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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, 20:568-6072023. 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.
 
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