Daniel Neuenschwander
Coordonnées
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Professeur associé
Département de sciences actuarielles |
Publications
39 dernières publications
: Revue avec comité de lecture
2014
Neuenschwander D. (2014). A new Proof for the Lévy Construction of Second Kind for Stable Laws. Journal of Mathematical Sciences, 200, 473-475. ![]() | |
Neuenschwander D. (2014). On Multivariate Power Series of Random Variables Satisfying Some Hierarchy Conditions. Journal of Mathematical Sciences, 200, 476-479. ![]() | |
Neuenschwander D. (2014). On Chung's Law of Large Numbers on Simply Connected Step 2-Nilpotent Lie Groups. Journal of Mathematical Sciences, 196, 75-77. ![]() | |
2013
2012
2009
Neuenschwander D. (2009). On Sufficient Statistics for Combined Models with Stochastic Volatility and Jumps: Some Complements. Far East Journal of Theoretical Statistics, 28, 117-131. ![]() | |
2008
Neuenschwander D. (2008). Solution to Advanced Problem 6576*. The American Mathematical Monthly, 115, 263-264. ![]() | |
Neuenschwander D. (2008). Retrieval of Black-Scholes and Generalized Erlang Models by Perturbed Observations at a Fixed Time. Insurance: Mathematics and Economics, 42, 453-458. ![]() | |
2004
Neuenschwander D. (2004). Probabilistic and Statistical Methods in Cryptology (3028). Springer Berlin Heidelberg. | |
2003
Neuenschwander D. , Zeuner H. (2003). Generating random numbers of prescribed distribution using physical sources. Statistics and Computing, 13, 5-11. ![]() | |
2002
Neuenschwander D. (2002). Petrov's Law of the Iterated Logarithm on Simply Connected Step 3-Nilpotent Lie Groups. Journal of Mathematical Sciences, 111, 3857-3860. | |
Neuenschwander D. (2002). Petrov's law of the iterated logarithm on simply connected nilpotent Lie groups. Publicationes Mathematicae Debrecen, 60, 23-28. | |
Neuenschwander D. (2002). Covariograms of convex bodies in the plane: A remark on Nagel's theorem. Elemente der Mathematik, 57, 61-65. ![]() | |
2001
Neuenschwander D. (2001). Two Remarks on the Central Limit Theory. Journal of Mathematical Sciences, 106, 2725-2731. | |
Neuenschwander D. (2001). On the Representation of Permutations as Products of Transpositions. Elemente der Mathematik, 56, 1-3. ![]() | |
2000
Neuenschwander D. (2000). Unimodality of stable gaussian laws on the Heisenberg group. Monatshefte für Mathematik, 129, 133-137. ![]() | |
Neuenschwander D. (2000). Lösung zu Aufgabe 1142. Elemente der Mathematik, 55, 40-41. | |
Neuenschwander D. (2000). S-Stable semigroups on simply connected step 2-nilpotent Lie groups. Contemporary Mathematics, 261, 59-70. | |
Neuenschwander D. (2000). On option pricing in models driven by iterated integrals of Brownian motion. Mitt. SAV, 1, 35-39. | |
Neuenschwander D. , Schott R. (2000). The class I_0 on abstract structures. Journal of Mathematical Sciences, 99, 1463-1468. | |
1999
Franz U., Neuenschwander D. ; Schott R. (1999). Phase retrieval for probability distributions on quantum groups and braided groups. Journal of Theoretical Probability, 12, 585–594. ![]() | |
Jurek Z.J. , Neuenschwander D. (1999). S-Stable Laws in Insurance and Finance and Generalization to Nilpotent Lie Groups. Journal of Theoretical Probability, 12, 1089-1107. | |
Neuenschwander D. (1999). The Class $I_0$ for Random Increasing Upper Semicontinuous Functions . Theory of Probability and Its Applications, 44, 106-109. | |
1998
Neuenschwander D. (1998). Law of the iterated logarithm for Lévy's area process composed with Brownian motion. Statistics and Probability Letters, 40, 371-377. ![]() | |
1997
Neuenschwander D. (1997). A new proof of the multidimensional convergence of types theorem. Statistics and Probability Letters, 33, 85-88. ![]() | |
Neuenschwander D. (1997). Uniqueness of roots in l(1)(Gamma,N-0) over lattices in simply connected nilpotent Lie groups. Publicationes Mathematicae-Debrecen, 50, 43-47. ![]() | |
1996
Neuenschwander D. (1996). Commutative infinitesimal triangular systems on Euclidean motion groups. Statistics and Probability Letters, 30, 33-36. ![]() | |
Neuenschwander D. (1996). Probabilities on the Heisenberg group: Limit theorems and Brownian motion (1630). Berlin: Springer-Verlag. | |
Neuenschwander D. , Scheffer H.-P. (1996). Laws of the iterated logarithm for the central part of (semi-)stable measures on the Heisenberg groups. Monatshefte für Mathematik, 121, 265-274. ![]() | |