- PROPAGATION OF CHAOS AND CONTRACTION OF STOCHASTIC MAPPINGS \Lambda
- On the MongeKantorovich Duality Theorem By D. Ramachandran and 1 L. R uschendorf
- SELFSIMILAR FRACTALS SELFSIMILAR RANDOM FRACTALS
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- Convergence of a Branching Type Recursion Convergence d'une r'ecursion de type branch'e
- AAP ims v.2003/08/05 Prn:1/09/2003; 11:54 F:aap165.tex; (Aiste) p. 1 The Annals of Applied Probability
- Law invariant convex risk measures for portfolio vectors
- Rates of Convergence for Quicksort Ralph Neininger 1
- On the weighted Euclidean matching problem in IR d
- ON COMONOTONICITY OF PARETO OPTIMAL RISK SHARING MICHAEL LUDKOVSKI
- A consistency result in general censoring models
- Comparison of multivariate risks and positive Ludger Ruschendorf
- An approximation result for nets in functional estimation
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- Multivariate Aspects of the Contraction Method
- Note on the Schrodinger Equation and IProjections
- Optimal stopping with discount and observation Robert Kuhne and Ludger Ruschendorf
- MMOR manuscript No. (will be inserted by the editor)
- Allocation of risks and equilibrium in markets with finitely many traders
- LIMITING DISTRIBUTION OF THE COLLISION RESOLUTION INTERVAL
- Variance minimization and random variables with constant sum
- On optimal twostopping problems Robert Kuhne and Ludger Ruschendorf
- On a best choice problem for discounted sequences Robert Kuhne and Ludger Ruschendorf \Lambda
- Expansion of transition distributions of L'evy processes in small time
- Approximate optimal stopping of dependent Robert Kuhne and Ludger Ruschendorf
- Optimal consumption strategies under model uncertainty
- Numerical and analytical results for the transportation problem
- OPTIMAL SOLUTIONS OF MULTIVARIATE COUPLING
- Comparison of multivariate risks, Frechetbounds, and positive dependence
- Minimax and minimal distance martingale measures and their
- Approximation of optimal stopping problems Robert Kuhne and Ludger Ruschendorf
- Exponential tail bounds for max-recursive sequences
- On upper and lower prices in discrete time models
- ON OPTIMAL MULTIVARIATE COUPLINGS USCHENDORF AND L. UCKELMANN
- RANDOM FRACTALS AND PROBABILITY METRICS JOHN E. HUTCHINSON AND LUDGER R
- Convergence of twodimensional branching M. Cramer and L. Ruschendorf \Lambda
- ON THE PERCEPTION OF TIME F. Thomas Bruss and Ludger Ruschendorf
- Wasserstein-metric The `Wasserstein-metric' has a colourful history with several quite different fields of appli-
- Ordering of multivariate probability distributions with respect to extreme portfolio
- Comparison of Markov processes via infinitesimal Ludger Rschendorf, Viktor Wolf
- On approximative solutions of multistopping problems
- On optimal allocation of risk vectors Swen Kiesel and Ludger Ruschendorf
- Worst case portfolio vectors and diversification effects
- On optimal portfolio diversification with respect to extreme risks
- PROPAGATION OF CHAOS AND CONTRACTION OF STOCHASTIC
- Metrika, Volume 30, 1983, page 55-61. Solution of a Statistical Optimization Problem
- Ann. Inst. Statist. Math. 37 (1985), Part A, 225-233
- Discrete Mathematics and Theoretical Computer Science DMTCS vol. (subm.), by the authors, 18 Note on the weighted internal path length of
- A limit theorem for recursively defined processes in Lp
- Discrete Mathematics and Theoretical Computer Science DMTCS vol. (subm.), by the authors, 11 Exponential bounds and tails for additive
- On stochastic recursive equations of sum-and max-type
- Analysis of algorithms by the contraction method: additive and
- Markov chain algorithms for Eulerian orientations and 3-colourings of
- On the Internal Path Length of ddimensional Quad Trees
- Statistics & Decisions 99, 10001016 (2007) c R. Oldenbourg Verlag, Munchen 2007
- Comparison results for path-dependent Jan Bergenthum and Ludger Ruschendorf
- Convex ordering criteria for Levy processes
- Risk measures for portfolio vectors and allocation of risks
- The Annals of Probability 2007, Vol. 35, No. 1, 228254
- On the optimal risk allocation problem Christian Burgert and Ludger Ruschendorf
- Comparison of option prices in semimartingale models
- On a class of optimal stopping problems for diffusions with discontinuous
- A General Limit Theorem for Recursive Algorithms and Combinatorial Structures
- ASSIGNMENT MODELS FOR CONSTRAINED MARGINALS AND RESTRICTED MARKETS
- MongeKantorovich transportation problem and optimal couplings
- Comparison of multivariate risks and positive Ludger Ruschendorf
- Comparison of estimators in stable models R. Hopfner and L. Ruschendorf
- Test of Association Between Multivariate Stable Vectors \Lambda
- On the optimal stopping values induced by general dependence structures
- The Switching Problem and Conditionally Specified Distributions
- Limit Laws for Partial Match Queries
- Analysis of Markov chain algorithms on spanning trees, rooted forests, and
- ON COMONOTONICITY OF PARETO OPTIMAL RISK SHARING MICHAEL LUDKOVSKI
- Optimal stopping and cluster point processes R. Kuhne, L. Ruschendorf
- A Markov chain algorithm for Eulerian orientations of planar
- On a comparison result for Markov Ludger Ruschendorf
- Stochastic analysis of partitioning algorithms for matching problems
- A Markov chain algorithm for Eulerian orientations of planar
- Adaptive estimation of hazard Sebastian Dohler and Ludger Ruschendorf
- On the distributional transform, Sklar's Theorem, and the empirical copula process
- Submitted to the Annals of Probability COMPARISON OF SEMIMARTINGALES AND LEVY
- Closedness of Sum Spaces Generalized Schrodinger Problem
- On the ncoupling problem Ludger Ruschendorf \Lambda
- Probability Metrics and Recursive Algorithms S. T. Rachev \Lambda
- Limit theorems for depths and distances in weighted random b-ary recursive trees
- Analysis of Markov chain algorithms on spanning trees, rooted forests, and
- Adaptive estimation of hazard Sebastian Dohler and Ludger Ruschendorf
- Stochastic ordering of risks, influence of dependence and a.s. constructions
- MINIMAL DISTANCE MARTINGALE MEASURES AND OPTIMAL PORTFOLIOS CONSISTENT
- Differentiability of Point Process Models and Asymptotic Efficiency of Differentiable Functionals
- Ordering of insurance risk Ludger Ruschendorf
- Comparison of multivariate risks, Frechet-bounds, and positive dependence
- Multivariate Aspects of the Contraction Method
- Nonparametric estimation of regression functions in point
- Consistent risk measures for portfolio vectors Christian Burgerta
- On the optimal risk allocation problem Christian Burgert and Ludger Ruschendorf
- ON THE RATE OF CONVERGENCE IN THE CLT WITH RESPECT TO THE KANTOROVICH METRIC
- Random Fractal Measures via the Contraction Method
- Stochastic ordering of risks, influence of dependence and a.s. constructions
- On the ordering of option prices Ludger Ruschendorf, University of Freiburg
- Computation of sharp bounds on the distribution of a function of dependent risks
- Bounds for joint portfolios of dependent risks Giovanni Puccetti, Ludger Rschendorf
- On optimal stationary couplings between stationary Ludger Rschendorf
- On approximative solutions of optimal stopping problems
