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S. Dereich

34 papers hereh-index 211.7k citations64 works total

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

author position
  • sole author4
  • first author24
  • middle author3
  • last author3

Across the 34 of 34 papers where every author was matched, so the position is known.

fields
  • math.PR29
  • cs.LG3
  • math.OC1
  • math-ph1

identity via Semantic Scholar / OpenAlex

activity
20042024
most citedMultilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction

98 citations · 308 across the 30 of their papers we have counts for

collaborators
Showing 2008Show all

2 papers · 1 filter

math.PR2008★ 1 cited

Random networks with sublinear preferential attachment: Degree evolutions

Steffen Dereich, Peter Morters

We define a dynamic model of random networks, where new vertices are connected to old ones with a probability proportional to a sublinear function of their degree. We first give a…

math.PR2008★ 19 cited

Small deviations of general Lévy processes

Frank Aurzada, Steffen Dereich

We study the small deviation problem logP(supt∈[0,1]​∣Xt​∣≤ε), as ε→0, for general Lévy processes X. The techniques enable us to deter…

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