Alexander Steinicke

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Publications / Theses

  1. 2021
  2. Published

    (Non-)Distributivity of the Product for σ-Algebras with Respect to the Intersection

    Steinicke, A., 22 Feb 2021, In: Archiv der Mathematik. 9 p.

    Research output: Contribution to journal › Article › Research › peer-review

  3. Published

    Existence, Uniqueness and Regularity of the Projection onto Differentiable Manifolds

    Steinicke, A. & Leobacher, G., 2021, In: Annals of global analysis and geometry.

    Research output: Contribution to journal › Article › Research › peer-review

  4. 2020
  5. Published

    A Deep Neural Network Algorithm for Semilinear Elliptic PDEs with Applications in Insurance Mathematics

    Kremsner, S., Steinicke, A. & Szölgyenyi, M., 9 Dec 2020, In: Risks. 8, 4, p. 1-18 18 p., 136.

    Research output: Contribution to journal › Article › Research › peer-review

  6. Published

    L^p-Solutions and Comparison Results for Lévy Driven BSDEs in a Monotonic, General Growth Setting

    Kremsner, S. & Steinicke, A., 24 Nov 2020, In: Journal of theoretical probability . 2020, 51 p.

    Research output: Contribution to journal › Article › Research › peer-review

  7. 2019
  8. Published

    Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver

    Geiss, C. & Steinicke, A., 12 Jun 2019, In: Stochastics. 2019, June

    Research output: Contribution to journal › Article › Research › peer-review

  9. 2018
  10. Published

    Existence, Uniqueness and Comparison Results for BSDEs with Lévy Jumps in an Extended Monotonic Generator Setting

    Geiss, C. & Steinicke, A., 28 Dec 2018, In: Probability, uncertainty and quantitative risk.

    Research output: Contribution to journal › Article › Research › peer-review

  11. 2016
  12. Published

    Functionals of a Lévy Process on Canonical and Generic Probability Spaces

    Steinicke, A., 2016, In: Journal of theoretical probability . 29, 2, p. 443-458

    Research output: Contribution to journal › Article › Research › peer-review

  13. Published

    L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions

    Geiss, C. & Steinicke, A., 2016, In: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability . 22, 2, p. 995-1025

    Research output: Contribution to journal › Article › Research › peer-review

  14. Published

    Malliavin derivative of random functions and applications to Lévy driven BSDEs

    Geiss, C. & Steinicke, A., 2016, In: Electronic Journal of Probability. 21, 10, p. 1-28

    Research output: Contribution to journal › Article › Research › peer-review

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