activity
20142023
most citedStrong convergence of the Euler--Maruyama approximation for a class of Lévy-driven SDEs

44 citations · 119 across the 10 of their papers we have counts for

collaborators

10 papers

cond-mat.quant-gas2023★ 6 cited

Local temperature control of magnon frequency and direction of supercurrents in a magnon Bose-Einstein condensate

Matthias R. Schweizer, Franziska Kühn, Victor S. L'vov +4

The creation of temperature variations in magnetization, and hence in the frequencies of the magnon spectrum in laser-heated regions of magnetic films, is an important method for s…

cond-mat.quant-gas2023★ 4 cited

Rapid-prototyping of microscopic thermal landscapes in Brillouin light scattering spectroscopy

Matthias R. Schweizer, Franziska Kühn, Malte Koster +3

Since temperature and its spatial and temporal variations affect a wide range of physical properties of material systems, they can be used to create reconfigurable spatial structur…

math.PR2022★ 1 cited

Maximal Inequalities and Some Applications

Franziska Kühn, René L. Schilling

A maximal inequality is an inequality which involves the (absolute) supremum or the running maximum of a stochastic process $(X_t)_{t\…

math.PR2020★ 1 cited

A Liouville theorem for Lévy generators

Franziska Kühn

Under mild assumptions, we establish a Liouville theorem for the "Laplace" equation associated with the infinitesimal generator of a Lévy process: If is a weak solut…

math.PR2019★ 9 cited

On infinitesimal generators of sublinear Markov semigroups

Franziska Kühn

We establish a Dynkin formula and a Courrège-von Waldenfels theorem for sublinear Markov semigroups. In particular, we show that any sublinear operator on $C_c^{\infty}(\mathbb…

math.PR2019★ 8 cited

Schauder estimates for Poisson equations associated with non-local Feller generators

Franziska Kühn

We show how Hölder estimates for Feller semigroups can be used to obtain regularity results for solutions to the Poisson equation associated with the (extended) infinitesima…

math.PR2017★ 44 cited

Strong convergence of the Euler--Maruyama approximation for a class of Lévy-driven SDEs

Franziska Kühn, René L. Schilling

Consider the following stochastic differential equation (SDE) driven by a -dimensional Lévy process . We est…

math.PR2017★ 21 cited

On Martingale Problems and Feller Processes

Franziska Kühn

Let be a pseudo-differential operator with negative definite symbol . In this paper we establish a sufficient condition such that the well-posedness of the $(A,C_c^{\infty}(…

math.PR2016★ 25 cited

On the domain of fractional Laplacians and related generators of Feller processes

Franziska Kühn, René L. Schilling

In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and…

math.PR2014

Moderate deviations and Strassen's law for additive processes

Franziska Kühn, René L. Schilling

We establish a moderate deviation principle for processes with independent increments under certain growth conditions for the characteristics of the process. Using this moderate de…