Prof. Dr. Leif Döring

Short CV

  • since 2017: full professor (W3), University of Mannheim
  • 2015-2017: tenure track assistant professor (W1), University of Mannheim
  • 2013-2015: Ambizione Research Project within the group of Prof Josef Teichmann, ETH Zurich
  • 2012-2013: Postdoc with Prof Jean Bertoin (Uni Zurich)
  • 2010-2012: Postdoc with Prof Lorenzo Zambotti, Paris 6 (Fondations Mathématique de Paris)
  • 2009-2010: Postdoc with Prof Alison Etheridge, Oxford University
  • 2006-2009: PhD supervised by Prof Jochen Blath, TU Berlin
  • 2001-2006: Studies of Mathematics and Computer Science, Uni Konstanz & Yale University

Research interests

My research interest lies in the are of stochastic processes, currently self-similar Markov processes and Lévy processes and everything that relates to the techniques.

Coauthors

I had (and still have) the pleasure of collaborating with the following people:

Frank Aurzada (Darmstadt), Jochen Blath (Berlin), Matyas Barczy (Debrecen), Julien Berestycki (Oxford), Steffen Dereich (Münster), Alison Etheridge (Oxford), Blanka Horvath (London), Achim Klenke (Mainz), Andreas Kyprianou (Bath), Zenghu Li (Beijing), Leonid Mytnik (Technion), Gyula Pap (Szeged), Matt Roberts (Bath), Mladen Savov (Sofia), Josef Teichmann (Zürich), Lorenzo Zambotti (Paris)

Articles

  • "On Skorokhod Embeddings and Poisson Equations" with L. Gonon, D. Prömel, O. Reichmann, (2017), Arxiv-link
  • "Time Change Techniques for SABR-Type Models" with B. Horvath, J. Teichmann, (2016), appears in International Journal of Theoretical and Applied Finance
  • "Finite system scheme for infinite rate mutually catalytic branching with infinite branching rate" with A. Klenke, L. Mytnik, (2015), appears in Annals of Applied Probability, Arxiv-link
  • "Real Self-Similar Markov Processes Started from the Origin" with S. Dereich, A. Kyprianou, (2015), appears in Annals of Probability, Arxiv-link
  • "Perpetual Integrals for Lévy Processes" with A. Kyprianou (2014) appears in Journal of Theoretical Probability, Arxiv-link
  • "Random Interlacements via Kuznetsov Measures" with S. Dereich, (2014), Arxiv-link
  • "A 0-1 law for spectrally positive Lévy Processes Conditioned to be Positive" unpublished manuscript, (2014), link
  • "Parameter estimation for a subcritical affine two factor model" with M. Barczy, Z. Li, G. Pap, Journal of Statistical Planning and Inference, 151-152, pp. 37-59, (2014), Arxiv-link
  • "Stationarity and ergodicity for an affine two factor model" with M. Barczy, Z. Li, G. Pap, Advances in Applied Probability, pp. 878-898, (2014), Arxiv-link
  • "Exceptional Times for the Generalized Lambda Fleming-Viot Process with Mutations" with J. Berestycki, L. Mytnik, L. Zambotti, Stochastic PDEs: Analysis and Computation, 2, pp. 84-120, (2014), Arxiv-link
  • "On parameter estimation for critical affine processes" with M. Barczy, L. Li, G. Pap, Electron. J. Statist., 7, pp. 647-696, (2013), Arxiv-link
  • "A Jump-Type SDE Approach to Real-Valued Self-Similar Markov Processes" Trans. Amer. Math. Soc., 367, pp. 7797-7836, (2015), Arxiv-link
  • "On the Entire Moments of Self-Similar Markov Processes" with M. Barczy, Stochastic Analysis and Applications 31, 2, pp. 191-198, (2013), Arxiv-link
  • "Hitting properties and non-uniqueness for SDE driven by stable processes" with J. Berestycki, L. Mytnik, L. Zambotti, Stochastic Processes and Their Applications, 150, pp. 918-949, (2015), Arxiv-link
  • "A Jump-Type SDE Approach to Positive Self-Similar Markov processes" with M. Barczy, Electronic Journal of Probability, 17, pp. 1-39, (2012), Arxiv-link
  • "Mutually Catalytic Branching Processes and Voter Processes with Strength of Opinion" with L. Mytnik, ALEA, 9, pp. 1-51, (2012), Arxiv-link
  • "Longtime Behavior of Mutually Catalytic Branching with Negative Correlations" with L. Mytnik, In "Advances in Superprocesses and Nonlinear PDEs": Springer Proceedings in Mathematics & Statistics, 38, (2013),  Arxiv-link
  • "Catalytic Branching Processes via Spine Techniques and Renewal Theory" with M. I. Roberts, Séminaire de Probabilité XLV, pp. 305-322, (2013), Arxiv-link
  • "(Non)Differentiability and Asymptotics for Potential Densities of Subordinators" with M. Savov, Electronic Journal of Probability, 16, pp. 470-503, (2011), Arxiv-link
  • "Small time Chung-type LIL for Levy processes" with F. Aurzada, M. Savov, Bernoulli, 19, pp. 115–136, (2013), Arxiv-link
  • "An Application of the Renewal Theorem to Exponential Moments of Local Times" with M. Savov, Electronic Communications in Probability, 15, pp. 263-269, (2010), Arxiv-link
  • "Fine Properties of Symbiotic Branching Processes" PhD-thesis, TU Berlin, 2009
  • "On the Moments and the Interface of Symbiotic Branching Processes with J. Blath, A. Etheridge, Annals of Probability, 39, pp. 252-290, (2011), Arxiv-link 
  • "Intermittency and Aging for the Symbiotic Branching Model" with F. Aurzada, Annales de l‘Institute Henri Poincaré (B), 47, pp. 376-394, (2011), Arxiv-link