Stochastic Analysis

  1. Stefan Geiss: On first exit times of continuous Itô-processes
  2. Peter Parczewski: On the connection between discrete and continuous Wick calculus with application to fractional Brownian motion
  3. Rafał Łochowski: Pathwise stochastic integration with finite variation processes uniformly approximating càdlàg processes
  4. Christel Geiss: Variance-optimal hedging for Lévy processes and pay-offs with Malliavin fractional smoothness
  5. Marek Malinowski: Set-valued and fuzzy stochastic differential equations
  6. Joachim Syga: Properties of set-valued stochastic integrals and stochastic inclusions and their applications
  7. Michael Scheutzow: Forward Brownian motion
  8. Florian Baumgartner: Measure preserving maps and their invariant Lévy random variables