267 citations · 297 across the 10 of their papers we have counts for
10 papers
Copula & Marginal Flows: Disentangling the Marginal from its Joint
Magnus Wiese, Robert Knobloch, Ralf Korn
Deep generative networks such as GANs and normalizing flows flourish in the context of high-dimensional tasks such as image generation. However, so far exact modeling or extrapolat…
Quant GANs: Deep Generation of Financial Time Series
Magnus Wiese, Robert Knobloch, Ralf Korn +1
Modeling financial time series by stochastic processes is a challenging task and a central area of research in financial mathematics. As an alternative, we introduce Quant GANs, a…
Maximal inequalities for fractional Lévy and related processes
Christian Bender, Robert Knobloch, Philip Oberacker
In this paper we study processes which are constructed by a convolution of a deterministic kernel with a martingale. A special emphasis is put on the case where the driving marting…
A generalised Itō formula for Lévy-driven Volterra processes
Christian Bender, Robert Knobloch, Philip Oberacker
We derive a generalised Itō formula for stochastic processes which are constructed by a convolution of a deterministic kernel with a centred Lévy process. This formula has a unifyi…
The Kingman tree length process has infinite quadratic variation
Iulia Dahmer, Robert Knobloch, Anton Wakolbinger
In the case of neutral populations of fixed sizes in equilibrium whose genealogies are described by the Kingman -coalescent back from time consider the associated processes…
Limit theorems for fragmentation processes with immigration
Robert Knobloch
In this paper we extend two limit theorems which were recently obtained for fragmentation processes to such processes with immigration. More precisely, in the setting with immigrat…
One-sided FKPP travelling waves in the context of homogeneous fragmentation processes
Robert Knobloch
In this paper we introduce the one-sided FKPP equation in the context of homogeneous fragmentation processes. The main result of the present paper is concerned with the existence a…
Asymptotic properties of the process counted with a random characteristic in the context of fragmentation processes
Robert Knobloch
In this paper we prove a strong law of large numbers and its L^1-convergence counterpart for the process counted with a random characteristic in the context of self-similar fragmen…
Survival of homogeneous fragmentation processes with killing
Robert Knobloch, Andreas E. Kyprianou
We consider a homogenous fragmentation process with killing at an exponential barrier. With the help of two families of martingales we analyse the growth of the largest fragment fo…
Strong Law of Large Numbers for Fragmentation Processes
S. C. Harris, R. Knobloch, A. E. Kyprianou
In the spirit of a classical results for Crump-Mode-Jagers processes, we prove a strong law of large numbers for homogenous fragmentation processes. Specifically, for self-similar…