King's College London

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Professor Markus Riedle

  1. Stochastic evolution equations driven by cylindrical stable noise

    Kosmala, T. & Riedle, M., 26 Oct 2021, (Accepted/In press) In: Stochastic Processes and Their Applications. 37 p.

    Research output: Contribution to journalArticlepeer-review

  2. Modelling Lévy space-time white noises

    Griffiths, M. & Riedle, M., Oct 2021, In: JOURNAL OF THE LONDON MATHEMATICAL SOCIETY-SECOND SERIES. 104, 3, p. 1452-1474 23 p.

    Research output: Contribution to journalArticlepeer-review

  3. Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process

    Riedle, M. & Umesh, U., 20 Aug 2020, (Accepted/In press) In: Journal of Mathematical Analysis and Applications. 31 p.

    Research output: Contribution to journalArticlepeer-review

  4. Variational solutions of stochastic partial differential equations with cylindrical Lévy noise

    Kosmala, T. & Riedle, M., 24 Apr 2020, (Accepted/In press) In: Discrete and continuous dynamical systems-Series b. 20 p.

    Research output: Contribution to journalArticlepeer-review

  5. Stochastic integration with respect to cylindrical Lévy processes by p-summing operators

    Kosmala, T. A. & Riedle, M., 4 Jan 2020, (E-pub ahead of print) In: JOURNAL OF THEORETICAL PROBABILITY.

    Research output: Contribution to journalArticlepeer-review

  6. The stochastic Cauchy problem driven by a cylindrical Lévy process

    Kumar, U. & Riedle, M., Jan 2020, In: Electronic Journal Of Probability. 25, 10, p. 1-26 10.

    Research output: Contribution to journalArticlepeer-review

  7. Stable cylindrical Lévy processes and the stochastic Cauchy problem

    Riedle, M., 7 Jun 2018, (E-pub ahead of print) In: Electronic Communications in Probability. 23, 12 p., 36.

    Research output: Contribution to journalArticle

  8. Large deviations for stochastic heat equations with memory driven by Lévy-type noise

    Riedle, M. & Zhai, J., 1 Apr 2018, In: Discrete and Continuous Dynamical Systems - Series A. 38, 4, p. 1983-2005 23 p.

    Research output: Contribution to journalArticlepeer-review

  9. Stochastic integration with respect to cylindrical Lévy processes

    Riedle, M. & Jakubowski, A., 2017, In: ANNALS OF PROBABILITY. 45, 6B, p. 4273-4306 34 p.

    Research output: Contribution to journalArticlepeer-review

  10. Copulas in Hilbert spaces

    Hausenblas, E. & Riedle, M., 16 Mar 2016, (E-pub ahead of print) In: Stochastics. p. 1-18 18 p.

    Research output: Contribution to journalArticlepeer-review

  11. Ornstein-Uhlenbeck Processes Driven by Cylindrical Lévy Processes

    Riedle, M., 1 May 2015, In: POTENTIAL ANALYSIS. 42, 4, p. 809-838 30 p.

    Research output: Contribution to journalArticlepeer-review

  12. Non-standard Skorokhod convergence of Levy-driven convolution integrals in Hilbert spaces

    Pavlyukevich, I. & Riedle, M., 2015, In: STOCHASTIC ANALYSIS AND APPLICATIONS. 33, 2, p. 271-305 35 p.

    Research output: Contribution to journalArticlepeer-review

  13. Cylindrical Fractional Brownian Motion in Banach Spaces

    Issoglio, E. & Riedle, M., Nov 2014, In: Stochastic Processes and Their Applications. 124, 11, p. 3507-3534 28 p.

    Research output: Contribution to journalArticlepeer-review

  14. Radonifying operators and infinitely divisible wiener integrals

    Riedle, M., 2014, In: Theory of Stochastic Processes. 19, 2, p. 90-103 14 p.

    Research output: Contribution to journalArticlepeer-review

  15. Bubbles and crashes in a Black–Scholes model with delay

    Riedle, M., Appleby, J. & Swords, C., Jan 2013, In: Finance and Stochastics. 17, 1, p. 1-30 30 p.

    Research output: Contribution to journalArticlepeer-review

  16. Cylindrical Wiener processes

    Riedle, M., 2011, In: LECTURE NOTES IN MATHEMATICS. 2006, p. 191 - 214 24 p.

    Research output: Contribution to journalArticlepeer-review

  17. Infinitely divisible cylindrical measures on Banach spaces

    Riedle, M., 2011, In: Studia Mathematica. 207, 3, p. 235 - 256 22 p.

    Research output: Contribution to journalArticlepeer-review

  18. Cylindrical Lévy processes in Banach spaces

    Applebaum, D. & Riedle, M., 2010, In: PROCEEDINGS OF THE LONDON MATHEMATICAL SOCIETY. 101, 3, p. 697-726 29 p.

    Research output: Contribution to journalArticlepeer-review

  19. Stochastic Volterra differential equations in weighted spaces

    Appleby, J. A. D. & Riedle, M., 2010, In: Journal of Integral Equations and Applications. 22, p. 1 - 18 18 p.

    Research output: Contribution to journalArticlepeer-review

  20. Geometric Brownian motion with delay: mean square characterization

    Appleby, J. A. D., Mao, X. & Riedle, M., 2009, In: PROCEEDINGS- AMERICAN MATHEMATICAL SOCIETY. 137, p. 339 - 348 10 p.

    Research output: Contribution to journalArticlepeer-review

  21. On asymptotic stability of linear stochastic Volterra difference equations with respect to a fading perturbation

    Appleby, J. A. D., Riedle, M. & Rodkina, A., 2009, In: Advanced Studies in Pure Mathematics. 53

    Research output: Contribution to journalArticlepeer-review

  22. Stochastic integration for Lévy processes with values in Banach spaces

    Riedle, M. & van Gaans, O., 2009, In: Stochastic Processes and Their Applications. 119, 6, p. 1952 - 1974 23 p.

    Research output: Contribution to journalArticlepeer-review

  23. Solutions of affine stochastic functional differential equations in the state space

    Riedle, M., Mar 2008, In: JOURNAL OF EVOLUTION EQUATIONS. 8, 1, p. 71 - 97 27 p.

    Research output: Contribution to journalArticlepeer-review

  24. A semigroup approach to stochastic delay equations in spaces of continuous functions

    Riedle, M. & van Neerven, J., Apr 2007, In: SEMIGROUP FORUM. 72, 2, p. 227-239 12 p.

    Research output: Contribution to journalArticlepeer-review

  25. On Émery's Inequality and a Variation-of-Constants Formula

    Riedle, M., Reiß, M. & van Gaans, O., 2007, In: STOCHASTIC ANALYSIS AND APPLICATIONS. 25, 2, p. 353-379 26 p.

    Research output: Contribution to journalArticlepeer-review

  26. Delay differential equations driven by Lévy processes: Stationarity and Feller properties

    Reiß, M., Riedle, M. & van Neerven, O., Oct 2006, In: Stochastic Processes and Their Applications. 116, 10, p. 1409–1432 24 p.

    Research output: Contribution to journalArticlepeer-review

  27. Mean square stability of stochastic Volterra integro-differential equations

    Mao, X. & Riedle, M., Jun 2006, In: Systems & Control Letters. 55, 6, p. 459–465 7 p.

    Research output: Contribution to journalArticlepeer-review

  28. Lyapunov Exponents for Linear Delay Equations in Arbitrary Phase Spaces

    Riedle, M., Feb 2006, In: INTEGRAL EQUATIONS AND OPERATOR THEORY. 54, 2, p. 259-278 20 p.

    Research output: Contribution to journalArticlepeer-review

  29. Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

    Appleby, J. & Riedle, M., 2006, In: STOCHASTIC ANALYSIS AND APPLICATIONS. 24, 4, p. 813-826 14 p.

    Research output: Contribution to journalArticlepeer-review

  30. Variance estimation in the change analysis of a linear regression model

    Riedle, M. & Steinebach, J., Nov 2001, In: METRIKA. p. 139-157 18 p.

    Research output: Contribution to journalArticlepeer-review

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