Publications and Preprints by Eberhard Mayerhofer

Stochastic Processes and Applications in Finance

• Wishart Processes and Wishart Distributions: An Affine Processes Point of View (Preprint 2012)
• Affine Processes on Symmetric Cones (with Christa Cuchiero, Martin Keller-Ressel and Josef Teichmann). (Preprint 2011)
• Exponential Moments of Affine Processes (with Martin Keller-Ressel). (Preprint 2011)
• Density Approximations for Multivariate Affine Jump-Diffusion Processes (with Damir Filipovic and Paul Schneider), to appear in Journal of Econometrics. (Preprint 2011)
• Affine Processes on positive semidefinite d x d matrices have jumps of finite variation in dimension d>1, Stochastic Processes and Their Applications, Volume 122, Issue 10, Pages 3445-3459 (October 2012). (Preprint 2011)
• On the existence of non-central Wishart distributions, Journal of Multivariate Analysis 114 (2013) pages 0-8. (Preprint 2011)
• On strong solutions of positive definite jump-diffusions (with Oliver Pfaffel and Robert Stelzer), Stochastic Processes and their Applications 121 (2011), No.9, pp. 2072-2086. (Download)
• Affine processes on positive semidefinite matrices (with Christa Cuchiero, Damir Filipovic and Josef Teichmann), Annals of Applied Probability 2011, Vol. 21, No. 2, 397-463. (Download)
• A characterization of the martingale property of exponentially affine processes (with Johannes Muhle-Karbe and Alexander G. Smirnov), Stochastic Processes and their Applications, Vol. 121 (2011), No. 3, pp. 568-582. (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)

Nonlinear Distributions and General Relativity

• 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)

Functional Equations for Meromorphic Functions

• 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, p-adic Numbers, Ultrametric Analysis, and Applications, Vol 2, Number 1, 2010. (Download)

PhD Thesis

• The wave equation on singular space times, University of Vienna, September 2006. (Download)