Edit Profile (opens in new tab) Schmock, Uwe Co-Author Distance Author ID: 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 762 Co-Co-Authors all top 5 Co-Authors 3 single-authored 4 Bolthausen, Erwin 4 Eichelsbacher, Peter 2 Bäuerle, Nicole 2 Deuschel, Jean-Dominique 1 Arnold, Anton 1 Beiglböck, Mathias 1 Drmota, Michael 1 Eder, Manu 1 Elgert, Christiane 1 Gentz, Barbara 1 Gerhold, Stefan 1 Goldammer, Verena 1 König, Wolfgang Dieter 1 Okhrati, Ramin 1 Schachermayer, Walter 1 Scheutzow, Michael K. R. 1 Shreve, Steven E. 1 Teichmann, Josef 1 Viertl, Reinhard Karl Wolfgang 1 von Renesse, Max-Konstantin 1 Warnung, Richard 1 Wystup, Uwe all top 5 Serials 3 Probability Theory and Related Fields 2 Stochastic Processes and their Applications 2 Finance and Stochastics 2 Statistics & Risk Modeling 1 Journal of Mathematical Analysis and Applications 1 The Annals of Probability 1 Internationale Mathematische Nachrichten 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Stochastics and Stochastics Reports 1 Mathematical Finance 1 Markov Processes and Related Fields 1 ASTIN Bulletin 1 Springer Proceedings in Mathematics all top 5 Fields 16 Probability theory and stochastic processes (60-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Measure and integration (28-XX) 2 Statistics (62-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 16 Publications have been cited 113 times in 102 Documents Cited by ▼ Year ▼ Geometry of distribution-constrained optimal stopping problems. Zbl 1434.60123 Beiglböck, Mathias; Eder, Manu; Elgert, Christiane; Schmock, Uwe 13 2018 Large deviations of \(U\)-empirical measures in strong topologies and applications. Zbl 1033.60033 Eichelsbacher, Peter; Schmock, Uwe 13 2002 On the maximum entropy principle for uniformly ergodic Markov chains. Zbl 0691.60023 Bolthausen, Erwin; Schmock, Uwe 10 1989 Convergence of the normalized one-dimensional Wiener sausage path measures to a mixture of Brownian taboo processes. Zbl 0697.60032 Schmock, Uwe 10 1990 On self-attracting \(d\)-dimensional random walks. Zbl 0873.60008 Bolthausen, Erwin; Schmock, Uwe 10 1997 Rank-dependent moderate deviations of \(U\)-empirical measures in strong topologies. Zbl 1039.60023 Eichelsbacher, Peter; Schmock, Uwe 9 2003 Estimating the value of the wincat coupons of the Winterthur insurance convertible bond. Zbl 1162.91433 Schmock, U. 9 1999 Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality. Zbl 1278.91172 Goldammer, Verena; Schmock, Uwe 8 2012 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 6 1998 Large deviations for products of empirical measures of dependent sequences. Zbl 1002.60023 Eichelsbacher, P.; Schmock, U. 4 2001 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 4 1995 Valuation of exotic options under shortselling constraints. Zbl 1002.91021 Schmock, Uwe; Shreve, Steven E.; Wystup, Uwe 3 2002 On the maximum entropy principle for Markov chains and processes. Zbl 0714.60020 Schmock, Uwe 3 1990 Erratum to: Dependence properties of dynamic credit risk models. Zbl 1253.91185 Bäuerle, Nicole; Schmock, Uwe 1 2012 Geometry of distribution-constrained optimal stopping problems. Zbl 1434.60123 Beiglböck, Mathias; Eder, Manu; Elgert, Christiane; Schmock, Uwe 13 2018 Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality. Zbl 1278.91172 Goldammer, Verena; Schmock, Uwe 8 2012 Erratum to: Dependence properties of dynamic credit risk models. Zbl 1253.91185 Bäuerle, Nicole; Schmock, Uwe 1 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 9 2003 Large deviations of \(U\)-empirical measures in strong topologies and applications. Zbl 1033.60033 Eichelsbacher, Peter; Schmock, Uwe 13 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. 4 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 6 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 4 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 10 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 cited Publications top 5 cited Publications all top 5 Cited by 177 Authors 7 Eichelsbacher, Peter 4 Bayraktar, Erhan 3 Beiglböck, Mathias 3 Biagini, Francesca 3 Bolthausen, Erwin 3 Härtel, Maximilian 3 Hirsch, Christian 3 Hughston, Lane P. 3 König, Wolfgang Dieter 3 Schmock, Uwe 2 Albeverio, Sergio A. 2 Asselah, Amine 2 Athreya, Siva R. 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 Huesmann, Martin 2 Källblad, Sigrid 2 Kiessling, Michael Karl-Heinz 2 Löwe, Matthias 2 Mukherjee, Chiranjib 2 Slade, Gordon 2 Sun, Rongfeng 2 Wu, Liming 2 Yao, Song 1 Adams, Stefan 1 Ankirchner, Stefan 1 Artzner, Philippe 1 Backhoff Veraguas, Julio D. 1 Baryshnikov, Yuliy M. 1 Berger, Quentin 1 Bernhart, German 1 Bertini, Lorenzo Bertini 1 Blake, David 1 Bogachev, Leonid V. 1 Bouchard, Bruno 1 Bouchot, Nicolas 1 Bouzianis, George 1 Bovier, Anton 1 Bru, Jean-Bernard 1 Brückerhoff, Martin 1 Carrizosa, Emilio 1 Cattiaux, Patrick 1 Chen, Yingshan 1 Conforti, Giovanni 1 Cossette, Hélène 1 Cox, Alexander Matthew Gordon 1 Cox, Samuel H. jun. 1 Cranston, Michael Craig 1 Dai, Min 1 De Castro, Yohann 1 de Kort, Jan 1 Deng, Xiaoxue 1 Deuschel, Jean-Dominique 1 Diao, Xundi 1 Doku-Amponsah, Kwabena 1 Döring, Hanna 1 Dowd, Kevin 1 Duchemin, Quentin 1 Duchesne, Thierry 1 Dweik, Samer 1 Embrechts, Paul 1 Erschler, Anna 1 Faggionato, Alessandra 1 Fernández, Lexuri 1 Ferraty, Frédéric 1 Frühwirth, Lorenz 1 Gabrielli, Davide 1 Ganesh, Ayalvadi J. 1 Ghoussoub, Nassif A. 1 Govorun, Maria 1 Guillin, Arnaud 1 Gzyl, Henryk 1 Hoeksema, Jasper 1 Holding, Thomas 1 Horsthemke, Benedikt 1 Hu, Yueyun 1 Huang, Chien-Hao 1 Jahnel, Benedikt 1 Jaimungal, Sebastian 1 Juhos, Michael L. 1 Juillet, Nicolas 1 Kardaras, Constantinos 1 Kazi-Tani, Nabil 1 Khoshnevisan, Davar 1 Kim, Young-Heon 1 Klein, Maike 1 Klenke, Achim 1 Klump, Alexander 1 Kolb, Martin 1 Koralov, Leonid B. 1 Kruse, Thomas 1 Kuwada, Kazumasa 1 Lacour, Claire 1 Latouche, Guy ...and 77 more Authors all top 5 Cited in 45 Serials 9 Stochastic Processes and their Applications 7 Probability Theory and Related Fields 6 The Annals of Applied Probability 6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 The Annals of Probability 4 Statistics & Probability Letters 4 Electronic Journal of Probability 4 Mathematical Finance 4 North American Actuarial Journal 3 Journal of Statistical Physics 3 Bernoulli 3 International Journal of Theoretical and Applied Finance 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 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 ASTIN Bulletin 1 Advances in Applied Probability 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 Theory of Probability and its Applications 1 Bulletin of the London Mathematical Society 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 SIAM Journal on Control and Optimization 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 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 Journal of Statistical Mechanics: Theory and Experiment 1 Frontiers of Mathematics in China 1 Probability Surveys 1 European Actuarial Journal all top 5 Cited in 17 Fields 79 Probability theory and stochastic processes (60-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Statistical mechanics, structure of matter (82-XX) 16 Statistics (62-XX) 10 Systems theory; control (93-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 5 Global analysis, analysis on manifolds (58-XX) 4 Combinatorics (05-XX) 4 Partial differential equations (35-XX) 3 Functional analysis (46-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operations research, mathematical programming (90-XX) 1 Measure and integration (28-XX) 1 Operator theory (47-XX) 1 Algebraic topology (55-XX) 1 Numerical analysis (65-XX) 1 Fluid mechanics (76-XX) Citations by Year