Uwe Küchler

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All published works

Action	Title	Year	Authors
+	Option pricing in bilateral Gamma stock models	2019	Uwe Küchler Stefan Tappe
+	Bilateral Gamma distributions and processes in financial mathematics	2019	Uwe Küchler Stefan Tappe
+	On the shapes of bilateral Gamma densities	2019	Uwe Küchler Stefan Tappe
+	Exponential stock models driven by tempered stable processes	2019	Uwe Küchler Stefan Tappe
+	Tempered stable distributions and processes	2019	Uwe Küchler Stefan Tappe
+	Bilateral Gamma distributions and processes in financial mathematics	2019	Uwe Küchler Stefan Tappe
+	Tempered stable distributions and processes	2019	Uwe Küchler Stefan Tappe
+	Option pricing in bilateral Gamma stock models	2019	Uwe Küchler Stefan Tappe
+	On the shapes of bilateral Gamma densities	2019	Uwe Küchler Stefan Tappe
+	Exponential stock models driven by tempered stable processes	2019	Uwe Küchler Stefan Tappe
+	Ungleichungen und L p -Räume	2015	Uwe Küchler
+ PDF Chat	Exponential stock models driven by tempered stable processes	2014	Uwe Küchler Stefan Tappe
+	Tempered stable distributions and processes	2013	Uwe Küchler Stefan Tappe
+	Statistical inference for discrete-time samples from affine stochastic delay differential equations	2013	Uwe Küchler Michael Sørensen
+ PDF Chat	On guaranteed parameter estimation of a multiparameter linear regression process	2010	Uwe Küchler Vyacheslav A. Vasiliev
+ PDF Chat	Option pricing in bilateral Gamma stock models	2009	Uwe Küchler Stefan Tappe
+	On sequential parameter estimation of stochastic delay differential equations by noisy observations	2009	Uwe Küchler Vyacheslav A. Vasiliev
+	Minimal Entropy Martingale Measure for Lévy Processes	2009	Katja Krol Uwe Küchler
+	On the shapes of bilateral Gamma densities	2008	Uwe Küchler Stefan Tappe
+ PDF Chat	On large deviations in testing Ornstein–Uhlenbeck-type models	2007	Pavel V. Gapeev Uwe Küchler
+	Bilateral gamma distributions and processes in financial mathematics	2007	Uwe Küchler Stefan Tappe
+ PDF Chat	On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations	2007	Uwe Küchler Vyacheslav A. Vasiliev
+	On Sequential Estimators for Affine Stochastic Delay Differential Equations	2006	Uwe Küchler Vyacheslav A. Vasiliev
+ PDF Chat	On Markovian short rates in term structure models driven by jump-diffusion processes	2006	Pavel V. Gapeev Uwe Küchler
+	On life-time-distributions of some one-dimensional diffusions and related exponential families	2005	Uwe Küchler
+	On Recovery of a Measure from Its Symmetrization	2005	A. A. Gushchin Uwe Küchler
+ PDF Chat	On oscillations of the geometric Brownian motion with time-delayed drift	2004	A. A. Gushchin Uwe Küchler
+ PDF Chat	On integrals with respect to Lévy processes	2003	Uwe Küchler
+	On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay	2003	Pavel V. Gapeev Uwe Küchler
+	On Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion Processes	2003	Pavel V. Gapeev Uwe Küchler
+	On integrals with respect to Levy processes	2003	Uwe Küchler
+ PDF Chat	Weak discrete time approximation of stochastic differential equations with time delay	2002	Uwe Küchler Eckhard Platen
+	On parametric statistical models for stationary solutions of affine stochastic delay differential equations	2001	A. A. Gushchin Uwe Küchler
+ PDF Chat	ON SEQUENTIAL PARAMETER ESTIMATION FOR SOME LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAY	2001	Uwe Küchler Vjatscheslav A. Vasiliev
+ PDF Chat	Addendum to 'Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay'	2001	A. A. Gushchin Uwe Küchler
+	On parametric statistical models for stationary solutions of affine stochastic delay differential equations	2001	A. A. Gushchin Uwe Küchler
+ PDF Chat	Delay Estimation for Some Stationary Diffusion‐type Processes	2000	Uwe Küchler Yury A. Kutoyants
+ PDF Chat	On stationary solutions of delay differential equations driven by a Lévy process	2000	A. A. Gushchin Uwe Küchler
+	The Process of Metastases, Formation by Melanoma Patients during the Aftercare - Modelling with Markov Chains and Cox's Regression	2000	Ingeborg Küchler Sina Thiele Uwe Küchler Helmut Winter K.‐D. Wernecke
+ PDF Chat	Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay	1999	Alexander A. Guschin Uwe Küchler Uwe Küchler
+ PDF Chat	A Note on Limit Theorems for Multivariate Martingales	1999	Uwe Küchler Michael Sørensen Uwe Küchler Michael Sørensen
+	On exponential families of Markov processes	1998	Uwe Küchler Michael Sørensen
+	A note on limit theorems for multivariate martingales	1998	Uwe Küchler Michael Sørensen
+	On sequential parameter estimation for some linear stochastic differential equations with time delay	1998	Uwe Küchler Vjatscheslav A. Vasiliev
+	On stationary solutions of delay differential equations driven by a Lévy process	1998	A. A. Gushchin Uwe Küchler
+	Exponential Families of Stochastic Processes	1997	Uwe Küchler Michael Sørensen
+	Natural Exponential Families of Léevy Processes	1997	Uwe Küchler Michael Sørensen
+	Linear Stochastic Differential Equations with Time Delay	1997	Uwe Küchler Michael Sørensen
+	Asymptotic inference for a linear stochastic differential equation with time delay	1997	A. A. Gushchin Uwe Küchler
+	Sequential Methods	1997	Uwe Küchler Michael Sørensen
+ PDF Chat	An extension of Krein’s inverse spectral theorem to strings with nonreflecting left boundaries	1991	Uwe Küchler Kirsten Neumann
+ PDF Chat	On spectral measures of strings and excursions of quasi diffusions	1989	Uwe Küchler Paavo Salminen
+	On Ito's excursion law, local times and spectral measures for quasidiffusions	1987	Uwe Küchler
+ PDF Chat	On sojourn times, excursions and spectral measures connected with quasidiffusions	1986	Uwe Küchler
+ PDF Chat	Some results on exponential families of Markov processes	1985	Uwe Küchler
+	Exponential families of markov processes -part I. general results	1982	Uwe Küchler
+	Exponential families of markov processes -part II: birth- and death processes	1982	Uwe Küchler
+	Analytical Aspects of Exponential Families of Distribution Functions	1981	Ingeborg Küchler Uwe Küchler
+ PDF Chat	Some Asymptotic Properties of the Transition Densities of One-Dimensional Quasidiffusions	1980	Uwe Küchler
+ PDF Chat	On Parabolic Functions of One-Dimensional Quasidiffusions	1980	Uwe Küchler
+	Über die asymptotischen und die invarianten Ereignisse MARKOVscher Prozesse und ihrer Raum‐Zeit‐Prozesse	1979	Barbara Fröhlich Uwe Küchler
+	Über die σ‐Algebra der asymptotischen Ereignisse bei diskreten Geburts‐ und Todesprozessen	1975	Uwe Küchler
+	Über eine Verallgemeinerung der Supermartingaleigenschaft	1975	Uwe Küchler Philipp Müller Silvia Rohmeiss

Common Coauthors

Coauthor	Papers Together
Stefan Tappe	15
A. A. Gushchin	8
Michael Sørensen	8
Pavel V. Gapeev	4
Vyacheslav A. Vasiliev	4
Vjatscheslav A. Vasiliev	2
Ingeborg Küchler	2
Paavo Salminen	1
Yury A. Kutoyants	1
Philipp Müller	1
Barbara Fröhlich	1
Silvia Rohmeiss	1
Katja Krol	1
Eckhard Platen	1
K.‐D. Wernecke	1
Alexander A. Gushchin	1
Helmut Winter	1
Sina Thiele	1
Kirsten Neumann	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay	1999	Alexander A. Guschin Uwe Küchler Uwe Küchler	10
+	Exponential Families of Stochastic Processes	1997	Uwe Küchler Michael Sørensen	10
+	Bilateral gamma distributions and processes in financial mathematics	2007	Uwe Küchler Stefan Tappe	9
+	Statistics of Random Processes	2021	Michael F. Insana	8
+	On the shapes of bilateral Gamma densities	2008	Uwe Küchler Stefan Tappe	6
+	Applied Theory of Functional Differential Equations	1992	V. Kolmanovskii A. Myshkis	5
+	Levy Processes and Infinitely Divisible Distributions	1999	Ken‐iti Sato	5
+ PDF Chat	Minimal fq-martingale measures for exponential Lévy processes	2007	Monique Jeanblanc Susanne Klöppel Yoshio Miyahara	5
+ PDF Chat	On higher derivatives of distribution functions of class $L$	1981	Ken‐iti Sato Makoto Yamazato	4
+	The Variance Gamma (V.G.) Model for Share Market Returns	1990	Dilip B. Madan E. Seneta	4
+ PDF Chat	On the minimal entropy martingale measure	2002	Peter Grandits Thorsten Rheinländer	4
+ PDF Chat	On the Transition Law of Tempered Stable Ornstein–Uhlenbeck Processes	2009	Shibin Zhang Xinsheng Zhang	4
+ PDF Chat	Option pricing in bilateral Gamma stock models	2009	Uwe Küchler Stefan Tappe	4
+ PDF Chat	On stationary solutions of delay differential equations driven by a Lévy process	2000	A. A. Gushchin Uwe Küchler	4
+ PDF Chat	Delay Estimation for Some Stationary Diffusion‐type Processes	2000	Uwe Küchler Yury A. Kutoyants	4
+	Diffusion Processes and Their Sample Paths.	1996	PALE Kiyosi Itô H. P. McKean	4
+	Table of Integrals, Series, and Products	1980		4
+ PDF Chat	Estimates of Tempered Stable Densities	2009	Paweł Sztonyk	4
+	Introduction to Functional Differential Equations	1993	Jack K. Hale Sjoerd M. Verduyn Lunel	4
+ PDF Chat	ON SEQUENTIAL PARAMETER ESTIMATION FOR SOME LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAY	2001	Uwe Küchler Vjatscheslav A. Vasiliev	4
+	Handbook of Mathematical Functions	1972	Milton Abramowitz I. A. Stegun	4
+ PDF Chat	Tempered Infinitely Divisible Distributions and Processes	2011	Michele Leonardo Bianchi Svetlozar T. Rachev Young Shin Kim Frank J. Fabozzi	4
+	Analytic approach to the problem of convergence of truncated Lévy flights towards the Gaussian stochastic process	1995	Ismo T. Koponen	4
+ PDF Chat	Stochastic Differential Systems With Memory: Theory, Examples and Applications	1998	Salah-Eldin A. Mohammed	4
+	On parametric statistical models for stationary solutions of affine stochastic delay differential equations	2001	A. A. Gushchin Uwe Küchler	4
+	Introduction to Functional Differential Equations	1993	Jack K. Hale Sjoerd M. Verduyn Lunel	3
+	Minimal entropy preserves the Lévy property: how and why	2004	Felix Esche Martin Schweizer	3
+	Lyapunov exponents and stationary solutions for affine stochastic delay equations	1990	Salah-Eldin A. Mohammed Michael Scheutzow	3
+ PDF Chat	The differential equations of birth-and-death processes, and the Stieltjes moment problem	1957	Samuel Karlin James L. McGregor	3
+	Über Stoppzeiten bei statistischen Probleme für homogene Prozesse mit unabhängigen Zuwächsen	1975	Jürgen Franz Wolfgang Winkler	3
+ PDF Chat	Some Asymptotic Properties of the Transition Densities of One-Dimensional Quasidiffusions	1980	Uwe Küchler	3
+	Characterization of the Levy Measures of Inverse Local Times of Gap Diffusion	1981	Frank B. Knight	3
+ PDF Chat	Space-time processes, parabolic functions and one-dimensional diffusions	1973	Tze Leung Lai	3
+ PDF Chat	Martingales locales a accroissements independants	1979	R. Sidibé	3
+ PDF Chat	Vitesses maximales de d�croissance des erreurs et tests optimaux associ�s	1981	Lucien Birg�	2
+	Minimal Entropy Martingale Measure for Lévy Processes	2009	Katja Krol Uwe Küchler	2
+ PDF Chat	On the inequality of Cramér-Rao type in sequential estimation theory	1974	Ryszard Magiera	2
+ PDF Chat	Ratio of the Tail of an Infinitely Divisible Distribution on the Line to that of its Lévy Measure	2010	Toshiro Watanabe Kouji Yamamuro	2
+ PDF Chat	On sojourn times, excursions and spectral measures connected with quasidiffusions	1986	Uwe Küchler	2
+ PDF Chat	Variations of processes with stationary, independent increments	1972	Priscilla E. Greenwood Bert Fristedt	2
+	Normal Variance-Mean Mixtures and z Distributions	1982	Ole E. Barndorff‐Nielsen John T. Kent Michael Sørensen Michael Sørensen	2
+ PDF Chat	Addendum to 'Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay'	2001	A. A. Gushchin Uwe Küchler	2
+ PDF Chat	Subexponentiality and infinite divisibility	1979	Paul Embrechts Charles M. Goldie Noël Veraverbeke	2
+ PDF Chat	On sequential estimation of parameters in semimartingale regression models with continuous time parameter	2001	Leonid Galtchouk Victor Konev	2
+	A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations	1952	Herman Chernoff	2
+	An extension of the notion of a generalized Γ-convolution	1978	Olof Thorin	2
+ PDF Chat	The variation of a stable path is stable	1969	Priscilla E. Greenwood	2
+	Theory of Functional Differential Equations	1977	Jack K. Hale	2
+	Delay Equations: Functional-, Complex-, and Nonlinear Analysis	2012	O. Diekman Stephanus A. van Gils Sjoerd M. Verduyn Lunel Hanns-Otto Walther	2
+ PDF Chat	On the $\gamma$-Variation of Processes with Stationary Independent Increments	1972	Itrel Monroe	2