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Schmock, Uwe

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Author ID: schmock.uwe Recent zbMATH articles by "Schmock, Uwe"
Published as: Schmock, U.; Schmock, Uwe
External Links: MGP
Documents Indexed: 21 Publications since 1989, including 2 Books
Reviewing Activity: 21 Reviews

Publications by Year

Citations contained in zbMATH Open

15 Publications have been cited 91 times in 82 Documents Cited by Year
Large deviations of \(U\)-empirical measures in strong topologies and applications. Zbl 1033.60033
Eichelsbacher, Peter; Schmock, Uwe
11
2002
On self-attracting \(d\)-dimensional random walks. Zbl 0873.60008
Bolthausen, Erwin; Schmock, Uwe
10
1997
On the maximum entropy principle for uniformly ergodic Markov chains. Zbl 0691.60023
Bolthausen, Erwin; Schmock, Uwe
10
1989
Estimating the value of the wincat coupons of the Winterthur insurance convertible bond. Zbl 1162.91433
Schmock, U.
9
1999
Convergence of the normalized one-dimensional Wiener sausage path measures to a mixture of Brownian taboo processes. Zbl 0697.60032
Schmock, Uwe
8
1990
Rank-dependent moderate deviations of \(U\)-empirical measures in strong topologies. Zbl 1039.60023
Eichelsbacher, Peter; Schmock, Uwe
7
2003
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality. Zbl 1278.91172
Goldammer, Verena; Schmock, Uwe
6
2012
A generalization of Panjer’s recursion and numerically stable risk aggregation. Zbl 1224.91060
Gerhold, Stefan; Schmock, Uwe; Warnung, Richard
5
2010
Exponential approximations in completely regular topological spaces and extensions of Sanov’s theorem. Zbl 0934.60023
Eichelsbacher, Peter; Schmock, Uwe
5
1998
Geometry of distribution-constrained optimal stopping problems. Zbl 1434.60123
Beiglböck, Mathias; Eder, Manu; Elgert, Christiane; Schmock, Uwe
4
2018
Convergence of path measures arising from a mean field or polaron type interaction. Zbl 0791.60093
Bolthausen, Erwin; Deuschel, Jean-Dominique; Schmock, Uwe
4
1993
Valuation of exotic options under shortselling constraints. Zbl 1002.91021
Schmock, Uwe; Shreve, Steven E.; Wystup, Uwe
3
2002
Large deviations for products of empirical measures of dependent sequences. Zbl 1002.60023
Eichelsbacher, P.; Schmock, U.
3
2001
On self-attracting random walks. Zbl 0829.60021
Bolthausen, Erwin; Schmock, Uwe
3
1995
On the maximum entropy principle for Markov chains and processes. Zbl 0714.60020
Schmock, Uwe
3
1990
Geometry of distribution-constrained optimal stopping problems. Zbl 1434.60123
Beiglböck, Mathias; Eder, Manu; Elgert, Christiane; Schmock, Uwe
4
2018
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality. Zbl 1278.91172
Goldammer, Verena; Schmock, Uwe
6
2012
A generalization of Panjer’s recursion and numerically stable risk aggregation. Zbl 1224.91060
Gerhold, Stefan; Schmock, Uwe; Warnung, Richard
5
2010
Rank-dependent moderate deviations of \(U\)-empirical measures in strong topologies. Zbl 1039.60023
Eichelsbacher, Peter; Schmock, Uwe
7
2003
Large deviations of \(U\)-empirical measures in strong topologies and applications. Zbl 1033.60033
Eichelsbacher, Peter; Schmock, Uwe
11
2002
Valuation of exotic options under shortselling constraints. Zbl 1002.91021
Schmock, Uwe; Shreve, Steven E.; Wystup, Uwe
3
2002
Large deviations for products of empirical measures of dependent sequences. Zbl 1002.60023
Eichelsbacher, P.; Schmock, U.
3
2001
Estimating the value of the wincat coupons of the Winterthur insurance convertible bond. Zbl 1162.91433
Schmock, U.
9
1999
Exponential approximations in completely regular topological spaces and extensions of Sanov’s theorem. Zbl 0934.60023
Eichelsbacher, Peter; Schmock, Uwe
5
1998
On self-attracting \(d\)-dimensional random walks. Zbl 0873.60008
Bolthausen, Erwin; Schmock, Uwe
10
1997
On self-attracting random walks. Zbl 0829.60021
Bolthausen, Erwin; Schmock, Uwe
3
1995
Convergence of path measures arising from a mean field or polaron type interaction. Zbl 0791.60093
Bolthausen, Erwin; Deuschel, Jean-Dominique; Schmock, Uwe
4
1993
Convergence of the normalized one-dimensional Wiener sausage path measures to a mixture of Brownian taboo processes. Zbl 0697.60032
Schmock, Uwe
8
1990
On the maximum entropy principle for Markov chains and processes. Zbl 0714.60020
Schmock, Uwe
3
1990
On the maximum entropy principle for uniformly ergodic Markov chains. Zbl 0691.60023
Bolthausen, Erwin; Schmock, Uwe
10
1989
all top 5

Cited by 137 Authors

7 Eichelsbacher, Peter
3 Biagini, Francesca
3 Bolthausen, Erwin
3 Härtel, Maximilian
3 König, Wolfgang Dieter
3 Schmock, Uwe
2 Albeverio, Sergio A.
2 Asselah, Amine
2 Athreya, Siva R.
2 Backhoff Veraguas, Julio D.
2 Beiglböck, Mathias
2 Brody, Dorje C.
2 Brydges, David C.
2 Cairns, Andrew J. G.
2 Chen, Jinwen
2 Drewitz, Alexander
2 Ermakov, Mikhaĭl Sergeevich
2 Gnoatto, Alessandro
2 Gozlan, Nathael
2 Hirsch, Christian
2 Hughston, Lane P.
2 Löwe, Matthias
2 Mukherjee, Chiranjib
2 Slade, Gordon
2 Sun, Rongfeng
2 Wu, Liming
1 Adams, Stefan
1 Ankirchner, Stefan
1 Artzner, Philippe
1 Baryshnikov, Yu. M.
1 Bayraktar, Erhan
1 Bertini, Lorenzo Bertini
1 Blake, David
1 Bogachev, Leonid V.
1 Bouchard, Bruno
1 Bovier, Anton
1 Bru, Jean-Bernard
1 Cattiaux, Patrick
1 Chen, Yingshan
1 Cossette, Hélène
1 Cox, Samuel H. jun.
1 Cranston, Michael Craig
1 Dai, Min
1 Deng, Xiaoxue
1 Deuschel, Jean-Dominique
1 Diao, Xundi
1 Doku-Amponsah, Kwabena
1 Döring, Hanna
1 Dowd, Kevin
1 Duchesne, Thierry
1 Embrechts, Paul
1 Erschler, Anna
1 Faggionato, Alessandra
1 Ferraty, Frédéric
1 Gabrielli, Davide
1 Ganesh, Ayalvadi J.
1 Govorun, Maria
1 Guillin, Arnaud
1 Gzyl, Henryk
1 Horsthemke, Benedikt
1 Hu, Yueyun
1 Huesmann, Martin
1 Jahnel, Benedikt
1 Källblad, Sigrid
1 Kardaras, Constantinos
1 Kazi-Tani, Nabil
1 Khoshnevisan, Davar
1 Kiessling, Michael Karl-Heinz
1 Klein, Maike
1 Klenke, Achim
1 Koralov, Leonid B.
1 Kruse, Thomas
1 Kuwada, Kazumasa
1 Larsen, Kasper Dalgaard
1 Latouche, Guy
1 Lefèvre, Claude
1 Léonard, Christian
1 Li, Shoumei
1 Liptser, Robert
1 Malamud, Semyon
1 Marceau, Étienne
1 Meier, David M.
1 Menzel, Peter
1 Meyn, Sean P.
1 Miller, Christopher W.
1 Molchanov, Stanislav Alekseevich
1 Mönch, Christian
1 Mörters, Peter
1 Nagy, Stanislav
1 Núñez-Alarcón, Daniel
1 Ogura, Yukio
1 Öz, Mehmet
1 Palmowski, Zbigniew
1 Pammer, Gudmund
1 Panzo, Hugo
1 Patterson, Robert I. A.
1 Pedersen, Hal W.
1 Picard, Philippe
1 Platen, Eckhard
1 Povel, Tobias
...and 37 more Authors
all top 5

Cited in 39 Serials

8 Stochastic Processes and their Applications
7 Probability Theory and Related Fields
4 The Annals of Probability
4 Statistics & Probability Letters
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 North American Actuarial Journal
3 Journal of Statistical Physics
3 The Annals of Applied Probability
3 Mathematical Finance
3 International Journal of Theoretical and Applied Finance
2 Communications in Mathematical Physics
2 Applied Mathematics and Optimization
2 Insurance Mathematics & Economics
2 Journal of Theoretical Probability
2 Journal of Mathematical Sciences (New York)
2 Bernoulli
2 ASTIN Bulletin
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Communications on Pure and Applied Mathematics
1 Journal of Mathematical Analysis and Applications
1 Linear and Multilinear Algebra
1 Scandinavian Journal of Statistics
1 Reviews in Mathematical Physics
1 Applied Mathematics and Computation
1 Journal of Applied Probability
1 Journal of Multivariate Analysis
1 Stochastic Analysis and Applications
1 Journal of Economic Dynamics & Control
1 Calculus of Variations and Partial Differential Equations
1 Annales Mathématiques Blaise Pascal
1 Random Operators and Stochastic Equations
1 Electronic Journal of Probability
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Mathematical Physics, Analysis and Geometry
1 Applied Stochastic Models in Business and Industry
1 Quantitative Finance
1 Frontiers of Mathematics in China
1 European Actuarial Journal

Citations by Year