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.