Dr. Jana Reker

Winter Term 2019/2020

• Mathematik für Wirtschaftswissenschaftler
• Seminar: Time Series Modeling in Continuous Time
• Time Series Analysis

Summer Term 2019

• Extreme Value Theory
• Seminar: SDEs and Applications

Winter Term 2018/2019

• Financial Mathematics I
• Maßtheorie

• Existence of Resonances for the Spin-Boson Model with Critical Coupling Function, Master Thesis, TU Braunschweig 2018, supervisor: Prof. Dr. Volker Bach
• Das stochastische Matrixexponential für Funktionen endlicher Variation, Bachelor Thesis, TU Braunschweig 2015, supervisor: Prof. Dr. Alexander Lindner

 

• Behme, A., Lindner, A. and Reker, J. (2020+) On the law of killed exponential functionals, submitted
• Behme, A., Lindner, A., Reker, J. and Rivero, V. (2020+) Continuity properties and the support of killed exponential functionals, submitted arXiv:1912.03052
• Reker, J. (2020) Existence of resonances for the spin-boson model with critical coupling function, Journal of Mathematical Analysis and Applications 483 Vol. 2, to appear arXiv:1805.02263

• Risk and Statistics, 2nd ISM-UUlm Joint Workshop, October 08-10, 2019, Ulm, Germany. (Poster)
• 9th International Conference on Lévy Processes, July 15-19, 2019, Samos, Greece. (Poster)
• Sattelite Summer School to the 9th International Conference on Lévy Processes, July 8-12, 2019, Athens, Greece. (Talk)