Daniel Neuenschwander

Publications | Mémoires et thèses

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39 publications

2014 | 2013 | 2012 | 2009 | 2008 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 |
2014
A new Proof for the Lévy Construction of Second Kind for Stable Laws
Neuenschwander D., 2014. Journal of Mathematical Sciences, 200 (4) pp. 473-475. Peer-reviewed.
[URN][DOI][serval:BIB_81CB31C35935]
On Chung's Law of Large Numbers on Simply Connected Step 2-Nilpotent Lie Groups
Neuenschwander D., 2014. Journal of Mathematical Sciences, 196 (1) pp. 75-77. Peer-reviewed.
[URN][DOI][serval:BIB_D3B8D9C954A2]
On Multivariate Power Series of Random Variables Satisfying Some Hierarchy Conditions
Neuenschwander D., 2014. Journal of Mathematical Sciences, 200 (4) pp. 476-479. Peer-reviewed.
[URN][DOI][serval:BIB_C85E575F59AD]
2013
Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance
Neuenschwander D., 2013/07. Monatshefte für Mathematik, 171 (1) pp. 91-101. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_0CB0D7488F91]
2012
 
Do non-strictly stable laws on positively graduated simply connected nilpotent Lie groups Lie in their own domain of normal attraction?
Neuenschwander D., 2012. Probability and Mathematical Statistics, 32 (2) pp. 189-202. Peer-reviewed.
[WoS][serval:BIB_F816F54DFA36]
2009
Erratum to: Uniqueness of Embedding into a Gaussian Semigroup and a Poisson Semigroup with Determinate Jump Law on a Simply Connected Nilpotent Lie Group
Neuenschwander D., 2009/12. Journal of Theoretical Probability, 22 (4) pp. 1058-1060.
[URN][DOI][WoS][serval:BIB_A4C748FC43EB]
 
On Sufficient Statistics for Combined Models with Stochastic Volatility and Jumps: Some Complements
Neuenschwander D., 2009. Far East Journal of Theoretical Statistics, 28 (2) pp. 117-131. Peer-reviewed.
[serval:BIB_99AD0BBC09D0]
 
Probabilities on Simply Connected Nilpotent Lie Groups: On the Doeblin-Gnedenko Conditions for the Domain of Attraction of Stable Laws. With an Appendix on a New Proof of Siebert's Convergence Theorem for Generating Distributions
Neuenschwander D., 2009. International Journal of Pure and Applied Mathematics, 55 (2) pp. 187-199. Peer-reviewed.
[serval:BIB_30C921912F9B]
 
Retrieval of the Law of a Random Payment Stream by the Joint Law of its Final Value and the Interest Rate at some Fixed Time
Neuenschwander D., 2009. International Journal of Pure and Applied Mathematics, 55 (2) pp. 173-186. Peer-reviewed.
[serval:BIB_12E4A5B14AA1]
2008
 
Retrieval of Black-Scholes and Generalized Erlang Models by Perturbed Observations at a Fixed Time
Neuenschwander D., 2008/02. Insurance: Mathematics and Economics, 42 (1) pp. 453-458. Peer-reviewed.
[DOI][WoS][serval:BIB_4C6250D2FF6E]
 
Solution to Advanced Problem 6576*
Neuenschwander D., 2008. The American Mathematical Monthly, 115 pp. 263-264. Peer-reviewed.
[serval:BIB_7C3130C724F6]
Uniqueness of Embedding into a Gaussian Semigroup and a Poisson Semigroup with Determinate Jump Law on a Simply Connected Nilpotent Lie Group
Neuenschwander D., 2008. Journal of Theoretical Probability, 21 (4) pp. 791-801. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_E9F5CC83740E]
 
Uniqueness of Embedding of Gaussian Probability Measures into a Continuous Convolution Semigroup on Simply Connected Nilpotent Lie Groups
Neuenschwander D., 2008. Comptes Rendus Mathématique, 346 (15-16) pp. 887-892. Peer-reviewed.
[DOI][WoS][serval:BIB_4F550213711E]
2004
 
Probabilistic and Statistical Methods in Cryptology
Neuenschwander D., 2004. Lecture Notes in Computer Science, 3028, Springer Berlin Heidelberg.
[DOI][serval:BIB_93924B193CAD]
2003
 
Generating random numbers of prescribed distribution using physical sources
Neuenschwander D., Zeuner H., 2003. Statistics and Computing, 13 (1) pp. 5-11. Peer-reviewed.
[DOI][WoS][serval:BIB_7332911447D1]
2002
 
Covariograms of convex bodies in the plane: A remark on Nagel's theorem
Neuenschwander D., 2002. Elemente der Mathematik, 57 (2) pp. 61-65. Peer-reviewed.
[DOI][serval:BIB_24380]
 
Petrov's law of the iterated logarithm on simply connected nilpotent Lie groups
Neuenschwander D., 2002. Publicationes Mathematicae Debrecen, 60 (1-2) pp. 23-28.
[WoS][serval:BIB_24378]
 
Petrov's Law of the Iterated Logarithm on Simply Connected Step 3-Nilpotent Lie Groups
Neuenschwander D., 2002. Journal of Mathematical Sciences, 111 (6) pp. 3857-3860.
[DOI][serval:BIB_BE78E56E66FF]
2001
 
Triangular systems of probability measures on simply connected nilpotent and discrete subgroups of exponential Lie groups
Neuenschwander D., 2001/12. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 333 (11) pp. 1029-1034. Peer-reviewed.
[DOI][WoS][serval:BIB_DCC16262633B]
 
On the Representation of Permutations as Products of Transpositions
Neuenschwander D., 2001/02/01. Elemente der Mathematik, 56 (1) pp. 1-3. Peer-reviewed.
[DOI][serval:BIB_23D83AF98781]
 
Two Remarks on the Central Limit Theory
Neuenschwander D., 2001. Journal of Mathematical Sciences, 106 (1) pp. 2725-2731.
[DOI][serval:BIB_E81C0ED546F1]
2000
 
Lösung zu Aufgabe 1142
Neuenschwander D., 2000. Elemente der Mathematik, 55 pp. 40-41.
[serval:BIB_16745]
 
On option pricing in models driven by iterated integrals of Brownian motion
Neuenschwander D., 2000. Mitt. SAV, 1 pp. 35-39.
[serval:BIB_16747]
 
S-Stable semigroups on simply connected step 2-nilpotent Lie groups
Neuenschwander D., 2000. Contemporary Mathematics, 261 pp. 59-70.
[DOI][serval:BIB_16746]
 
The class I_0 on abstract structures
Neuenschwander D., Schott R., 2000. Journal of Mathematical Sciences, 99 (4) pp. 1463-1468.
[DOI][serval:BIB_16749]
 
Unimodality of stable gaussian laws on the Heisenberg group
Neuenschwander D., 2000. Monatshefte für Mathematik, 129 (2) pp. 133-137. Peer-reviewed.
[DOI][WoS][serval:BIB_16744]
 
Uniqueness properties of convolution roots of p-adic and probability measures on simply connected nilpotent Lie groups
Neuenschwander D., 2000. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 330 (11) pp. 1025-1030. Peer-reviewed.
[DOI][WoS][serval:BIB_16748]
1999
Phase retrieval for probability distributions on quantum groups and braided groups
Franz U., Neuenschwander D., Schott R., 1999. Journal of Theoretical Probability, 12 (2) pp. 585–594. Peer-reviewed.
[URN][DOI][WoS][serval:BIB_8436]
 
S-Stable Laws in Insurance and Finance and Generalization to Nilpotent Lie Groups
Jurek Z.J., Neuenschwander D., 1999. Journal of Theoretical Probability, 12 (4) pp. 1089-1107.
[DOI][WoS][serval:BIB_F26B61E5E50B]
 
The Class $I_0$ for Random Increasing Upper Semicontinuous Functions
Neuenschwander D., 1999. Theory of Probability and Its Applications, 44 (1) pp. 106-109.
[DOI][WoS][serval:BIB_11603]
 
Trimmed sums and associated random variables in the q-domain of attraction of stable Laws
Neuenschwander D., Schott R., 1999. pp. 515-520 dans Grigelionis B., Kubilius J., Paulauskas V., Statulevicius V., Pragarauskas H. (eds.) Probability Theory and Mathematical Statistics: Proceedings of the Seventh Vilnius Conference 1998, Vilnius: TEV / Utrecht: VSP.
[serval:BIB_17832]
1998
 
Law of the iterated logarithm for Lévy's area process composed with Brownian motion
Neuenschwander D., 1998. Statistics and Probability Letters, 40 (4) pp. 371-377. Peer-reviewed.
[DOI][WoS][serval:BIB_8434]
 
On the uniqueness problem for continuous convolution semigroups of probability measures on simply connected nilpotent Lie groups
Neuenschwander D., 1998. Publicationes Mathematicae Debrecen, 53 (3-4) pp. 415-422. Peer-reviewed.
[WoS][serval:BIB_8432]
1997
 
A new proof of the multidimensional convergence of types theorem
Neuenschwander D., 1997. Statistics and Probability Letters, 33 (1) pp. 85-88. Peer-reviewed.
[DOI][WoS][serval:BIB_1324]
 
Characterizations of gaussian distributions on simply connected nilpotent Lie groups and symmetric spaces.
Neuenschwander D., Roynette B., Schott R., 1997. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 324 (1) pp. 87-92. Peer-reviewed.
[WoS][serval:BIB_4068]
 
Uniqueness of roots in l(1)(Gamma,N-0) over lattices in simply connected nilpotent Lie groups
Neuenschwander D., 1997. Publicationes Mathematicae-Debrecen, 50 (1-2) pp. 43-47. Peer-reviewed.
[WoS][serval:BIB_1325]
1996
 
Commutative infinitesimal triangular systems on Euclidean motion groups.
Neuenschwander D., 1996. Statistics and Probability Letters, 30 (1) pp. 33-36. Peer-reviewed.
[DOI][WoS][serval:BIB_4069]
 
Laws of the iterated logarithm for the central part of (semi-)stable measures on the Heisenberg groups.
Neuenschwander D., Scheffer H.-P., 1996. Monatshefte für Mathematik, 121 (3) pp. 265-274. Peer-reviewed.
[DOI][WoS][serval:BIB_4070]
 
Probabilities on the Heisenberg group: Limit theorems and Brownian motion
Neuenschwander D., 1996. Lecture Notes in Mathematics, 1630 148, Berlin: Springer-Verlag.
[DOI][serval:BIB_4063]
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