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Daniel Neuenschwander

Coordonnées

Professeur associé
Département de sciences actuarielles


Contact
Daniel.Neuenschwander@unil.ch
Extranef, bureau 108
Tél 021.692.33.70

Adresse postale
Université de Lausanne
Quartier UNIL-Chamberonne
Bâtiment Extranef
1015 Lausanne

Publications

39 dernières publications classées par: type de publication  -  année

: Revue avec comité de lecture

Articles

Neuenschwander D. (2014). A new Proof for the Lévy Construction of Second Kind for Stable Laws. Journal of Mathematical Sciences, 200, 473-475. Revue avec comité de lecture


Neuenschwander D. (2014). On Multivariate Power Series of Random Variables Satisfying Some Hierarchy Conditions. Journal of Mathematical Sciences, 200, 476-479. Revue avec comité de lecture


Neuenschwander D. (2014). On Chung's Law of Large Numbers on Simply Connected Step 2-Nilpotent Lie Groups. Journal of Mathematical Sciences, 196, 75-77. Revue avec comité de lecture


Neuenschwander D. (2013). Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance. Monatshefte für Mathematik, 171, 91-101. Revue avec comité de lecture


Neuenschwander D. (2012). Do non-strictly stable laws on positively graduated simply connected nilpotent Lie groups Lie in their own domain of normal attraction?. Probability and Mathematical Statistics, 32, 189-202. Revue avec comité de lecture


Neuenschwander D. (2009). Probabilities on Simply Connected Nilpotent Lie Groups: On the Doeblin-Gnedenko Conditions for the Domain of Attraction of Stable Laws. With an Appendix on a New Proof of Siebert's Convergence Theorem for Generating Distributions. International Journal of Pure and Applied Mathematics, 55, 187-199. Revue avec comité de lecture


Neuenschwander D. (2009). Retrieval of the Law of a Random Payment Stream by the Joint Law of its Final Value and the Interest Rate at some Fixed Time. International Journal of Pure and Applied Mathematics, 55, 173-186. Revue avec comité de lecture


Neuenschwander D. (2009). On Sufficient Statistics for Combined Models with Stochastic Volatility and Jumps: Some Complements. Far East Journal of Theoretical Statistics, 28, 117-131. Revue avec comité de lecture


Neuenschwander D. (2009). Erratum to: Uniqueness of Embedding into a Gaussian Semigroup and a Poisson Semigroup with Determinate Jump Law on a Simply Connected Nilpotent Lie Group. Journal of Theoretical Probability, 22, 1058-1060.


Neuenschwander D. (2008). Retrieval of Black-Scholes and Generalized Erlang Models by Perturbed Observations at a Fixed Time. Insurance: Mathematics and Economics, 42, 453-458. Revue avec comité de lecture


Neuenschwander D. (2008). Uniqueness of Embedding of Gaussian Probability Measures into a Continuous Convolution Semigroup on Simply Connected Nilpotent Lie Groups. Comptes Rendus Mathématique, 346, 887-892. Revue avec comité de lecture


Neuenschwander D. (2008). Solution to Advanced Problem 6576*. The American Mathematical Monthly, 115, 263-264. Revue avec comité de lecture


Neuenschwander D. (2008). Uniqueness of Embedding into a Gaussian Semigroup and a Poisson Semigroup with Determinate Jump Law on a Simply Connected Nilpotent Lie Group. Journal of Theoretical Probability, 21, 791-801. Revue avec comité de lecture


Neuenschwander D. , Zeuner H. (2003). Generating random numbers of prescribed distribution using physical sources. Statistics and Computing, 13, 5-11. Revue avec comité de lecture


Neuenschwander D. (2002). Petrov's Law of the Iterated Logarithm on Simply Connected Step 3-Nilpotent Lie Groups. Journal of Mathematical Sciences, 111, 3857-3860.


Neuenschwander D. (2002). Petrov's law of the iterated logarithm on simply connected nilpotent Lie groups. Publicationes Mathematicae Debrecen, 60, 23-28.


Neuenschwander D. (2002). Covariograms of convex bodies in the plane: A remark on Nagel's theorem. Elemente der Mathematik, 57, 61-65. Revue avec comité de lecture


Neuenschwander D. (2001). On the Representation of Permutations as Products of Transpositions. Elemente der Mathematik, 56, 1-3. Revue avec comité de lecture


Neuenschwander D. (2001). Triangular systems of probability measures on simply connected nilpotent and discrete subgroups of exponential Lie groups. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 333, 1029-1034. Revue avec comité de lecture


Neuenschwander D. (2001). Two Remarks on the Central Limit Theory. Journal of Mathematical Sciences, 106, 2725-2731.


Neuenschwander D. (2000). Unimodality of stable gaussian laws on the Heisenberg group. Monatshefte für Mathematik, 129, 133-137. Revue avec comité de lecture


Neuenschwander D. (2000). Lösung zu Aufgabe 1142. Elemente der Mathematik, 55, 40-41.


Neuenschwander D. (2000). S-Stable semigroups on simply connected step 2-nilpotent Lie groups. Contemporary Mathematics, 261, 59-70.


Neuenschwander D. (2000). On option pricing in models driven by iterated integrals of Brownian motion. Mitt. SAV, 1, 35-39.


Neuenschwander D. (2000). Uniqueness properties of convolution roots of p-adic and probability measures on simply connected nilpotent Lie groups. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 330, 1025-1030. Revue avec comité de lecture


Neuenschwander D. , Schott R. (2000). The class I_0 on abstract structures. Journal of Mathematical Sciences, 99, 1463-1468.


Franz U., Neuenschwander D. ; Schott R. (1999). Phase retrieval for probability distributions on quantum groups and braided groups. Journal of Theoretical Probability, 12, 585–594. Revue avec comité de lecture


Jurek Z.J. , Neuenschwander D. (1999). S-Stable Laws in Insurance and Finance and Generalization to Nilpotent Lie Groups. Journal of Theoretical Probability, 12, 1089-1107.


Neuenschwander D. (1999). The Class $I_0$ for Random Increasing Upper Semicontinuous Functions . Theory of Probability and Its Applications, 44, 106-109.


Neuenschwander D. (1998). On the uniqueness problem for continuous convolution semigroups of probability measures on simply connected nilpotent Lie groups. Publicationes Mathematicae Debrecen, 53, 415-422. Revue avec comité de lecture


Neuenschwander D. (1998). Law of the iterated logarithm for Lévy's area process composed with Brownian motion. Statistics and Probability Letters, 40, 371-377. Revue avec comité de lecture


Neuenschwander D. (1997). A new proof of the multidimensional convergence of types theorem. Statistics and Probability Letters, 33, 85-88. Revue avec comité de lecture


Neuenschwander D. (1997). Uniqueness of roots in l(1)(Gamma,N-0) over lattices in simply connected nilpotent Lie groups. Publicationes Mathematicae-Debrecen, 50, 43-47. Revue avec comité de lecture


Neuenschwander D., Roynette B. ; Schott R. (1997). Characterizations of gaussian distributions on simply connected nilpotent Lie groups and symmetric spaces. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 324, 87-92. Revue avec comité de lecture


Neuenschwander D. (1996). Commutative infinitesimal triangular systems on Euclidean motion groups. Statistics and Probability Letters, 30, 33-36. Revue avec comité de lecture


Neuenschwander D. , Scheffer H.-P. (1996). Laws of the iterated logarithm for the central part of (semi-)stable measures on the Heisenberg groups. Monatshefte für Mathematik, 121, 265-274. Revue avec comité de lecture


Livres

Neuenschwander D. (2004). Probabilistic and Statistical Methods in Cryptology (3028). Springer Berlin Heidelberg.


Neuenschwander D. (1996). Probabilities on the Heisenberg group: Limit theorems and Brownian motion (1630). Berlin: Springer-Verlag.


Parties de livre

Neuenschwander D. , Schott R. (1999). Trimmed sums and associated random variables in the q-domain of attraction of stable Laws. Probability Theory and Mathematical Statistics: Proceedings of the Seventh Vilnius Conference 1998 (Vol. 3, pp. 515-520). Vilnius: TEV / Utrecht: VSP.



 
 
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