Publications and Preprints
[14] Radically elementary analysis of an
interacting particle system at an unstable equilibrium. J. Log.Anal. 3,
Article 10, 47 p., electronic only (2011) (pdf)
[13] Sensitivity analysis of one parameter
semigroups exemplified by the Wright-Fisher diffusion. Int. J. Funct.
Anal. Oper. Theory Appl. (accepted) (with P. Pfaffelhuber) (pdf)
[12] The tree length of an evolving coalescent
Probab. Theory Relat. Fields, 151 (3-4), 529-557 (2011) (with P.
Pfaffelhuber and A. Wakolbinger)
[11] On the Differentiability of parametrized
families of Linear
Operators and the Sensitivity of their stationary vectors. Period.
Math. Hung. 59, No 2 (2009).
DOI:10.1007/s10998-009-0147-2 (pdf)
[10] Diffusion processes via parabolic
equations: an infinitesimal
approach to Lindeberg’s limit theorem. J. Log. Anal. 1, Article 2, 29
p., electronic only (2009). DOI:10.4115/jla.2009.1.2 (pdf)
[9]
Derivatives of Markov kernels and their
Jordan decomposition. J.
Appl. Anal. 14, No. 1, 13-26 (2008). (with B. Heidergott und A.
Hordijk) (corrected
version)
[8] Local convexity, adapted experiments and
the wave equation: LeCam’s
randomization criterion and related results. Stud. Sci. Math. Hung. 43,
No. 4, 443-486 (2006). DOI:10.1556/SScMath.43.2006.4.3 (pdf)
[7] Measure-Valued differentiation for
Stationary Markov Chains.
Mathematics of Operations Research 31, No.1, 154-172 (2006). (with B.
Heidergott und A. Hordijk)
[6] A characterization of parallelepipeds
related to weak derivatives.
Acta Math. Hung. 107, No.4, 319-328 (2005). (pdf)
[5] A generalization of Lehmann’s theorem on
the comparison of uniform
location experiments. Acta Math. Hung. 107, No.4, 329-336
(2005). (pdf)
[4] Probability gradient estimation by
set-valued calculus and
applications in network design. SIAM J. Optim. 15, No.3, 898-914
(2005). (with G. Pflug) (pdf)
[3] Insuring against the shortfall risk
associated with real options.
Decis. Econ. Finance 26, No.2, 81-96 (2003). (pdf)
[2] A measure-valued approach to convex
set-valued dynamics. Set-Valued
Anal. 9, No.4, 337-373 (2001). (pdf)
[1] Isometries with respect to symmetric
difference metrics. Stud. Sci.
Math. Hung. 37, No.3-4, 273-318 (2001). (pdf)