Prof. Dr. Jochen Wolf
Raum: C114
RheinAhrCampus Remagen

Mathematik und Technik


Logo: RheinAhrCampus Remagen
RheinAhrCampus
Joseph-Rovan-Allee 2
DE - 53424 Remagen
  • S. Steil, D. Kobus, J. Wolf (2016). The joint impact of fertility and unemployment on the level of state-aided pensions.European Actuarial Journal 6, 97-111. [Link]
  • M. Kriele, J. Wolf (2007). On market value margins and cost of capital.Blätter der DGVFM 28, 195-219.
  • F. Flandoli, F. Russo, J. Wolf (2004). Some stochastic differential equations with distributional drift. Part II: Lyons-Zheng structure, Itô's formula and semimartingale caracterization.Random Oper. Stochastic Equations 12, 145-184.
  • F. Flandoli, F. Russo, J. Wolf (2003). Some stochastic differential equations with distributional drift. Part I: General calculus.Osaka J. Math. 40, 493-542.
  • F. Russo, P. Vallois, J. Wolf (2001). A generalized class of Lyons-Zheng processes.Bernoulli 7, 363-379.
  • H.J. Engelbert, J. Wolf (2000). Dirichlet functions of reflected Brownian motion.Mathematica Bohemica 125, 235-247 (2000).
  • H.J. Engelbert, J. Wolf (1999). On the structure of strong Markov continuous local Dirichlet processes.In: B. Grigelionis et al.: Probability Theory and Mathematical Statistics, Proceedings of the 7th Vilnius Conference. TEV, Vilnius / VSP, Utrecht, 241-258.
  • J. Wolf (1998). A representation theorem for continuous additive functionals of zero quadratic variation.Prob. Math. Stat. 18, 367-379.
  • H.J. Engelbert, J. Wolf (1998). Strong Markov local Dirichlet processes and stochastic differential equations. Teoria Veroyatn. i ee Primenen. 43, 331-348.
  • J. Wolf (1997). An Itô formula for local Dirichlet processes. Stochastics and Stochastics Reports 62, 103-115.
  • J. Wolf (1997). On transformations of semimartingales and local Dirichlet processes.Stochastics and Stochastics Reports 62, 65-101.