Stationary solutions of the stochastic differential equation dVt= Vt− dUt+ dLt with Lévy noise A Behme, A Lindner, R Maller
Stochastic Processes and their Applications 121 (1), 91-108, 2011
41 2011 On exponential functionals of Lévy processes A Behme, A Lindner
Journal of Theoretical Probability 28 (2), 681-720, 2015
32 2015 Distributional properties of solutions of dV t= V t-dU t+ dL t with Lévy noise AD Behme
Advances in Applied Probability 43 (3), 688-711, 2011
29 2011 A criterion for invariant measures of Itô processes based on the symbol A Behme, A Schnurr
Bernoulli 21 (3), 1697-1718, 2015
17 2015 Exponential functionals of Lévy processes with jumps A Behme
Latin American Journal of Probability and Mathematical Statistics 12, 375-397, 2015
16 2015 Asymmetric COGARCH processes A Behme, C Klüppelberg, K Mayr
Journal of Applied Probability 51 (A), 161-173, 2014
15 2014 Multivariate generalized Ornstein–Uhlenbeck processes A Behme, A Lindner
Stochastic Processes and their Applications 122 (4), 1487-1518, 2012
15 2012 Generalized Ornstein-Uhlenbeck Processes and Extensions A Behme
Doctoral Thesis, TU Braunschweig, 2011
15 2011 Ruin probabilities for risk processes in a bipartite network A Behme, C Klüppelberg, G Reinert
Stochastic Models 36 (4), 548-573, 2020
10 2020 A class of scale mixtures of Gamma (k)-distributions that are generalized gamma convolutions A Behme, L Bondesson
Bernoulli 23 (1), 773-787, 2017
9 2017 On the law of killed exponential functionals A Behme, A Lindner, J Reker
Electronic Journal of Probability 26, 1-35, 2021
8 2021 On the range of exponential functionals of Lévy processes A Behme, A Lindner, M Maejima
Séminaire de Probabilités XLVIII, 267-303, 2016
8 2016 Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory A Behme, A Sideris
Bernoulli 28 (2), 1309-1339, 2022
7 2022 Exponential functionals of Markov additive processes A Behme, A Sideris
Electronic Journal of Probability 25, 2020
7 2020 Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions A Behme, M Maejima, M Matsui, N Sakuma
Bernoulli 18 (4), 1172-1187, 2012
7 2012 Continuity properties and the support of killed exponential functionals A Behme, A Lindner, J Reker, V Rivero
Stochastic Processes and their Applications 140, 115-146, 2021
5 2021 Moments of MGOU processes and positive semidefinite matrix processes A Behme
Journal of Multivariate Analysis 111, 183-197, 2012
5 2012 Superposition of COGARCH processes A Behme, C Chong, C Klüppelberg
Stochastic Processes and their Applications 125 (4), 1426-1469, 2015
4 2015 Laplace symbols and invariant distributions A Behme, A Schnurr
Statistics & Probability Letters 137, 217-223, 2018
3 2018 On A Behme, D Oechsler, RL Schilling
Adv. Appl. Prob. 55, 56-84, 2023
2 2023 
Claudia KlüppelbergBestätigte E-Mail-Adresse bei ma.tum.de
