal of Multivariate Analysis 111, 183-197, 2012
52012
Superposition of COGARCH processes
A Behme, C Chong, C Klüppelberg
Stochastic Processes and their Applications 125 (4), 1426-1469, 2015
42015
Laplace symbols and invariant distributions
A Behme, A Schnurr
Statistics & Probability Letters 137, 217-223, 2018
32018
On -scale functions of spectrally negative L\'evy processes
A Behme, D Oechsler, RL Schilling
Adv. Appl. Prob. 55, 56-84, 2023
22023
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Artikelen 1–20