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Author ID: schmock.uwe Recent zbMATH articles by "Schmock, Uwe"
Published as: Schmock, Uwe; Schmock, U.
External Links: MGP
Documents Indexed: 19 Publications since 1989, including 1 Book
2 Contributions as Editor
Reviewing Activity: 21 Reviews
Co-Authors: 22 Co-Authors with 18 Joint Publications
678 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

15 Publications have been cited 93 times in 85 Documents Cited by Year
On the maximum entropy principle for uniformly ergodic Markov chains. Zbl 0691.60023
Bolthausen, Erwin; Schmock, Uwe
10
1989
Large deviations of \(U\)-empirical measures in strong topologies and applications. Zbl 1033.60033
Eichelsbacher, Peter; Schmock, Uwe
10
2002
On self-attracting \(d\)-dimensional random walks. Zbl 0873.60008
Bolthausen, Erwin; Schmock, Uwe
10
1997
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
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality. Zbl 1278.91172
Goldammer, Verena; Schmock, Uwe
7
2012
Rank-dependent moderate deviations of \(U\)-empirical measures in strong topologies. Zbl 1039.60023
Eichelsbacher, Peter; Schmock, Uwe
7
2003
A generalization of Panjer’s recursion and numerically stable risk aggregation. Zbl 1224.91060
Gerhold, Stefan; Schmock, Uwe; Warnung, Richard
6
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
5
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
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
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
Geometry of distribution-constrained optimal stopping problems. Zbl 1434.60123
Beiglböck, Mathias; Eder, Manu; Elgert, Christiane; Schmock, Uwe
5
2018
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality. Zbl 1278.91172
Goldammer, Verena; Schmock, Uwe
7
2012
A generalization of Panjer’s recursion and numerically stable risk aggregation. Zbl 1224.91060
Gerhold, Stefan; Schmock, Uwe; Warnung, Richard
6
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
10
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 145 Authors

7 Eichelsbacher, Peter
3 Biagini, Francesca
3 Bolthausen, Erwin
3 Härtel, Maximilian
3 Hughston, Lane P.
3 König, Wolfgang Dieter
3 Schmock, Uwe
2 Albeverio, Sergio A.
2 Asselah, Amine
2 Athreya, Siva R.
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 Löwe, Matthias
2 Mukherjee, Chiranjib
2 Slade, Gordon
2 Sun, Rongfeng
2 Wu, Liming
1 Adams, Stefan
1 Ankirchner, Stefan
1 Artzner, Philippe
1 Backhoff Veraguas, Julio D.
1 Baryshnikov, Yu. M.
1 Bayraktar, Erhan
1 Bertini, Lorenzo Bertini
1 Blake, David
1 Bogachev, Leonid V.
1 Bouchard, Bruno
1 Bouzianis, George
1 Bovier, Anton
1 Bru, Jean-Bernard
1 Carrizosa, Emilio
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 Dweik, Samer
1 Embrechts, Paul
1 Erschler, Anna
1 Faggionato, Alessandra
1 Ferraty, Frédéric
1 Gabrielli, Davide
1 Ganesh, Ayalvadi J.
1 Ghoussoub, Nassif A.
1 Govorun, Maria
1 Guillin, Arnaud
1 Gzyl, Henryk
1 Horsthemke, Benedikt
1 Hu, Yueyun
1 Huesmann, Martin
1 Jahnel, Benedikt
1 Jaimungal, Sebastian
1 Källblad, Sigrid
1 Kardaras, Constantinos
1 Kazi-Tani, Nabil
1 Khoshnevisan, Davar
1 Kiessling, Michael Karl-Heinz
1 Kim, Young-Heon
1 Klein, Maike
1 Klenke, Achim
1 Koralov, Leonid B.
1 Kruse, Thomas
1 Kuwada, Kazumasa
1 Latouche, Guy
1 Lefèvre, Claude
1 Léonard, Christian
1 Li, Shoumei
1 Lillo, Rosa Elvira
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 Palmer, Aaron Zeff
1 Palmowski, Zbigniew
...and 45 more Authors
all top 5

Cited in 40 Serials

8 Stochastic Processes and their Applications
7 Probability Theory and Related Fields
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 The Annals of Probability
4 Statistics & Probability Letters
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 Computation
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 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 Probability Surveys
1 European Actuarial Journal

Citations by Year