Publications and Preprints

Eberhard Mayerhofer

    • A characterization of non-central Wishart distributions, 2010 (Download)
    • On strong solutions of positive definite jump-diffusions (with Oliver Pfaffel and Robert Stelzer), under review. 2010 (Download)
    • Affine processes on positive semidefinite matrices (with Christa Cuchiero, Damir Filipovic and Josef Teichmann), The Annals of Applied Probability, upcoming. Preprint 2010 (Download)
    • A characterization of the martingale property of exponentially affine processes (with Johannes Muhle-Karbe and Alexander G. Smirnov), resubmitted to Stochastic Processes and Applications. Preprint 2010 (Download)
    • On convexity of solutions of ordinary differential equations (with Martin Keller-Ressel and Alexander G. Smirnov), J. Math. Anal. Appl. 368 (2010) 247–253. (Download)
    • Affine Diffusion Processes: Theory and Applications (with Damir Filipovic), Radon Series Comp. Appl. Math 8, 1–40, 2009 (Download)
    • The wave equation on singular space-times (with James D.E. Grant and R. Steinbauer), Comm. Math. Phys. 285 (2009), no. 2, 399--420 (Download)
    • On Lorentz geometry in algebras of generalized functions, Proc. Roy. Soc. Edinburgh Sect. A 138 (2008), no. 4, 843--871. (Download)
    • Homogeneity in generalized Function Algebras(with Clemens Hanel, Hans Vernaeve and Stevan Pilipovic), J. Math. Anal. Appl. 339 (2008), pp. 889-904 (Download)
    • Spherical completeness of the non-archimedean ring of Colombeau generalized numbers, Bulletin Inst. Math. Academia Sinica (New Series) Vol.2, No. 3, pp. 769-783 (2007) (Download )
    • On the characterization of p-adic Colombeau-Egorov generalized functions by their point values, Mathematische Nachrichten, Vol. 280, No. 11, 2007, pp. 1297-1301 (Download)
    • Rational Decompositions of p-adic meromorphic functions, Sci. Math. Jpn. 61 (2005), no. 1, 1--13 (Download)
    • Rational decompositions of complex meromorphic functions (with Alain Escassut), Complex Var. Theory Appl. 49 (2004), no. 14, 991--996 (Download)
    • On the functional equation Af^2+Bg^2=1 in a p-adic field of characteristic zero, Preprint (Download)

Thesis

    • The wave equation on singular space times, (Download) Ph.D thesis, defended September 2006

Working Papers

    • Constructing the transition laws of affine processes: A simplified point of view, didactic note, 2009 (Download)
    • Block-diagonalization for diffusion functions of affine Markov processes (with Paul Schneider), preprint 2008.

Notes

    • The Optional Sampling Theorem. (Download)
    • A generalization of matrix Riccati differential equations: existence and comparison results (with Christa Cuchiero), 2008 (Download)
    • Wave equations on space-times of low regularity: Existence results and regularity theory in the framework of generalized function algebras (with James D. E. Grant), Conference Proceedings of the International Conference on Generalized Functions 2007, Banach Center, Bedlewo, Poland (Download)