Alexander Steinicke

activity

20122026

most cited

L_{2}

-variation of Lévy driven BSDEs with non-smooth terminal conditions

11 citations · 27 across the 20 of their papers we have counts for

collaborators

Showing 2022Show all

3 papers · 1 filter

math.PR2022

Complements and Improvements Regarding Distributivity of the Product for $σ$ -Algebras with Respect to the Intersection

K. P. S. Bhaskara Rao, Alexander Steinicke

We present a variety of refined conditions for $σ$ algebras $A$ (on a set $X$ ), $F, G$ (on a set $U$ ) such that the distributivity equation $$(\mathca…

math.CA2022

Continuous functions with impermeable graphs

Zoltán Buczolich, Gunther Leobacher, Alexander Steinicke

We construct a Hölder continuous function on the unit interval which coincides in uncountably (in fact continuum) many points with every function of total variation smaller than 1…

math.PR2022★ 1 cited

A Skorohod measurable universal functional representation of solutions to semimartingale SDEs

Paweł Przybyłowicz, Verena Schwarz, Alexander Steinicke +1

In this paper we show the existence of a universal Skorohod measurable functional representation for a large class of semimartingale-driven stochastic differential equations. For t…

Complements and Improvements Regarding Distributivity of the Product for σ-Algebras with Respect to the Intersection

Continuous functions with impermeable graphs

A Skorohod measurable universal functional representation of solutions to semimartingale SDEs

Complements and Improvements Regarding Distributivity of the Product for $σ$ -Algebras with Respect to the Intersection