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Publications

10 publications classées par: type de publication  -  année

: Revue avec comité de lecture

Articles

Neuenschwander D (in press). On Multivariate Power Series of Random Variables Satisfying some Hierarchy Condition. J. Math. Sci.

Neuenschwander D. (in press). On Chung's Law of Large Numbers on Simply Connected Step 2-Nilpotent Lie Groups. J. Math. Sci.

Neuenschwander D. (in press). A New Proof for the Lévy Construction of Second Kind for Stable Laws. J. Math. Sci.

Neuenschwander D. (2009). On Sufficient Statistics for Combined Models with Stochastic Volatility and Jumps: Some Complements. Far East J. Theor. Stat., 28(2), 117-131.

Neuenschwander D. (2009). Probabilities on Simply Connected Nilpotent Lie Groups: On the Doeblin-Gnedenko Conditions for the Domain of Attraction of Stable Laws. With an Appendixon a New Proof of Siebert's Convergence Theorem for Generating Distributions. Int. J. Pure Appl. Math., 55(2), 187-199.

Neuenschwander D. (2009). Retrieval of the Law of a Random Payment Stream by the Joint Law of its Final Value and the Interest Rate at some Fixed Time. Int. J. Pure Appl. Math., 55(2), 173-186.

Neuenschwander D. (2008). Retrieval of Black-Scholes and Generalized Erlang Models by Perturbed Observations at a Fixed Time. Insur. Math. Econ., 42(1), 453-458.

Neuenschwander D. (2008). Uniqueness of Embedding into a Gaussian Semigroup and a Poisson Semigroup with Determinate Jump Law on a Simply Connected Nilpotent Lie Group. J. Theoret. Probab., 21(4), 791-801.

Neuenschwander D. (2008). Solution to Advanced Problem 6576*. Amer. Math. Monthly, 115, 263-264.

Neuenschwander D. (2008). Uniqueness of Embedding of Gaussian Probability Measures into a Continuous Convolution Semigroup on Simply Connected Nilpotent Lie Groups. C. R., Math., Acad. Sci. Paris, 346(15-16), 887-892.

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