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researcher

U. Horst

36 papers hereh-index 252k citations111 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author18
  • middle author10
  • last author7

Across the 35 of 36 papers where every author was matched, so the position is known.

fields
  • q-fin.MF17
  • math.OC8
  • math.PR5
  • q-fin.TR2
  • cs.CE1
  • math.AP1

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedA Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions

48 citations · 195 across the 26 of their papers we have counts for

collaborators
Showing 2019 · math.PRShow all

1 paper · 2 filters

math.PR2019★ 5 cited

Functional Limit Theorems for Marked Hawkes Point Measures

Ulrich Horst, Wei Xu

This paper establishes a functional law of large numbers and a functional central limit theorem for marked Hawkes point measures and their corresponding shot noise processes. We pr…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.