Publikationen von Brice Franke
1) Heat Content Inequalities for Diffusions on Manifolds
(Dissertation),
Mathematica Gottingensis, Heft 2, (2001) [ps]
2) Integral inequalities for the fundamental solutions of
diffusions on manifolds with divergence-free drift,
Mathematische Zeitschriften, 246, (2004), 373-403
[link]
3) About the decay of vorticity in a two-dimensional
incompressible viscous fluid,
Semigroup Forum, 69, (2004),
303-316 [link]
4) A functional central limit theorem for diffusions on periodic
submanifolds of ℝN,
Probability Theory and Related Fields, 133, (2005), 236-244 [link]
5) The scaling limit behavior of periodic stable-like processes,
Bernoulli, 12, (2006), 551-570
[link]
Correction to: The scaling limit behavior of periodic stable-like processes,
Bernoulli, 13, (2007), 600
[link]
6) On the decay of the solutions of second order parabolic
equations with Dirichlet conditions,
Mathematische Nachrichten, 280, (2007), 851-865
[link]
7) A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Levy-noise,
Journal of Theoretical Probability, 20, (2007), 1087-1100
[link]
8) A Lévy process whose jumps are dragged by a spherical dynamical system,
Journal of Applied Probability, 44, (2007), 732-741
[link]
9) Homogenization of random transport along periodic two dimensional flows,
Stochastic Processes and their Applications, 119, (2009), 327-346
[link]
10) mit T. Saigo: The extremes of a random scenery as seen by a random walk in a random environment,
Statistics and Probability Letters, 79, (2009), 1025-1030
[link]
11) mit T. Saigo: The extremes of random walks in random sceneries,
Advances in Applied Probability, 41, (2009), 452-468
[link]
12) mit C.-R. Hwang, H.-M. Pai, S.-J. Sheu: The behavior of the spectral gap under growing drift,
Transactions of the American Mathematical Society, 362, (2010), 1325-1350
[link]
13) mit T. Saigo: A selfsimilar process arising from a random walk with random environment in random scenery,
(29 pages, erscheint in Bernoulli)
14) Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter,
(25 pages, erscheint in Extremes)
15) mit H. Dehling, T. Kott: Drift estimation for a periodic mean reversion process,
(16 pages erscheint in Statistical Inference for Stochastic Processes)
16) mit M. Stolz: A duality approach to the worst case value at risk for a sum of dependent random variables with known covariances,
(submitted, 13 pages)
17) mit T. Kott: Least squares estimation for the drift parameter of a time-inhomogeneous jump diffusion process,
(Manuskript, 16 pages)
18) mit S.-J. Sheu: The resolvent of a drift accelerated diffusion,
(Manuscript, 17 pages)
19) The homogenization of SDE's with fastly oszillating coefficients which are driven by stable Levy noise,
(Manuscript, 25 pages)
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