Alexander Klump
E-Mail: für Mailadresse hier klicken
Publications:
- Klump, Alexander; Savov, Mladen: Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions, ArXiv-Preprint (2023)
- Klump, Alexander; Kolb, Martin: An elementary approach to the inverse first-passage time problem for soft-killed Brownian motion, To appear in Journal of Applied Probability (2023)
- Klump, Alexander: The inverse first-passage time problem as hydrodynamic limit of a particle system, Methodology and Computing in Applied Probability (2023)
- Klump, Alexander; Kolb, Martin: Uniqueness of the inverse first-passage time problem and the shape of the Shiryaev boundary, Theory of Probability and its Applications (2023)
- Klump, Alexander: The classical and the soft-killing Inverse First-Passage Time Problem: a stochastic order approach, Ph.D. Thesis - Paderborn University, (2022)
Simulations:
- The Lower Invariant Process: JavaScript-Simulation
- Brownian Motion via Donsker's Theorem: JavaScript-Simulation
- Simulation of the solution of the inverse first-passage time problem for reflected Brownian motion: embedded R-Script
- Simulation of the process of Figure 1 from The inverse first-passage time problem as hydrodynamic limit of a particle system(2023): JavaScript-Simulation
Talks:
- 21.04.2023/The 24th Conference of the Romanian Society of Probability and Statistics/Bucharest: The inverse first-passage time problem as hydrodynamic limit of a particle system, slides
- 27.03.2023/Recent Developments in Stochastic Processes 2023/Sofia: The inverse first-passage time problem as hydrodynamic limit of a particle system, slides
- 01.03.2023/IMI-BAS National Seminar on Probability and Statistics/Sofia: The inverse first-passage time problem for Brownian motion, slides
- 15.12.2022/Vortrag im Rahmen der mündlichen Promotionsprüfung/Paderborn: The classical and the soft-killing inverse first-passage time problem: A stochastic order approach
- 15.09.2022/DMV-Tagung 2022/Berlin: The classical and the soft-killing inverse first-passage time problem: A stochastic order approach, slides
- 19.08.2022/Westfälische Stochastiktage 2022/Paderborn: The classical and the soft-killing inverse first-passage time problem: A stochastic order approach, slides
- 16.07.2022/10th Summer school on Lévy Processes/Mannheim: The classical and the soft-killing inverse first-passage time problem for Brownian motion, slides
- 27.01.2022/Oberseminar Stochastik/Paderborn: An elementary approach to the inverse first-passage time problem for Brownian motion with soft-killing
- 05.05.2021/Oberseminar Stochastik/Paderborn: Uniqueness of the inverse first-passage time problem of reflected Brownian motion and the shape of the Shiryaev barrier
- 21.11.2019/Oberseminar Stochastik/Paderborn: Anulova's approach to the Shiryaev Problem and consequences
- 24.09.2019/DMV Studierendenkonferenz/Karlsruhe: A specific N particle system of Fleming Viot type, presentation
- 21.08.2019/IRTG summer school/Bielefeld: exponential convergence to quasistationary distribution and Q process, notes
- 29.05.2019/Science Day/Paderborn: Population model for cells with mutation and selection, presentation
- 06.02.2019/IMI-BAS National Seminar on Probability and Statistics/Sofia: A specific N particle system of Fleming Viot type - recurrence transience properties
Lehre (Veranstaltungsassistenz):
- SS22: Stochastik 1
- WS21/22: Stochastik für Informatiker und Lehramtsstudierende
- SS21: Stochastische Prozesse, Fundamente der Stochastik 1
- WS20/21: Fundamente der Stochastik 2
- SS20: Stochastische Prozesse
- WS19/20: Fundamente der Stochastik 2
- SS19: Fundamente der Stochastik 1