Prof. Dr. Leif Döring

Short CV

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.


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

Frank Aurzada (Darmstadt), Sam Baguley (Mannheim), Jochen Blath (Berlin), Matyas Barczy (Debrecen), Julien Berestycki (Oxford), Steffen Dereich (Münster), Alison Etheridge (Oxford), Lukas Gonon (Zurich), Blanka Horvath (London), Achim Klenke (Mainz), Andreas Kyprianou (Bath), Zenghu Li (Beijing), Leonid Mytnik (Technion), Gyula Pap (Szeged), David Prömel (Oxford), Oleg Reichmann (Luxemburg), Matt Roberts (Bath), Mladen Savov (Sofia), Josef Teichmann (Zürich), Philip Weissmann (Mannheim), Lorenzo Zambotti (Paris)


  • Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations, with L. Gonon, D. Prömel, O. Reichmann, (2018), Arxiv-link
  • "Stable processes conditioned to hit an interval continuously from the outside", with P. Weißmann, (2018), appears in Bernoulli Journal, Arxiv-link
  • "Lévy processes with finite variance conditioned to avoid an interval", with A. Watson, P. Weißmann, Electronic Journal of Probability, 24, paper no. 52, (2019), Arxiv-link
  • "Unterschiede von Studierenden als Herausforderung betrachten", Forschung und Lehre, August 2018, Link F&L
  • "Stable processes conditioned to avoid an interval", with A. Kyprianou, P. Weißmann, appears in Stochastic Processes and their Applications, (2018), Arxiv-link
  • "Entrance and exit at infinity for stable jump diffusions" with A. Kyprianou, (2018), appears in Annals of Probability, Arxiv-link
  • "On Skorokhod Embeddings and Poisson Equations" with L. Gonon, D. Prömel, O. Reichmann, Annals of Applied Probability, Vol. 29, No. 4, 2302-2337, (2017), Arxiv-link
  • "Individualisierte Tutorien im Mathematikstudium", with. O. Kolb, M. Klinger, M. Schlather, (2017), Neues Handbuch Hochschullehre, DUZ Verlags- und Medienhaus
  • "Functional analytic (ir-)regularity properties of SABR type processes" with B. Horvath, J. Teichmann, International Journal of Theoretical and Applied Finance, 48 pages, Vol. 20, (2017), Arxiv-link
  • "Finite system scheme for infinite rate mutually catalytic branching with infinite branching rate" with A. Klenke, L. Mytnik, Annals of Applied Probability, Vol. 27, No. 5, 3113-3152, (2017), Arxiv-link
  • "Real Self-Similar Markov Processes Started from the Origin" with S. Dereich, A. Kyprianou, Annals of Probability, Volume 45, No. 3, 1952-2003, (2017), Arxiv-link
  • "Perpetual Integrals for Lévy Processes" with A. Kyprianou, Journal of Theoretical Probability, 29, pp. 1192-1198, (2016), 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, 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