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1

The Shannon Information of Filtrations and the Additional Logarithmic Utility of Insiders

Stefan Ankirchner, Steffen Dereich and Peter Imkeller

Journal:

The Annals of Probability

Year:

2006

Language:

english

File:

PDF, 2.71 MB

english, 2006

2

Asymptotic behavior of the distortion-rate function for Gaussian processes in Banach spaces

Steffen Dereich

Journal:

Bulletin des Sciences Mathématiques

Year:

2005

Language:

english

File:

PDF, 124 KB

english, 2005

3

High resolution quantization and entropy coding of jump processes

Frank Aurzada, Steffen Dereich, Michael Scheutzow, Christian Vormoor

Journal:

Journal of Complexity

Year:

2009

Language:

english

File:

PDF, 981 KB

english, 2009

4

The coding complexity of diffusion processes under -norm distortion

Steffen Dereich

Journal:

Stochastic Processes and their Applications

Year:

2008

Language:

english

File:

PDF, 308 KB

english, 2008

5

The coding complexity of diffusion processes under supremum norm distortion

Steffen Dereich

Journal:

Stochastic Processes and their Applications

Year:

2008

Language:

english

File:

PDF, 393 KB

english, 2008

6

A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations

Steffen Dereich, Felix Heidenreich

Journal:

Stochastic Processes and their Applications

Year:

2011

Language:

english

File:

PDF, 383 KB

english, 2011

7

The Coding Complexity of Lévy Processes

Frank Aurzada, Steffen Dereich

Journal:

Foundations of Computational Mathematics

Year:

2009

Language:

english

File:

PDF, 633 KB

english, 2009

8

Infinite-Dimensional Quadrature and Approximation of

Jakob Creutzig, Steffen Dereich, Thomas Müller-Gronbach, Klaus Ritter

Journal:

Foundations of Computational Mathematics

Year:

2009

Language:

english

File:

PDF, 749 KB

english, 2009

9

Random Networks with Concave Preferential Attachment Rule

Steffen Dereich, Peter Mörters

Journal:

Jahresbericht der Deutschen Mathematiker-Vereinigung

Year:

2011

Language:

english

File:

PDF, 553 KB

english, 2011

10

Emergence of Condensation in Kingman’s Model of Selection and Mutation

Dereich, Steffen, Mörters, Peter

Journal:

Acta Applicandae Mathematicae

Year:

2013

Language:

english

File:

PDF, 430 KB

english, 2013

11

Small Deviations of General Lévy Processes

Frank Aurzada and Steffen Dereich

Journal:

The Annals of Probability

Year:

2009

Language:

english

File:

PDF, 1.40 MB

english, 2009

12

A SUPPORT THEOREM AND A LARGE DEVIATION PRINCIPLE FOR KUNITA FLOWS

DEREICH, STEFFEN, DIMITROFF, GEORGI

Journal:

Stochastics and Dynamics

Year:

2012

Language:

english

File:

PDF, 236 KB

english, 2012

13

Quadrature for Self-affine Distributions on\({\mathbb R}^d\)

Dereich, Steffen, Müller-Gronbach, Thomas

Journal:

Foundations of Computational Mathematics

Year:

2015

Language:

english

File:

PDF, 498 KB

english, 2015

14

Robust Analysis of Preferential Attachment Models with Fitness

DEREICH, STEFFEN, ORTGIESE, MARCEL

Journal:

Combinatorics Probability & Computing

Year:

2014

Language:

english

File:

PDF, 362 KB

english, 2014

15

MULTILEVEL MONTE CARLO ALGORITHMS FOR LÉVY-DRIVEN SDES WITH GAUSSIAN CORRECTION

Steffen Dereich

Journal:

The Annals of Applied Probability

Year:

2011

Language:

english

File:

PDF, 1.69 MB

english, 2011

16

TYPICAL DISTANCES IN ULTRASMALL RANDOM NETWORKS

STEFFEN DEREICH, CHRISTIAN MÖNCH and PETER MÖRTERS

Journal:

Advances in Applied Probability

Year:

2012

Language:

english

File:

PDF, 1.24 MB

english, 2012

17

Cycle length distributions in random permutations with diverging cycle weights

Dereich, Steffen, Mörters, Peter

Journal:

Random Structures & Algorithms

Year:

2015

Language:

english

File:

PDF, 140 KB

english, 2015

18

Typical Distances in Ultrasmall Random Networks

Dereich, Steffen, Mönch, Christian, Mörters, Peter

Journal:

Advances in Applied Probability

Year:

2012

Language:

english

File:

PDF, 159 KB

english, 2012

19

An Euler-type method for the strong approximation of the Cox—Ingersoll—Ross process

Steffen Dereich, Andreas Neuenkirch and Lukasz Szpruch

Journal:

Proceedings Mathematical Physical & Engineering Sciences

Year:

2012

Language:

english

File:

PDF, 835 KB

english, 2012

20

Constructive quantization: Approximation by empirical measures

Dereich, Steffen, Scheutzow, Michael, Schottstedt, Reik

Journal:

Annales de l'Institut Henri Poincare (B) Probability and Statistics

Year:

2013

Language:

english

File:

PDF, 267 KB

english, 2013

21

Universality of the asymptotics of the one-sided exit problem for integrated processes

Aurzada, Frank, Dereich, Steffen

Journal:

Annales de l'Institut Henri Poincare (B) Probability and Statistics

Year:

2013

File:

PDF, 223 KB

2013

22

Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction

Dereich, Steffen

Journal:

The Annals of Applied Probability

Year:

2011

Language:

english

File:

PDF, 293 KB

english, 2011

23

Random networks with sublinear preferential attachment: The giant component

Dereich, Steffen, Mörters, Peter

Journal:

The Annals of Probability

Year:

2013

Language:

english

File:

PDF, 549 KB

english, 2013

24

Small deviations of general Lévy processes

Aurzada, Frank, Dereich, Steffen

Journal:

The Annals of Probability

Year:

2009

Language:

english

File:

PDF, 236 KB

english, 2009

25

The Shannon information of filtrations and the additional logarithmic utility of insiders

Ankirchner, Stefan, Dereich, Steffen, Imkeller, Peter

Journal:

The Annals of Probability

Year:

2006

Language:

english

File:

PDF, 308 KB

english, 2006

26

Multilevel Monte Carlo for Lévy-driven SDEs: Central limit theorems for adaptive Euler schemes

Dereich, Steffen, Li, Sangmeng

Journal:

The Annals of Applied Probability

Year:

2016

Language:

english

File:

PDF, 419 KB

english, 2016

27

Real self-similar processes started from the origin

Dereich, Steffen, Döring, Leif, Kyprianou, Andreas E.

Journal:

The Annals of Probability

Year:

2017

Language:

english

File:

PDF, 406 KB

english, 2017

28

Preferential attachment with fitness: unfolding the condensate

Dereich, Steffen

Journal:

Electronic Journal of Probability

Year:

2016

Language:

english

File:

PDF, 392 KB

english, 2016

29

Distances in scale free networks at criticality

Dereich, Steffen, Mönch, Christian, Mörters, Peter

Journal:

Electronic Journal of Probability

Year:

2017

Language:

english

File:

PDF, 462 KB

english, 2017

30

Nonextensive condensation in reinforced branching processes

Dereich, Steffen, Mailler, Cécile, Mörters, Peter

Journal:

The Annals of Applied Probability

Year:

2017

Language:

english

File:

PDF, 1.08 MB

english, 2017

31

Typical Distances in Ultrasmall Random Networks

Dereich, Steffen, Mönch, Christian, Mörters, Peter

Journal:

Advances in Applied Probability

Year:

2012

Language:

english

File:

PDF, 192 KB

english, 2012

32

Local Neighbourhoods for First-Passage Percolation on the Configuration Model

Dereich, Steffen, Ortgiese, Marcel

Journal:

Journal of Statistical Physics

Year:

2018

Language:

english

File:

PDF, 515 KB

english, 2018

33

The Shape of the Emerging Condensate in Effective Models of Condensation

Betz, Volker, Dereich, Steffen, Mörters, Peter

Journal:

Annales Henri Poincaré

Year:

2018

Language:

english

File:

PDF, 546 KB

english, 2018

34

General multilevel adaptations for stochastic approximation algorithms of Robbins–Monro and Polyak–Ruppert type

Dereich, Steffen, Müller-Gronbach, Thomas

Journal:

Numerische Mathematik

Year:

2019

File:

PDF, 728 KB

2019

35

General multilevel adaptations for stochastic approximation algorithms II: CLTs

Dereich, Steffen

Journal:

Stochastic Processes and their Applications

Year:

2021

File:

PDF, 1.81 MB

2021