Sebastian Rickelhoff

 

Contact

• Universität Siegen
  Department Mathematik
  Lehrstuhl für Stochastische Prozesse und ihre Anwendungen
  
  Emmy-Noether-Campus
  Walter-Flex-Str. 3
  57072 Siegen, Germany
  
  Room: ENC-B 220
• Tel.: +49 (271) 740 3575
• Mail: Sebastian.Rickelhoff@uni-siegen.de

 

Education

• Allgemeine Hochschulreife.
  Gymnasium Maria Königin, 2015.
• Bachelor's Degree Program in Mathematics.
  University of Siegen (Germany), 2015 - 2018.
• Master's Degree Program in Mathematics.
  University of Siegen (Germany), 2018 - 2020.
  Thesis: On Semimartingales, Killed Processes and their Characteristics.
  Supervisor: Prof. Dr. Alexander Schnurr.
• Ph.D. in Mathematics.
  University of Siegen (Germany), 2020 - 2023.
  Thesis: Borders of the Probabilistic Symbol, Time-Homogeneity, and Generalized Semimartingales.
  Supervisor and first appraiser: Prof. Dr. Alexander Schnurr.
  Second appraiser: Prof. Dr. Anita Behme.

Positions

• Research Assistant.
  University of Siegen (Germany), since October 2020.

 

Main Research Interests

• (Non-homogeneous) Markov Semimartingales
• The Probabilisitic Symbol
• Killing of Semimartingales and the Fourth Characteristic

 

Publications and Preprints

• Rickelhoff, Sebastian and Schnurr, Alexander. From Markov processes to semimartingales. Probability Surveys, 20:568-607, 2023. https://doi.org/10.1214/23-PS19.
• Rickelhoff, Sebastian and Schnurr, Alexander. The Time-Dependent Symbol of a Non-Homogeneous Itô Process and corresponding Maximal Inequalities. J. Theor. Probab, 2023. https://doi.org/10.1007/s10959-023-01308-y.
• Rickelhoff, Sebastian and Schnurr, Alexander. On the rôle of singular functions in extending the probabilistic symbol to its most general class. Trans.Amer.Math.Soc., 377(2):905-919, 2024. https://doi.org/10.1090/tran/9064.

Talks

• Semimartingales with Killing and Their Fourth Characteristic. GSPD Mannheim, 30.09.2021.
• The Probabilisitc Symbol and its most General Class. GSPD Essen, 09.03.2023.

 

Courses (since 2020)

• Winter 2023/2024: Probability Theory.
  Lecturer: Prof. Dr. Alexander Schnurr.
• Winter 2023/2024: Stochastik I.
  Lecturer: Prof. Dr. Hans-Peter Scheffler.
• Summer 2023: Stochastik II.
  Lecturer: Prof. Dr. Alexander Schnurr.
• Winter 2022/2023: Stochastik I.
  Lecturer: Prof. Dr. Alexander Schnurr.
• Summer 2022: Stochastik für das gymnasiale Lehramt.
  Lecturer: Prof. Dr. Alexander Schnurr.
• Summer 2022: Elemente der Stochastik für HRGs.
  Lecturer: Prof. Dr. Alexander Schnurr.
• Winter 2021/2022: Stochastische Integration und stochastische Differentialgleichungen.
  Lecturer: Prof. Dr. Alexander Schnurr.
• Winter 2021/2022: Wahrscheinlichkeitstheorie.
  Lecturer: Prof. Dr. Alexander Schnurr.
• Summer 2021: Stochastik II.
  Lecturer: Prof. Dr. Alexander Schnurr.
• Winter 2020/2021: Stochastik I.
  Lecturer: Prof. Dr. Alexander Schnurr.