Publications
. Grosse Abweichungen für die Pfade der Super-Brownschen Bewegung. Bonner Mathematische Schriften [Bonn Mathematical Publications]. Vol. 277. Universität Bonn, Mathematisches Institut, Bonn, 1995.
. “Sample path large deviations for super-Brownian motion”. Probab. Theory Related Fields 104 (1996): 319–347.
. “Geometric aspects of Fleming-Viot and Dawson-Watanabe processes”. Ann. Probab. 25 (1997): 1160–1179.
. “Moderate deviations and functional LIL for super-Brownian motion”. Stochastic Process. Appl. 72 (1997): 11–25.
. “Cramer's condition and Sanov's theorem”. Statist. Probab. Lett. 39 (1998): 55–60.
. “Large deviations for hierarchical systems of interacting jump processes”. J. Theoret. Probab. 11 (1998): 1–24.
. “Existence and regularity for a class of infinite-measure $(\xi,\psi,K)$-superprocesses”. J. Theoret. Probab. 12 (1999): 1011–1035.
. “Rademacher's theorem on configuration spaces and applications”. J. Funct. Anal. 169 (1999): 325–356.
. “Convex measures of risk and trading constraints”. Finance Stoch. 6 (2002): 429–447.
. “Geometric analysis for symmetric Fleming-Viot operators: Rademacher's theorem and exponential families”. Potential Anal. 17 (2002): 351–374.
. “Robust preferences and convex measures of risk”. In Advances in finance and stochastics, 39–56. Springer, Berlin, 2002.
. Stochastic finance. De Gruyter Studies in Mathematics. Vol. 27. Walter de Gruyter & Co., Berlin, 2002.
. “Robust preferences and convex measures of risk”. In Advances in finance and stochastics. Essays in honour of Dieter Sondermann, 39–56. Springer–Verlag, 2002.
. “On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals”. Ann. Appl. Probab. 14 (2004): 1398–1423.
. Stochastic finance. De Gruyter Studies in Mathematics. Vol. 27. Extended. Walter de Gruyter & Co., Berlin, 2004.
. “Duality theory for optimal investments under model uncertainty”. Statist. Decisions 23 (2005): 199–217.
. “Optimal investments for robust utility functionals in complete market models”. Math. Oper. Res. 30 (2005): 750–764.
. “Risk measures and robust optimization problems”. Stoch. Models 22 (2006): 753–831.
. “Robust utility maximization in a stochastic factor model”. Statist. Decisions 24 (2006): 109–125.
. “A control approach to robust utility maximization with logarithmic utility and time-consistent penalties”. Stochastic Process. Appl. 117 (2007): 980–1000.
