Browsing All of EconStor by Author Küchler, Uwe

Jump to a point in the index:
Showing results 1 to 14 of 14
Year of PublicationTitleAuthor(s)
1998 On stationary solutions of delay differential equations driven by a Lévy processGushchin, Alexander A.; Küchler, Uwe
1998 On sequential parameter estimation for some linear stochastic differential equations with time delayKüchler, Uwe; Vasiliev, Vjatscheslav A.
1998 A note on limit theorems for multivariate martingalesKüchler, Uwe; Sørensen, Michael M.
1998 Delay estimation for some stationary diffusion-type processesKüchler, Uwe; Kutoyants, Yuri A.
1999 Coherent risk measures, valuation bounds, and (my,p)-portfolio optimizationJaschke, Stefan R.; Küchler, Uwe
2001 On parametric statistical models for stationary solutions of affine stochastic delay differential equationsGushchin, Alexander A.; Küchler, Uwe
2001 Weak discrete time approximation of stochastic differential equations with time delayKüchler, Uwe; Platen, Eckhard
2001 On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observationsKüchler, Uwe; Vasiliev, Vjatscheslav A.
2001 Über die stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit GedächtnisGilsing, Hagen; Küchler, Uwe; Platen, Eckhard
2003 On integrals with respect to Levy processesKüchler, Uwe
2003 On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with DelayKüchler, Uwe; Gapeev, Pavel V.
2003 On oscillations of the geometric Brownian motion with time delayed driftKüchler, Uwe; Gushchin, Alexander A.
2003 Markovian short rates in a forward rate model with a general class of Lévy processesKüchler, Uwe; Naumann, Eva
2003 On Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion ProcessesGapeev, Pavel V.; Küchler, Uwe