Forschungsgruppe Mathematische Stochastik
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Research Database of the Vienna Technical University

 

Database of publications of the Vienna Technical University

 

Publication list 2005 – 2018
235 records


Books and Book Editorships


  1. N. Kusolitsch (ed.): 
    "Maß- und Wahrscheinlichkeitstheorie, Eine Einführung"; 
    Springer Verlag Berlin-Heidelberg, 2. Auflage, 2014, ISBN: 978-3-642-45386-1; 353 pages.

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  2. P. Révész: 
    "Random Walk in Random and Non-Random Environments (3rd Edition)"; 
    World Scientific Publishing Company, 2013, ISBN: 978-9814447508; 420 pages.

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  3. N. Kusolitsch: 
    "Maß- und Wahrscheinlichkeitstheorie"; 
    Springer, Wien, 2011, ISBN: 978-3-7091-0684-6; 351 pages.


Publications in Scientific Journals


  1. B. Acciaio, J. Backhoff, R. Carmona: 
    "Extended Mean Field Control Problems: stochastic maximum principle and transport perspective"; 
    arXiv.org, June (2018), 27 pages.

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  2. J. Backhoff, M. Beiglböck, M. Eder, A. Pichler: 
    "Fundamental Properties of Process Distances"; 
    arXiv.org, Februar (2018), 18 pages.

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  3. J. Backhoff, M. Beiglböck, G. Pammer: 
    "Existence, duality and cyclical monotonicity for weak transport costs"; 
    arXiv.org, submitted 16. September (2018), 21 pages.

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  4. J. Backhoff, J. Fontbona, G. Rios, F. Tobar: 
    "Bayesian learning with Wasserstein barycenters"; 
    arXiv.org, submitted May (2018), 32 pages.

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  5. J. Backhoff, D. Lacker, L. Tangpi: 
    "Non-exponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and Control"; 
    arXiv.org, October (2018), 45 pages.

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  6. J. Backhoff, F. Silva: 
    "Sensitivity Analysis for Expected Utility Maximization in incomplete Brownian Market Models"; 
    Mathematics and Financial Economics, Online February 8, 2018 (2018), 1 - 25.

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  7. M. Beiglböck, M. Eder, C. Elgert, U. Schmock: 
    "Geometry of Distribution-Constrained Optimal Stopping Problems"; 
    Probability Theory and Related Fields, First Online: 18 January 2018 (2018), 1 - 31.

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  8. M. Beiglböck, M. Eder, C. Elgert, U. Schmock: 
    "Geometry of Distribution-Constrained Optimal Stopping Problems"; 
    Probability Theory and Related Fields, 172 (2018), 1-2; 71 - 101.

  9. S. Källblad, J. Obloj, T. Zariphopoulou: 
    "Dynamically consistent investment under model uncertainty: the robust forward criteria"; 
    Finance and Stochastics, First Online: 05 July 2018 (2018), 1 - 40.

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  10. B. Acciaio, J. Backhoff, A. Zalashko: 
    "Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization"; 
    arXiv.org, December (2017), 33 pages.

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  11. J. Backhoff, M. Beiglböck, M. Huesmann, S. Källblad: 
    "Martingale Benamou--Brenier: a probabilistic perspective"; 
    arXiv.org, submitted August 16 (2017), 26 pages.

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  12. J. Backhoff, M. Beiglböck, Y. Lin, A. Zalashko: 
    "Causal transport in discrete time and applications"; 
    SIAM Journal on Control and Optimization, Volume 27 (2017), Issue 4; 2528 - 2562.

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  13. J. Backhoff, F. Silva: 
    "Sensitivity results in stochastic optimal control: A Lagrangian perspective"; 
    ESAIM: Control Optimisation And Calculus Of Variations, Volume 23, January-March (2017), No. 1; 39 - 70.

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  14. J. Backhoff, L. Tangpi: 
    "On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration"; 
    arXiv.org, September (2017), 28 pages.

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  15. M. Beiglböck, A. Cox, M. Huesmann: 
    "Optimal transport and Skorokhod embedding"; 
    Inventiones mathematicae (invited), Vol. 208 (May 2017) (2017), Issue 2; 327 - 400.

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  16. M. Beiglböck, A. Cox, M. Huesmann, S. Källblad: 
    "Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod Embedding Problem"; 
    arXiv.org, 23. August (2017), 16 pages.

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  17. M. Beiglböck, A. Cox, M. Huesmann, N. Perkowski, D. Prömel: 
    "Pathwise Super-Hedging via Vovk's Outer Measure"; 
    Finance and Stochastics, Volume 21 (2017), Issue 4; 1141 - 1166.

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  18. M. Beiglböck, C. Griessler: 
    "A land of monotone plenty"; 
    Annali Della Scuola Normale Superiore di Pisa-Classe di Scienze, June (2017), 1 - 17.

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  19. M. Beiglböck, P. Henry-Labordere, N. Touzi: 
    "Monotone Martingale Transport Plans and Skorokhod Embedding"; 
    Stochastic Processes and Their Applications, January (2017), 1 - 10.

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  20. M. Beiglböck, M. Nutz, N. Touzi: 
    "Complete duality for martingale optimal transport on the line"; 
    Annals of Probability, Volume 45 (2017), Issue 5; 3038 - 3074.

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  21. A. Cox, S. Källblad: 
    "Model-Independent Bounds for Asian Options: A Dynamic Programming Approach"; 
    SIAM Journal on Control and Optimization, Volume 55 (2017), Issue 6; 3409 - 3436.

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  22. S. Källblad: 
    "A Dynamic Programming Principle for Distribution-Constrained Optimal Stopping"; 
    arXiv.org, submitted March (2017), 17 pages.

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  23. S. Källblad: 
    "Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals"; 
    Finance and Stochastics, April, Volume 21 (2017), Issue 2; 397 - 425.

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  24. S. Källblad, X. Tan, N. Touzi: 
    "Optimal Skorokhod embedding given full marginals and Azéma-Yor peacocks"; 
    Annals of Applied Probability, Volume 27 (First available in Project Euclid: 26 May 2017) (2017), Number 2; 686 - 719.

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  25. S. Källblad, T. Zariphopoulou: 
    "On the Black's equation for the risk tolerance function"; 
    arXiv.org, submitted May (2017), 26 pages.

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  26. B. Acciaio, J. Backhoff, A. Zalashko: 
    "Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization"; 
    mathpubs.com, November 09 (2016), 1 - 29.

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  27. B. Acciaio, M. Beiglböck, F. Penkner, W. Schachermayer: 
    "A Model-free Version of the Fundamental Theorem of Asset Pricing and the Super-Replication Theorem"; 
    Mathematical Finance, Volume 26 (2016), Issue 2, April; 233 - 251.

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  28. B. Acciaio, A. Cox, M. Huesmann: 
    "Model-independent pricing with insider information: a Skorokhod embedding approach"; 
    arXiv.org, Submitted on 28 Oct 2016 (2016), 27 pages.

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  29. J. Backhoff, J. Fontbona: 
    "Robust Utility Maximization without Model Compactness"; 
    SIAM Journal on Financial Mathematics, Volume 7 (2016), Issue 1; 70 - 103.

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  30. J. Backhoff, U. Horst: 
    "Conditional Analysis and a Principal-Agent Problem"; 
    SIAM Journal on Financial Mathematics, Volume 7 (2016), Issue 1; 477 - 507.

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  31. M. Beiglböck, N. Juillet: 
    "On a problem of optimal transport under marginal martingale constraints"; 
    Annals of Probability, Volume 44 (2016), Number 1; 42 - 106.

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  32. M. Beiglböck, N. Juillet: 
    "Shadow couplings"; 
    arXiv.org e-Print archive, September 12 (submitted) (2016), 1 - 20.

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  33. M. Beiglböck, M. Nutz, N. Touzi: 
    "Complete Duality for Martingale Optimal Transport on the Line"; 
    Annals of Probability, June (2016), 1 - 42.

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  34. C. Griessler: 
    "An extended footnote on finitely minimal martingale measures"; 
    arXiv.org, June 9 (submitted) (2016), 7 pages.

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  35. C. Griessler: 
    "c-cyclical monotonicity as a sufficient criterion for optimality in the multi-marginal Monge-Kantorovich problem"; 
    arXiv.org, Januar 21 (submitted) (2016), 5 pages.

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  36. M. Huesmann: 
    "Optimal transport between random measures"; 
    Annales de l'Institut Henri Poincaré. Probabilités et Statistiques, Volume 52 (2016), Number 1; 196 - 232.

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  37. M. Huesmann: 
    "Transport cost estimates for random measures in dimension one"; 
    Electronic Communications in Probability, 21 (2016), paper no. 46; 1 - 10.

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  38. S. Källblad: 
    "Investment and Consumption with Forward Criteria and Black's Inverse Investment Problem"; 
    SSRN, May 12 (2016), 31 pages.

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  39. K. Grill, C. Tutschka: 
    "Ergodicity of two particles with attractive interaction"; 
    Discrete And Continuous Dynamical Systems, Series A, October (2015), Issue 10; 4831 - 4838.

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  40. N. Kusolitsch: 
    "A short Note on the Proof of the Ergodic Theorem"; 
    Studia Scientiarum Mathematicarum Hungarica, Volume 51 / Number 3 / September (2014), 322 - 325.

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  41. A. Posekany, K. Felsenstein, P. Sykacek: 
    "Biological assessment of robust noise models in microarray data analysis"; 
    Bioinformatics, 27 (2011), 6; 807 - 814.

  42. E. Csaki, M. Csörgo, A. Földes, P. Révész: 
    "On the supremum of iterated local time"; 
    Publicationes Mathematicae Debrecen, 76/3 (2010), 255 - 270.

  43. E. Csaki, A. Földes, P. Révész: 
    "On the number of cutpoints of the transient nearest neighbor random walk on the line"; 
    Journal of Theoretical Probability, 23 (2010), 624 - 638.

  44. N. Kusolitsch: 
    "Why the theorem of Scheffé should be rather called a theorem of Riesz"; 
    Periodica Mathematica Hungarica, 61 (2010), 1-2; 225 - 229.

  45. P. Révész: 
    "How short might be the longest run in a dynamical coin tossing sequence"; 
    Publicationes Mathematicae Debrecen, 76/3 (2010), 347 - 358.

  46. E. Csaki, M. Csörgo, A. Földes, P. Révész: 
    "Random walk local time approximated by a Brownian sheet combined with an independent Brownian motion"; 
    Annales de l'Institut Henri Poincaré. Probabilités et Statistiques, 45 (2009), 515 - 544.

  47. E. Csaki, A. Földes, P. Révész: 
    "Transient Nearest Neighbor Random Walk on the Line"; 
    Journal of Theoretical Probability, 22 (2009), 100 - 122.

  48. E. Csaki, A. Földes, P. Révész: 
    "On the local time of the asymmetric Bernoulli walk"; 
    Acta Sci.Math. (Szeged), 74 (2008), 349 - 379.

  49. E. Tanir, K. Felsenstein, M. Yalcinkaya: 
    "Using Bayesian methods for the parameter estimation of deformation monitoring networks"; 
    Natural Hazards and Earth System Sciences, 8 (2008), 1 - 13.

  50. E. Csaki, A. Földes, P. Révész: 
    "Joint asymptotic behavior of local and occupation times of random walk in higher dimension"; 
    Studia Scientiarum Mathematicarum Hungarica, 44 (2007), 535 - 563.

  51. E. Csaki, A. Földes, P. Révész: 
    "On the behavior of random walk around heavy points"; 
    Journal of Theoretical Probability, 20 (2007), 1041 - 1057.

  52. E. Csaki, A. Földes, P. Révész: 
    "On the local times of transient random walks"; 
    Acta Applicandae Mathematicae, 96 (2007), 147 - 158.

  53. E. Csaki, A. Földes, P. Révész: 
    "Heavy points of a d-dimensional simple random walk"; 
    Statistics & Probability Letters, 76 (2006), 45 - 57.

  54. K. Grill, C. Tutschka: 
    "Lattice gas with finite-range interaction under gravity"; 
    Journal of Statistical Physics, 125 (2006), 3; 717 - 726.

  55. A. Harlander-Matauschek, K. Felsenstein, K. Niebuhr, J. Troxler: 
    "Influence of pop hole dimensions on the number of laying hens outside on the range"; 
    British Poultry Science, 47 (2006), 131 - 134.

  56. E. Csaki, A. Földes, P. Révész: 
    "Maximal Local Time of a d-dimensional Simple Random Walk on Subsets"; 
    Journal of Theoretical Probability, 18 (2005), 3; 687 - 717.

  57. E. Csaki, A. Földes, P. Révész, J. Rosen, Z. Shi: 
    "Frequently visited sets for random walks"; 
    Stochastic Processes and Their Applications, 115 (2005), 1503 - 1517.

  58. K. Grill: 
    "Finite-Range Interactions and Phases"; 
    Periodica Mathematica Hungarica, 50 (1-2) (2005), 155 - 163.

  59. N. Kusolitsch, M. Kronfellner: 
    "Gewinnerwartung versus Gewinnwahrscheinlichkeit"; 
    Stochastik in der Schule, 25(2) (2005), 25 - 29.


Contributions to Books


  1. Z. Saffer, K. Grill, W. Yue: 
    "Controllable Capacity Queue with Synchronous Constant Service Time and Loss"; 
    in: "Queueing Theory and Network Applications, Subtitle: 13th International Conference, QTNA 2018, Tsukuba, Japan, July 25-27, 2018, Proceedings", Part of book series LNCS, volume 10932, ISSN 0302-9743; Y. Takahashi, T. Phung-Duc, S. Wittevrongel, W. Yue (ed.); Springer International Publishing, 2018, ISBN: 978-3-319-93735-9, 51 - 63.

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  2. Z. Saffer, M. Telek, G. Horváth: 
    "Fluid Polling System with Markov Modulated Load and Gated Discipline"; 
    in: "Queueing Theory and Network Applications, Subtitle: 13th International Conference, QTNA 2018, Tsukuba, Japan, July 25-27, 2018, Proceedings", Part of book series LNCS, volume 10932, ISSN 0302-9743; Y. Takahashi, T. Phung-Duc, S. Wittevrongel, W. Yue (ed.); Springer International Publishing, 2018, ISBN: 978-3-319-93735-9, 86 - 102.

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  3. M. Beiglböck, M. Huesmann, F. Stebegg: 
    "Root to Kellerer"; 
    in: "Séminaire de Probabilités XLVIII", Volume 2168 of the series Lecture Notes in Mathematics; C. Donati-Martin, A. Lejay, A. Rouault (ed.); Springer International Publishing, 2016, ISBN: 978-3-319-44465-9, 1 - 12.

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  4. P. Révész: 
    "On the Area of the Largest Square Covered by a Comb-Random-Walk"; 
    in: "Asymptic Laws and Methods in Stochastics", Volume 76, Series Part II; D. Dawson et al. (ed.); Springer New York, Chapter Asymptotic Laws and Methods in Stochastics Volume 76 of the series Fields Institute Communications pp 77-85, 2015, ISBN: 978-1-4939-3076-0, 77 - 85.

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  5. W. Wertz: 
    "Der Wahrscheinlichkeitsbegriff im Schulunterricht"; 
    in: "Fokus Didaktik", E. Schneider (ed.); Profil Verlag, München/Wien, 2006, 221 - 226.


Contributions to Proceedings


  1. M. Beiglböck, J. Backhoff, M. Huesmann, S. Källblad, D. Trevisan: 
    "Continuous time martingale optimal transport and the local vol model"; 
    in: "Mathematics of Quantitative Finance, Report No. 13/2017", Report No. 13; issued by: Mathematisches Forschungsinstitut Oberwolfach; MFO Mathematisches Forschungsinstitut Oberwolfach, Oberwolfach, Deutschland, 2017, Report No. 13, 59 - 61.

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  2. E. Tanir, V. Tornatore, J. Böhm, K. Felsenstein, H. Schuh: 
    "The Combination of Kalman Filter and Least-Squares Solutions of Different VLBI Analysis Centers"; 
    in: "European Geosciences Union, General Assembly 2007", European Geosciences Union, 2007.


Talks and Poster Presentations (with Proceedings-Entry)


  1. S. Källblad: 
    "Model-independent bounds for Asian options: a dynamic programming approach"; 
    Talk: 14th Viennese Conference on Optimal Control and Dynamic Games, ORCOS, TU Wien, Austria (invited); 2018-07-04; in: "14th Viennese Conference on Optimal Control and Dynamic Games (programbook-VC2018)", Research Unit ORCOS, (2018), 1.

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  2. S. Källblad: 
    "Measure-valued martingales and optimality of solutions to the Skorokhod embedding problem"; 
    Talk: Stochastic Analysis and its Applications, CMO Casa Matemática Oaxaca (Banff), Mexiko (invited); 2018-05-17; in: "Stochastic Analysis and its Applications, May 13-18, 2018", with videos:, (2018), #.

  3. J. Backhoff: 
    "Martingale Benamou-Brenier: a probabilistic perspective"; 
    Talk: Stochastic Analysis and its Applications, CMO Casa Matemática Oaxaca (Banff), Mexiko (invited); 2018-05-16; in: "Stochastic Analysis and its Applications, May 13-18, 2018", with videos:, (2018), #.

  4. J. Backhoff: 
    "Martingale Benamou-Brenier: a probabilistic perspective"; 
    Talk: 13th German Probability and Statistics Days 2018, Universität Freiburg, Germany (invited); 2018-02-27; in: "GPSD - 13th German Probability and Statistics Days - Freiburger Stochastik-Tage, February 27-March 2, 2018", (2018), 14.

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  5. S. Källblad: 
    "Model-Independent bounds for asian options: A dynamic programming approach"; 
    Talk: BFS 2016 - 9th World Congress of the Bachelier Finance Society, New York, U.S.A. (invited); 2016-07-17 - 2016-07-19; in: "9th World Congress of the Bachelier Finance Society, 15 - 19 July 2016, New York (22 pages)", (2016), #.

  6. M. Beiglböck: 
    "Shadow couplings and related extremal peacocks"; 
    Talk: Workshop on Stochastic Analysis and Mathematical Finance, Oaxaca, Mexiko (invited); 2016-05-23; in: "Stochastic Analysis and Mathematical Finance - A Fruitful Partnership", (2016), 3.

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  7. S. Källblad: 
    "Model-independent bounds for Asian options - a dynamic programming approach"; 
    Talk: Workshop on Stochastic Analysis and Mathematical Finance, Oaxaca, Mexiko; 2016-05-23 - 2016-05-27; in: "Stochastic Analysis and Mathematical Finance - A Fruitful Partnership", (2016), 6.

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  8. K. Grill: 
    "On the ergodic properties of a simple model from statistical Mechanics"; 
    Talk: Fields Institute International Symposium on Asymptotic Methods in Stochastics, in Honour of Miklos Csörgi's Work on the occasion of his 80th birthday, Carleton University, Ottawa, Kanada (invited); 2012-07-03 - 2012-07-06; in: "Asymptotic Methods in Stochastics", (2012), ##.

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  9. P. Révész: 
    "On the area of the largest square covered by a comb-random-walk"; 
    Talk: Fields Institute International Symposium on Asymptotic Methods in Stochastics, in Honour of Miklos Csörgi's Work on the occasion of his 80th birthday, Carleton University, Ottawa, Kanada; 2012-07-03 - 2012-07-06; in: "Asymptotic Methods in Stochastics", (2012), ##.

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  10. W. Wertz: 
    "Kann GOtt den Zufall zulassen?"; 
    Talk: Workshop TU Wien/TU Dresden, Vorau (invited); 2008-09-26; in: "Abstracts of the Workshop TU Wien/TU Dresden", (2008), 31.

  11. E. Tanir, V. Tornatore, J. Böhm, K. Felsenstein, H. Schuh: 
    "VLBI Intra-technique Combinaton for Kalman Filter and Least-Squares Solutions"; 
    Talk: 18th European VLBI for Geodesy and Astrometry, Wien; 2007-04-12 - 2007-04-13; in: "Proceedings of the EVGA", (2007), 216 - 221.


Talks and Poster Presentations (without Proceedings-Entry)


  1. S. Källblad: 
    "Probability measure-valued martingale"; 
    Talk: ETH Zurich, Department of Mathematics, Schweiz; 2018-12-12.

  2. S. Källblad: 
    "Stochastic control of measure-valued martingales with applications to robust pricing and Skorokhod embedding problems"; 
    Talk: Paris Bachelier Seminar, Ecole Polytechnique, Paris, France (invited); 2018-12-07.

  3. S. Källblad: 
    "Stochastic control of measure-valued martingales with applications to robust pricing and Skorokhod embedding problems"; 
    Talk: Stochastic Finance @Warwick Seminars, Department of Statistics, University of Warwick (invited); 2018-11-30.

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  4. S. Källblad: 
    "Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problem"; 
    Talk: Conference Robust Techniques in Quantitative Finance, University of Oxford, UK (invited); 2018-09-07.

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  5. J. Backhoff: 
    "Causal optimal transport: model misspecification and the role of information"; 
    Talk: Hausdorff School "Optimal Transport meets Economic Theory", Bonn (invited); 2018-07-26.

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  6. Z. Saffer, K. Grill, W. Yue: 
    "Controllable Capacity Queue with Synchronous Constant Service Time and Loss"; 
    Talk: QTNA2018, Tsukuba City, Japan; 2018-07-25 - 2018-07-27.

    More information

  7. Z. Saffer, M. Telek, G. Horváth: 
    "Fluid Polling System with Markov Modulated Load and Gated Discipline"; 
    Talk: QTNA2018, Tsukuba City, Japan; 2018-07-25.

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  8. S. Källblad: 
    "Stochastic Control of Measure-valued Martingales with applications to Model-independent Option Pricing"; 
    Talk: Oberseminar Hausdorff - Probability Theory and Stochastic Analysis, University Bonn, Germany (invited); 2018-06-18.

  9. S. Källblad: 
    "Model-independent pricing and Skorohod embeddings: a dynamic programming approach"; 
    Talk: SPA2018 - The 40th Conference on Stochastic Processes and their Applications, Götheborg, Sweden (invited); 2018-06-11.

  10. S. Källblad: 
    "Measure-valued martingales and optimality of solutions to the Skorokhod embedding problem"; 
    Talk: Third Bar-Ilan Conference on Financial Mathematics (BICFiM III), Ilan University, Ramat-Gan, Israel (invited); 2018-05-30.

  11. S. Källblad: 
    "Measure valued martingale in mathematical finance"; 
    Talk: KTH Stockholm, Schweden; 2018-03-22.

  12. J. Backhoff: 
    "Risk-sensitive optimal transport as a limit of particle systems"; 
    Talk: Workshop on stochastic analysis applied in economics, finance and insurance, Universidad de Chile; 2018-03-19.

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  13. M. Beiglböck: 
    "The Geometry of Multi-Marginal Skorokhod Embedding"; 
    Talk: Workshop "Optimal transport and stochastics", Hausdorff Center for Mathematics, University Bonn, Germany (invited); 2018-03-12.

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  14. S. Källblad: 
    "Optimal Skorokhod embedding given full marginals and application to the maximal reward function"; 
    Talk: Workshop "Optimal transport and stochastics", Hausdorff Center for Mathematics, University Bonn, Germany (invited); 2018-03-09.

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  15. J. Backhoff: 
    "Martingale Benamou-Brenier: a probabilistic perspective"; 
    Talk: Stochastic modelling in finance Seminar at CMAP, École Polytechnique, Paris, France; 2018-01-29.

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  16. K. Felsenstein: 
    "Statistische Analyse von Durchschnittsgewichten"; 
    Talk: Bundesministerium für Land- und Forstwirtschaft, Umwelt und Wasserwirtschaft, Wien; 2017-12-21.

  17. J. Backhoff: 
    "Martingale Benamou-Brenier: a probabilistic perspective"; 
    Talk: Vienna Seminar in Mathematical Finance and Probability, TU Wien, Vienna, Austria (invited); 2017-11-30.

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  18. M. Beiglböck: 
    "A Benamou-Brenier type problem for martingale transport"; 
    Talk: CIRM Luminy, Marseille, Frankreich (invited); 2017-11-13 - 2017-11-17.

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  19. S. Källblad: 
    "Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problem"; 
    Talk: CIRM Luminy, Marseille, Frankreich (invited); 2017-11-13 - 2017-11-17.

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  20. S. Källblad: 
    "Measure-valued martingales and optimality solutions to the Skorohod Embedding Problem"; 
    Talk: Seminar Financial and Insurance Mathematics, ETH, Zürich, Schweiz (invited); 2017-11-02.

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  21. M. Beiglböck: 
    "Cyclical-monotonicity and its offspring"; 
    Talk: International Conference on Stochastic Analysis and Applications: Stochastic Control, information and applications, Hammamet, Tunisia (invited); 2017-10-24 - 2017-10-27.

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  22. K. Felsenstein, B. Spangl: 
    "Richtlinien für die statistische Auswertung von Sortieranalysen und Stückgewichtanaylsen"; 
    Talk: Bundesministerium für Land- und Forstwirtschaft, Umwelt und Wasserwirtschaft, Wien; 2017-10-10.

  23. J. Backhoff: 
    "Martingale Benamou-Brenier: a probabilistic perspective (I)"; 
    Talk: Martingale Optimal Transport (and Friends), University of Oxford, UK (invited); 2017-09-18 - 2017-09-19.

  24. M. Beiglböck: 
    "Martingale Benamou-Brenier: a probabilistic perspective (II)"; 
    Talk: Martingale Optimal Transport (and Friends), University of Oxford, UK (invited); 2017-09-18 - 2017-09-19.

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  25. S. Källblad: 
    "Measure-valued martingales and optimality of Bass-type solutions to the Skorokhod embedding problem"; 
    Talk: Martingale Optimal Transport (and Friends), University of Oxford, UK (invited); 2017-09-18 - 2017-09-19.

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  26. M. Beiglböck: 
    "Martingale optimal transport in continuous time and the local vol model"; 
    Talk: SPA 2017 (39th Conference on Stochastic Processes and their Applications), Moscow, Russia; 2017-07-25 - 2017-07-28.

  27. M. Huesmann: 
    "Optimal transport and stochastic analysis"; 
    Talk: SPA 2017 (39th Conference on Stochastic Processes and their Applications), Moscow, Russia; 2017-07-24 - 2017-07-28.

  28. S. Källblad: 
    "A dynamic programming principle for distribution-constrained optimal stopping"; 
    Talk: International Workshop on BSDEs, SPDEs and their Applications, Edinburgh, U.K. (invited); 2017-07-04 - 2017-07-07.

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  29. S. Källblad: 
    "A Dynamic Programming Principle for Distribution-Constrained Optimal Stopping"; 
    Talk: 8th General AMaMeF Conference, Amsterdam, Netherlands; 2017-06-19 - 2017-06-23.

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  30. K. Felsenstein: 
    "Optimale Anteilsschätzung und statistische Tests"; 
    Talk: Seminarvortrag an der Universität für Bodenkultur, Wien; 2017-05-17.

  31. J. Backhoff: 
    "Existence of extremal diffusions matching a continuum of marginals"; 
    Talk: Stochastik Oberseminar, Universität Bonn, Deutschland (invited); 2017-05-11.

  32. M. Beiglböck: 
    "The Geometry of Model Uncertainty"; 
    Talk: Thiele Seminar, Centre for Applied Mathematics in Natural Science, Aarhus University, Denmark (invited); 2017-04-27.

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  33. S. Källblad: 
    "A dynamic programming principle for distribution-constrained optimal stopping"; 
    Talk: Young Researcher Workshop on Robust Mathematical Finance, ETH Zürich, Schweiz; 2017-04-26.

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  34. M. Beiglböck: 
    "The Geometry of Model Uncertainty"; 
    Talk: Workshop in Wahrscheinlichkeitstheorie, Statistik und Finanzmathematik, Dresden; 2017-04-22.

  35. M. Eder: 
    "The Geometry of Constrained Optimal Stopping Times"; 
    Talk: Workshop in Wahrscheinlichkeitstheorie, Statistik und Finanzmathematik, Dresden; 2017-04-22.

  36. J. Backhoff: 
    "Existence of extremal diffusions matching a continuum of marginals and applications"; 
    Talk: Workshop in Wahrscheinlichkeitstheorie, Statistik und Finanzmathematik, TU Dresden; 2017-04-21.

  37. S. Källblad: 
    "A dynamic programming principle for distribution-constrained optimal stopping"; 
    Talk: Workshop in Wahrscheinlichkeitstheorie, Statistik und Finanzmathematik, Dresden; 2017-04-21.

  38. S. Källblad: 
    "A dynamic programming approach to model-independent pricing and some related problems"; 
    Talk: Byrne Young Researcher Workshop in Mathematical Finance, University Ann Arbor, Michigan, USA; 2017-03-29.

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  39. M. Eder: 
    "Geometry of distribution-constrained optimal stopping problems"; 
    Talk: Byrne Young Researcher Workshop in Mathematical Finance, University Ann Arbor, Michigan, USA (invited); 2017-03-27.

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  40. M. Beiglböck: 
    "Brenier's Theorem, Martingale Optimal Transport and the Local Vol Model"; 
    Talk: The London Mathematical Finance Seminar Series, London Graduate School in Mathematical Finance, London, UK (invited); 2017-03-23.

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  41. J. Backhoff: 
    "On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration"; 
    Talk: Workshop on Variational and stochastic analysis, Chile (invited); 2017-03-15 - 2017-03-16.

  42. M. Beiglböck: 
    "Continuous time martingale transport and the local volatility model"; 
    Talk: Oberwolfach Workshop "Mathematics of Quantitative Finance", Oberwolfach, Deutschland (invited); 2017-02-26 - 2017-03-04.

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  43. M. Beiglböck: 
    "Brenier-type results in Martingale Optimal Transport"; 
    Talk: Seminar in Financial and Insurance Mathematics, RiskLab Switzerland, ETH Zürich (invited); 2017-02-23 - 2017-02-24.

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  44. J. Backhoff: 
    "Existence of extremal diffusions matching a continuum of marginal and applications"; 
    Talk: Joint Risk & Stochastics and Financial Mathematics Seminar Series 2016-17, LSE - London School of Economics and Political Sciences, London, UK (invited); 2017-02-02.

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  45. M. Huesmann: 
    "Transport cost estimates for random measures in dimension one"; 
    Talk: Vienna Seminar in Mathematical Finance and Probability, TU Wien, University of Vienna, Austria (invited); 2017-01-12.

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  46. M. Beiglböck: 
    "A Monotonicity Principle for the Distribution Constrained Optimal Stopping Problem / in Session: Model Risk & Robustness"; 
    Talk: Advances in Financial Mathematics, Paris, France (invited); 2017-01-10 - 2017-01-13.

  47. J. Backhoff: 
    "Convergencia 'información-consistente' de procesos con aplicaciones en optimización estocástica"; 
    Talk: Mathematics Colloquium, University of Chile, Santiago; 2016-12-16.

  48. M. Beiglböck: 
    "The Geometry of Model Uncertainty"; 
    Talk: Bielefeld Stochastic Afternoon - Math Finance Session, Bielefeld, DE (invited); 2016-12-14.

  49. C. Griessler: 
    "Variants of c-cyclical monotonicity and optimality in transport problems"; 
    Talk: Public PhD Thesis Defense, Universität Wien; 2016-12-02.

  50. J. Backhoff: 
    "On the Dynamic Representation of Some Time-Inconsistent Risk Measures in a Brownian Filtration"; 
    Talk: Research in Options 2016, Rio de Janeiro, Brasil; 2016-11-29.

  51. M. Huesmann: 
    "The geometry of multi-marginal Skorokhod embedding"; 
    Talk: Conference "Heat Kernels, Stochastic Processes and Functional Inequalities", Oberwolfach; 2016-11-27 - 2016-12-03.

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  52. M. Beiglböck: 
    "The Geometry of Model Uncertainty"; 
    Talk: Research Seminar of the Institute for Statistics and Mathematics, Wirtschaftsuniversität Wien (invited); 2016-11-18.

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  53. M. Huesmann: 
    "The geometry of multi-marginal Skorokhod embedding"; 
    Talk: ERC Conference on Optimal Transportation and Applications, Pisa, Italy (invited); 2016-11-07 - 2016-11-11.

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  54. M. Beiglböck: 
    "Geometry of distribution constraint optimal stopping problems"; 
    Talk: Mathematical and Computational Finance Seminar, Mathematical Institute University of Oxford, UK (invited); 2016-10-20.

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  55. J. Backhoff, M. Beiglböck, A. Cox, M. Huesmann: 
    "Root and Rost embeddings, their symmetry, and the robust superhedging of variance options"; 
    Talk: VCMF2016 Vienna Congress on Mathematical Finance, Wien; 2016-09-12 - 2016-09-14.

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  56. A. Zalashko, J. Backhoff, M. Beiglböck: 
    "Causal transport in discrete time and applications"; 
    Talk: VCMF2016 Vienna Congress on Mathematical Finance, Wien; 2016-09-12 - 2016-09-14.

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  57. M. Beiglböck: 
    "Skorokhod Embedding and Non-Standard Analysis"; 
    Talk: The Stone-Cech Compactification: Theory and Applications, University of Cambridge, UK (invited); 2016-07-06.

  58. T. Lim: 
    "Optimal mass transportation under various additional constraints"; 
    Keynote Lecture: Seminario di Matematica, Pisa, Italy (invited); 2016-07-06.

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  59. J. Backhoff: 
    "On the symmetry between the Root and Rost embeddings and their connection to certain optimal stopping problems"; 
    Talk: 5th Austrian Stochastic Days, University of Technology, Graz (invited); 2016-06-30.

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  60. M. Beiglböck: 
    "The geometry of Skorokhod embedding"; 
    Keynote Lecture: 5th Austrian Stochastic Days, University of Technology, Graz (invited); 2016-06-30.

    More information

  61. S. Källblad: 
    "Model - independent bounds for Asian options: a dynamic programming approach"; 
    Talk: ICMS Workshop: At the Frontiers of Quantitative Finance, Edinburgh, UK (invited); 2016-06-27.

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  62. T. Lim: 
    "Optimal Transport in general dimensions with various additional constraints"; 
    Talk: The 7th Pacific RIM Conference on Mathematics 2016, Seoul National University, Korea; 2016-06-27 - 2016-07-01.

  63. M. Beiglböck: 
    "Martingales, Inequalities, and Model-Free Finance"; 
    Talk: Seminar at Faculty of Mathematics, University of Vienna, Austria, Vienna (invited); 2016-06-24.

  64. M. Beiglböck: 
    "The Geometry of Model Risk"; 
    Talk: Seminar at Faculty of Mathematics, University of Vienna, Austria, Vienna (invited); 2016-06-24.

  65. T. Lim: 
    "Optimal Martingale Transport and Skorokhod Embedding in general dimensions"; 
    Talk: CMC conference: Analysis, Geometry, and Optimal Transport, KIAS - Korea Institute of Advanced Study; 2016-06-20 - 2016-06-24.

  66. S. Källblad: 
    "Model-Independent Bounds for Asian Options: a Dynamic Programming Approach"; 
    Talk: 5th Berlin Workshop on Mathematical Finance for Young Researchers, Department of Mathematics, Humboldt-Universität, Berlin; 2016-06-03.

    More information

  67. B. Acciaio, M. Huesmann: 
    "Model-independent pricing with additional information"; 
    Talk: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (Thematic program: Mathematics for Risk in Finance and Energy), WPI, Wolfgang Pauli Institute, Vienna; 2016-04-06.

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  68. M. Beiglböck: 
    "Pathwise super-replication via Vovk's outer measure"; 
    Talk: Workshop on "Pathwise methods, Functional Calculus and applications in Mathematical Finance" (Thematic program: Mathematics for Risk in Finance and Energy), WPI, Wolfgang Pauli Institute, Vienna (invited); 2016-04-04 - 2016-04-07.

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  69. J. Backhoff: 
    "On the symmetry between the Root and Rost embeddings and their connection to certain optimal stopping problems"; 
    Talk: Skorokhod embeddings, Martingale Optimal Transport and their applications, University of Oxford, UK (invited); 2016-03-16.

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  70. M. Beiglböck: 
    "Causal transport in discrete time and applications"; 
    Talk: Skorokhod embeddings, Martingale Optimal Transport and their applications, University of Oxford, UK (invited); 2016-03-16.

    More information

  71. S. Källblad: 
    "Model-independent bounds for Asian options: a dynamic programming approach"; 
    Talk: Skorokhod embeddings, Martingale Optimal Transport and their applications, University of Oxford, UK (invited); 2016-03-15 - 2016-03-16.

    More information

  72. T. Lim: 
    "On the structure of optimal Skorokhod embedding between radially symmetric marginals"; 
    Talk: Skorokhod embeddings, Martingale Optimal Transport and their applications, University of Oxford, UK (invited); 2016-03-14 - 2016-03-16.

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  73. M. Beiglböck: 
    "The geometry of Skorokhod embedding"; 
    Talk: Seminar at IST, Institut of Science and Technology, Klosterneuburg (invited); 2016-02-22.

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  74. S. Källblad: 
    "Model-Independent bounds for Asian Options: A dynamic Programming Approach"; 
    Talk: Séminaire de probabilités et mathématiques financières, Paris, France; 2016-02-18.

    More information

  75. M. Beiglböck: 
    "Optimal transport and Skorokhod embedding"; 
    Talk: Séminaire Calcul stochastique, Institut de Recherche Mathématique Avancée, Strasbourg, France (invited); 2016-02-05.

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  76. N. Juillet, M. Beiglböck: 
    "Lois jointes par la méthode des ombres"; 
    Talk: Séminaire Calcul stochastique, Institut de Recherche Mathématique Avancée, Strasbourg, France; 2016-01-28 - 2016-02-11.

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  77. J. Backhoff: 
    "On optimal transport under the causality constraint"; 
    Talk: Joint Risk & Stochastics and Financial Mathematics Seminar Series 2016, London School of Economics, UK (invited); 2016-01-25.

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  78. N. Kusolitsch: 
    "Eine Anmerkung zum Beweis des Ergodensatzes"; 
    Talk: Stochastik - Workshop Innsbruck (in Kooperation mit TU Dresden), Innsbruck (invited); 2014-08-26 - 2014-08-28.

  79. K. Grill: 
    "Logoi, Arithmoi, and Logarithms"; 
    Talk: Asymptotic results in probability and statistics, International conference in honor of the 80th birthday of Endre Csáki and Pál Révész, Alfréd Rényi Institute of Mathematics Hungarian Academy of Sciences, Budapest, Hungary (invited); 2014-08-22 - 2014-08-23.

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  80. N. Kusolitsch: 
    "Some remarks concerning the proof of the maximal ergodic theorem"; 
    Talk: Asymptotic results in probability and statistics, International conference in honor of the 80th birthday of Endre Csáki and Pál Révész, Alfréd Rényi Institute of Mathematics Hungarian Academy of Sciences, Budapest, Hungary (invited); 2014-08-22.

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  81. W. Wertz: 
    "Optimale und Äquivariante Schätzer unter konvexem Verlust"; 
    Talk: Workshop TU Dresden - TU Wien, Dresden (invited); 2011-03-18.

  82. K. Felsenstein: 
    "Exakte Vergleichstests für diskrete Verteilungen"; 
    Talk: Workshop TU Dresden - TU Wien, Dresden (invited); 2011-03-17.

  83. N. Kusolitsch: 
    "Ein Markoffmodell der Umsatzentwicklung beim österreichischen Lotto 6 aus 45"; 
    Talk: Workshop TU Dresden - TU Wien, Dresden (invited); 2011-03-17.

  84. K. Felsenstein: 
    "MCMC Algorithms in semiparametric Bayesian Models"; 
    Talk: Mathematical Modelling of Dynamics in Biological Systems, London; 2010-08-27.

  85. N. Kusolitsch: 
    "Why the theorem of Scheffé should be rather called a theorem of Riesz"; 
    Talk: Tagung über "Asymptotic Results in Probability and Statistics", Budapest (invited); 2009-11-07.

  86. K. Grill: 
    "Runs of Heads and Tails"; 
    Talk: Conference in honor of E. Caski and P. Révész, Budapest (invited); 2009-11-06.

  87. W. Wertz: 
    "Fractal models in biology"; 
    Talk: Ungarische Akademie der Wissenschaften, Budapest (invited); 2009-11-06.

  88. W. Wertz: 
    "On fractal analysis of tumours and tumour cells"; 
    Talk: 17th ÖMG Congress / Annual DMV Conference, Graz (invited); 2009-09-24 - 2009-09-25.

  89. W. Wertz: 
    "Fractal models in biology"; 
    Talk: 26th Seminar of the Austro-Swiss Region of the International Biometric Society, Linz (invited); 2009-09-16.

  90. K. Felsenstein: 
    "Bayesian Methods for the detection of structural changes"; 
    Talk: ISDA- Symposium: "Credit-Derivative Market Practice Changes", London; 2009-08-18.

  91. W. Wertz: 
    "Anwendung von Fraktalen in der Medizin"; 
    Talk: Universität Klagenfurt, Klagenfurt (invited); 2009-05-11.

  92. W. Wertz: 
    "Fraktale Strukturen in Biologie und Medizin"; 
    Talk: TU Dresden, Dresden (invited); 2008-10-28.

  93. K. Felsenstein: 
    "Prognoseverteilungen für Metalldaten"; 
    Talk: ARGEV, Wien (invited); 2008-01-17.

  94. E. Tanir, V. Tornatore, J. Böhm, K. Felsenstein, H. Schuh: 
    "Methods for Intra-technique Combinations of Solutions"; 
    Talk: General Assembly of the International Union of Geodesy and Geophysics, Perugia, Italien; 2007-07-02 - 2007-07-13.

  95. K. Felsenstein: 
    "Bayes-Modelle mit Mischungsgewichten"; 
    Talk: Institut für Mathematische Stochastik, TU Dresden (invited); 2005-11-08.

  96. W. Wertz: 
    "Grundlagenfragen der Wahrscheinlichkeitstheorie"; 
    Keynote Lecture: Partnerschaftsabkommen mit der TU Dresden, Dresden (invited); 2005-10-28.

  97. W. Wertz: 
    "Der Wahrscheinlichkeitsbegriff im Schulunterricht"; 
    Talk: Jahrestagung der DMV, Klagenfurt (invited); 2005-09-19.

  98. K. Felsenstein: 
    "Statistische Analysen zur Metallsammlung 2004"; 
    Talk: ARGEV, Wien (invited); 2005-01-25.


Doctor's Theses (authored and supervised)


  1. C. Griessler: 
    "Some theoretical underpinnings for modelling problems in mathematical finance"; 
    Supervisor, Reviewer: M. Beiglböck, S. Gerhold; 105 Institut für Stochastik und Wirtschaftsmathematik, 2016; oral examination: 2016-12-06.

  2. G. Franzl: 
    "Queueing models for multi-service networks"; 
    Supervisor, Reviewer: H.R. van As, K. Grill; E389, 2015; oral examination: 2015-03-06.

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  3. A. Borny: 
    "Performance analysis of vacation queueing systems and their applications in wireless networks"; 
    Supervisor, Reviewer: H.R. van As, K. Grill; E389, 2013; oral examination: 2013-04-22.

  4. A. Sohail: 
    "Performance Analysis of Network Access Nodes using Polling Systems"; 
    Supervisor, Reviewer: H.R. van As, K. Grill; E389, 2012; oral examination: 2012-07-26.

  5. F.Z. Khan: 
    "Analysis of optical burst switched networks with edge-core joint modes"; 
    Supervisor, Reviewer: H.R. van As, K. Grill; E389, 2012; oral examination: 2012-06-01.

  6. M.F. Hayat: 
    "Modelling and Analysis of All-Optical Burst Switched Nodes"; 
    Supervisor, Reviewer: H.R. van As, K. Grill; E389, 2012; oral examination: 2012-03-30.

  7. A. Shah: 
    "Performance Modeling and Congestion Control Through Descrete-Time Queueing"; 
    Supervisor, Reviewer: H.R. van As, K. Grill; E388, 2010; oral examination: 2010-04-07.

  8. W. Shah: 
    "Performance Modeling of Queueing Systems Using Matrix Geometric Method"; 
    Supervisor, Reviewer: H.R. van As, K. Grill; E388, 2010; oral examination: 2010-04-07.

  9. C. Dombacher: 
    "Queeueing models for call centres"; 
    Supervisor, Reviewer: K. Grill; E107, 2010.

  10. M. Sommereder: 
    "Advanced Markov Chain Techniques in Queueing Networks"; 
    Supervisor, Reviewer: H.R. van As, K. Grill; Institut für Breitbandkommunikation, 2009; oral examination: 2009-03-03.

  11. S. Sarwar: 
    "Performance Evaluation of Optical Burst-Switched (OBS) Networks"; 
    Supervisor, Reviewer: H.R. van As, K. Grill; Institut für Breitbandkommunikation, 2008; oral examination: 2008-12-16.

  12. K. Aziz: 
    "Queueing Analysis of Network Edge Nodes Based on Multi-dimensional State Diagrams"; 
    Supervisor, Reviewer: H.R. van As, K. Grill; Institut für Breitbandkommunikation, 2008; oral examination: 2008-07-02.


Diploma and Master Theses (authored and supervised)


  1. D. Linzmayer: 
    "Die probabilistische Methode in der Kombinatorik"; 
    Supervisor: K. Grill; Institut für Stochastik und Wirtschaftsmathematik, E105.7 Mathematische Stochastik, 2018.

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  2. G. Pammer: 
    "Distribution-Constrained Optimal Stopping Problems in Discrete Time"; 
    Supervisor: M. Beiglböck; Institut für Stochastik und Wirtschaftsmathematik, E105.7 Mathematische Stochastik, 2018.

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  3. S. Reichl: 
    "Ein Workflow für die Einzelzell-RNA-Sequenzierungsanalyse mit dem Ziel eines robusten und nachvollziehbaren Clusterings nach Zellpopulationen"; 
    Supervisor: K. Grill; Institut für Stochastik und Wirtschaftsmathematik, E105.7 Mathematische Stochastik, 2018.

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  4. F. Winkelbauer: 
    "Die Kleinstquadratmethode zur Faktorextraktion in der Faktorenanalyse"; 
    Supervisor: K. Grill; Institut für Stochastik und Wirtschaftsmathematik, E105.7 Mathematische Stochastik, 2018.

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  5. A. Grass: 
    "Uniqueness Properties of Barrier Type Skorokhod Embeddings and Perkins Embedding with General Starting Law"; 
    Supervisor: M. Beiglböck; 105.7 MSTOCH, Institut für Stochastik und Wirtschaftsmathematik, 2017.

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  6. N. Nobel: 
    "Markov Prozesse unter stark mischenden Bedingung"; 
    Supervisor: K. Felsenstein; 105-7 Institut für Stochastik und Wirtschaftsmathematik, 2016; final examination: 2016-11.

  7. E. Beltzung: 
    "Bayesian Sequential Methods in Clinical Trials"; 
    Supervisor: K. Felsenstein; 105-7 Institut für Stochastik und Wirtschaftsmathematik, 2016.

  8. C. Sagmeister: 
    "Quantifying Operational Risk - Documentation of an AMA model"; 
    Supervisor: K. Grill; E107 Institut für Statistik und Wahrscheinlichkeitstheorie, 2014.

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  9. A. Steiner: 
    "Stabile Verteilungen in der Modellierung von Finanzdaten"; 
    Supervisor: K. Grill; E107 Institut für Statistik und Wahrscheinlichkeitstheorie, 2014.

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  10. M. Tomisser: 
    "Veranschaulichung wichtiger Konzepte des Stochastikunterrichts an den Österreichischen AHS mit Hilfe statistischer Software"; 
    Supervisor: N. Kusolitsch, M. Faber; Statistik und Wahrscheinlichkeitstheorie, 2013; final examination: 2013-06-20.

  11. A. Morhammer: 
    "Influence of player preferences on the game "Lotto 6 aus 45""; 
    Supervisor: N. Kusolitsch; E107, 2011; final examination: 2011-05-06.

  12. M. Majlessi: 
    "Statistical Analysis for Post Traumatic Stress Disorder and Mental Health in Kosovo after War"; 
    Supervisor: K. Grill; E107, 2011.

  13. M Hofbauer: 
    "Martingale convergence avoiding the upcrossing inequality"; 
    Supervisor: K. Grill; E107, 2010.

  14. S. Mikulovic: 
    "Statistical Analysis and Modeling of Bioprocesses"; 
    Supervisor: K. Felsenstein; E107, 2010.

  15. D. Koffler: 
    "Untersuchung fraktaler Strukturen mittels Martingalmethoden"; 
    Supervisor: W. Wertz; E107, 2009.

  16. A. Posekany: 
    "Robustness Issues in Bayesian Analysis of Microarray Data"; 
    Supervisor: K. Felsenstein; E107, 2009.

  17. C. Dombacher: 
    "Stationary Queueing Models with Aspects of Customer Impatience and Retrial Behaviour"; 
    Supervisor: K. Grill; E107, 2008.

  18. R. Ion: 
    "Genetische Algorithmen und Neuronale Netze"; 
    Supervisor: K. Grill; E107, 2008.

  19. B. Länger: 
    "Application of Statistical Methods in Process Analytical Technology"; 
    Supervisor: K. Felsenstein; E107, 2008.

  20. C. Thelesklaf: 
    "Das Ising Modell"; 
    Supervisor: K. Grill; E107, 2008.

  21. R. Mohammadi: 
    "Data Mining und Statistik"; 
    Supervisor: K. Grill; E107, 2007.

  22. S. Bauer: 
    "Zufällige Fraktale in Biologie und Medizin"; 
    Supervisor: W. Wertz; E107, 2006.

  23. A.-A. Rajaei Hajiagha: 
    "Speech Synthesis"; 
    Supervisor: K. Grill; E107, 2006.

  24. W. Boller: 
    "Extrema des Wienerprozesses"; 
    Supervisor: K. Grill; E107, 2005.

  25. C. Fessl: 
    "Naturdarstellung mit Fraktalen"; 
    Supervisor: W. Wertz; E107, 2005.

  26. R. Koch: 
    "Suprema von Gaußprozessen"; 
    Supervisor: K. Grill; E107, 2005.


Scientific Reports


  1. K. Felsenstein: 
    "Mathematische Validierung von Kernschätzungen";
    Report for Forschungsbericht im Auftrag von: F&P Netzwerk Umwelt GmbH; Report No. 9. März, 2018; 6 pages.

  2. K. Felsenstein: 
    "Optimale Vergleichstest für Zähldaten";
    Report for Forschungsbericht im Auftrag von: F&P Netzwerk Umwelt GmbH; Report No. 10. November, 2018; 2 pages.

  3. G. Fritz, G. Hattinger, K. Felsenstein: 
    "Metall- und LVP-Analyse für Österreich - 2017";
    Report for Studie im Auftrag von: FHA - Gesellschaft für chemisch-technische Analytik GmbH; Report No. 13. März (2-teilig / I: 28 Seiten; II: 31 Seiten), 2018; 59 pages.

  4. K. Felsenstein: 
    "Optimierte Analyse von Durchschnittsgewichten";
    Report for Forschungsbericht im Auftrag von: Elektroaltgeräte Koordinierungsstelle Austria GmbH, Austrian Coordination Body For Waste Electrical And Electronic Equipment, Wien; Report No. 27. April, 2017.

  5. K. Felsenstein, B. Spangl: 
    "Richtlinien für die statistische Auswertung von Sortieranalysen und Stückgewichtanalysen";
    Report for Bundesministerium für Land- und Forstwirtschaft, Umwelt und Wasserwirtschaft; Report No. 30. November, 2017.

  6. G. Fritz, G. Hattinger, K. Felsenstein: 
    "Metall- und LVP-Analyse für Österreich - 2016";
    Report for Studie im Auftrag von: FHA - Gesellschaft für chemisch-technische Analytik GmbH Wien; Report No. 27. Februar, 2017.

  7. K. Felsenstein: 
    "Entwicklung statistischer Methoden für Restmüllanalysen";
    Report for Bundesministerium für Land- und Forstwirtschaft, Umwelt und Wasserwirtschaft; Report No. 12. Mai, 2016.

  8. G. Fritz, G. Hattinger, K. Felsenstein: 
    "Metall- und LVP-Analyse für Österreich - 2015";
    Report for Studie im Auftrag von: FHA - Gesellschaft für chemisch-technische Analytik GmbH Wien; Report No. 20. Januar, 2016.

  9. K. Felsenstein: 
    "Analysenkonzept zur Erstellung eines Qualitätssicherungskonzepts";
    2010.

  10. K. Felsenstein: 
    "Endbericht 2009 zur Durchführung der ARA-Metall-Inputanalyse";
    2010.

  11. K. Felsenstein: 
    "Endbericht zur Analyse der MKF-Fraktionen 2009";
    2010.

  12. K. Grill: 
    "A security analysis of the SecLookOn Authentication system";
    Report No. MS-2010-1, 2010.

  13. K. Felsenstein: 
    "Endbericht zur ARGEV-Metallanalyse - Analyseebene 1&2";
    Report for FHA, Gesellschaft für chemisch-technische Analytik; 2009.

  14. K. Felsenstein: 
    "Stichprobenmethode zur Erhebung der Masse von in Verkehr gesetzten Verpackungen";
    Report for Ministerium für Land- und Forstwirtschaft, Umwelt und Wasserwirtschaft; 2009.

  15. W. Wertz: 
    "Fractal models in biology";
    Report No. MS-2009-1, 2009.

  16. K. Felsenstein, W. Kleer: 
    "Stichprobenplanung zur Untersuchung von Verpackungsmengen";
    Report No. SM-2008-5, 2008.

  17. G. Fritz, G. Hattinger, K. Felsenstein: 
    "Endbericht zur Durchführung einer ARGEV-Metallanalyse";
    Report No. SM-2008-6, 2008.

  18. W. Wertz: 
    "Der Wahrscheinlichkeitsbegriff im Schulunterricht, SM-2005-1";
    2005.


Non-textual Scientific Publications


  1. S. Källblad: 
    "Model-independent bounds for Asian options - a dynamic programming approach";
    Publication type: Video, project: Robust Hedging and Optimal Transport / OPTTRANS; 2016.

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