Alexander Schied

activity

19982025

most citedOn the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals

74 citations · 184 across the 30 of their papers we have counts for

collaborators

Showing 1998 · math.PRShow all

2 papers · 2 filters

math.PR1998

Rademacher's theorem on configuration spaces and applications

Michael Röckner, Alexander Schied

We consider an $L^{2}$ -Wasserstein type distance $ρ$ on the configuration space $Γ_{X}$ over a Riemannian manifold $X$ , and we prove that $ρ$ -Lipschitz functions are contained in a Dir…

math.PR1998

Existence and regularity for a class of infinite-measure $(ξ, ψ, K)$ -superprocesses

Alexander Schied

We extend the class of $(ξ, ψ, K)$ -superprocesses known so far by applying a simple transformation induced by a \lq\lq weight function\rq\rq\ for the one-particle motion. These trans…

Rademacher's theorem on configuration spaces and applications

Existence and regularity for a class of infinite-measure (ξ,ψ,K)-superprocesses

Existence and regularity for a class of infinite-measure $(ξ, ψ, K)$ -superprocesses