Recent publications
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Trottner, L 2024, 'Covariate shift in nonparametric regression with Markovian design', Information and Inference: A Journal of the IMA, vol. 13, no. 2, iaae011. https://doi.org/10.1093/imaiai/iaae011
Christensen, S, Holk Thomsen, A & Trottner, L 2024, 'Data-driven Rules for Multidimensional Reflection Problems', SIAM/ASA Journal on Uncertainty Quantification, vol. 12, no. 4, pp. 1240 - 1272. https://doi.org/10.1137/23M1618570
Christensen, S, Strauch, C & Trottner, L 2024, 'Learning to reflect: a unifying approach for data-driven stochastic control strategies', Bernoulli, vol. 30, no. 3, pp. 2074-2101. https://doi.org/10.3150/23-BEJ1665
Döring, L, Trottner, L & Watson, AR 2024, 'Markov additive friendships', Transactions of the American Mathematical Society, vol. 377, no. 11, pp. 7699-7752. https://doi.org/10.1090/tran/9266
Döring, L, Savov, M, Trottner, L & Watson, AR 2024, 'The uniqueness of the Wiener–Hopf factorisation of Lévy processes and random walks', Bulletin of the London Mathematical Society, vol. 56, no. 9, pp. 2951-2968. https://doi.org/10.1112/blms.13112
Trottner, L, Aeckerle-Willems, C & Strauch, C 2023, 'Concentration analysis of multivariate elliptic diffusions', Journal of Machine Learning Research, vol. 24, 106. <https://www.jmlr.org/papers/v24/22-0666.html>
Döring, L & Trottner, L 2023, 'Stability of overshoots of Markov additive processes', Annals of Applied Probability, vol. 33, no. 6B, pp. 5413-5458. https://doi.org/10.1214/23-aap1951
Dexheimer, N, Strauch, C & Trottner, L 2022, 'Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk', Annales de l'institut Henri Poincare (B) Probability and Statistics, vol. 58, no. 4, pp. 2029-2064. https://doi.org/10.1214/21-aihp1235
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