René L. Schilling

activity

20182021

most citedA probabilistic proof of Schoenberg's theorem

6 citations · 8 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2021★ 1 cited

Lévy Processes, Generalized Moments and Uniform Integrability

David Berger, Franziska Kühn, René L. Schilling

We give new proofs of certain equivalent conditions for the existence of generalized moments of a Lévy process $(X_{t})_{t \geq 0}$ ; in particular, the existence of a generalized $g$ -…

math.DS2019★ 1 cited

Large deviations for stochastic nonlinear systems of slow-fast diffusions with non-Gaussian Lévy noises

Shenglan Yuan, René Schilling, Jinqiao Duan

We establish the large deviation principle for the slow variables in slow-fast dynamical system driven by both Brownian noises and Lévy noises. The fast variables evolve at much fa…

math.PR2018★ 6 cited

A probabilistic proof of Schoenberg's theorem

Franziska Kühn, René L. Schilling

Assume that $g (∣ ξ ∣^{2})$ , $ξ \in R^{k}$ , is for every dimension $k \in N$ the characteristic function of an infinitely divisible random variable $X^{k}$ . By a classical res…