Krühner, Paul; Xu, Shijie Explicit Local density bounds for Itô-processes with irregular drift. arXiv:2308.02241 Preprint, arXiv:2308.02241 [math.PR] (2023). MSC: 60H10 49N60 BibTeX Cite \textit{P. Krühner} and \textit{S. Xu}, ``Explicit Local density bounds for It\^o-processes with irregular drift'', Preprint, arXiv:2308.02241 [math.PR] (2023) Full Text: arXiv OA License
Eisenberg, Julia; Krühner, Paul The impact of negative interest rates on optimal capital injections. (English) Zbl 1416.91172 Insur. Math. Econ. 82, 1-10 (2018). MSC: 91B30 93E20 49L20 91G30 PDFBibTeX XMLCite \textit{J. Eisenberg} and \textit{P. Krühner}, Insur. Math. Econ. 82, 1--10 (2018; Zbl 1416.91172) Full Text: DOI arXiv
Baños, David; Krühner, Paul Hölder continuous densities of solutions of SDEs with measurable and path dependent drift coefficients. (English) Zbl 1367.60064 Stochastic Processes Appl. 127, No. 6, 1785-1799 (2017). MSC: 60H10 49N60 PDFBibTeX XMLCite \textit{D. Baños} and \textit{P. Krühner}, Stochastic Processes Appl. 127, No. 6, 1785--1799 (2017; Zbl 1367.60064) Full Text: DOI arXiv
Eisenberg, Julia; Krühner, Paul A Note on the Optimal Dividends Paid in a Foreign Currency. arXiv:1603.07615 Preprint, arXiv:1603.07615 [q-fin.MF] (2016). MSC: 93B05 49L20 BibTeX Cite \textit{J. Eisenberg} and \textit{P. Krühner}, ``A Note on the Optimal Dividends Paid in a Foreign Currency'', Preprint, arXiv:1603.07615 [q-fin.MF] (2016) Full Text: arXiv OA License
Baños, David; Krühner, Paul Optimal bounds for the densities of solutions of SDEs with measurable and path dependent drift coefficients. arXiv:1408.2386 Preprint, arXiv:1408.2386 [math.PR] (2014). MSC: 60H10 49N60 BibTeX Cite \textit{D. Baños} and \textit{P. Krühner}, ``Optimal bounds for the densities of solutions of SDEs with measurable and path dependent drift coefficients'', Preprint, arXiv:1408.2386 [math.PR] (2014) Full Text: arXiv OA License