activity
20082023
most citedStochastic calculus for uncoupled continuous-time random walks

79 citations · 575 across the 55 of their papers we have counts for

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Showing 2021Show all

5 papers · 1 filter

cs.GT2021

Cutting a Cake Is Not Always a 'Piece of Cake': A Closer Look at the Foundations of Cake-Cutting Through the Lens of Measure Theory

Peter Kern, Daniel Neugebauer, Jörg Rothe +3

Cake-cutting is a playful name for the fair division of a heterogeneous, divisible good among agents, a well-studied problem at the intersection of mathematics, economics, and arti…

math.PR2021

On -scale functions of spectrally negative Lévy processes

Anita Behme, David Oechsler, René L. Schilling

We obtain series expansions of the -scale functions of arbitrary spectrally negative Lévy processes, including processes with infinite jump activity, and use these to derive var…

math.PR2021

For which functions are and martingales?

Franziska Kühn, René L. Schilling

Let be a one-dimensional Lévy process such that each has a -density w.r.t. Lebesgue measure and certain polynomial or exponential moments. We chara…

math.FA2021

Convolution inequalities for Besov and Triebel--Lizorkin spaces, and applications to convolution semigroups

Franziska Kühn, René L. Schilling

We establish convolution inequalities for Besov spaces and Triebel--Lizorkin spaces . As an application, we study the mapping properties of convolution semig…

math.PR2021★ 1 cited

The (strong) Liouville property for a class of non-local operators

David Berger, René L. Schilling

We prove a necessary and sufficient condition for the Liouville and strong Liouville properties of the infinitesimal generator of a Lévy process and subordinate Lévy processes. Com…