Publikationen

• M. Kriele, J. Wolf, Wertorientiertes Risikomanagement von Versicherungsunternehmen, Springer, 2012.
• (with M. Kriele) On market value margins and cost of capital. Blätter der DGVFM 28, 195-219 (2007).
• (with F. Flandoli and F. Russo) Some stochastic differential equations with distributional drift. Part II: Lyons-Zheng structure, Itô's formula and semimartingale caracterization. Random Oper. Stochastic Equations 12, 145-184 (2004).
• (with F. Flandoli and F. Russo) Some stochastic differential equations with distributional drift. Part I: General calculus. Osaka J. Math. 40, 493-542 (2003).
• (with F. Russo and P. Vallois) A generalized class of Lyons-Zheng processes. Bernoulli 7, 363-379 (2001).
• (with H.J. Engelbert) Dirichlet functions of reflected Brownian motion. Mathematica Bohemica 125, 235-247 (2000).
• (with H.J. Engelbert) On the structure of strong Markov continuous local Dirichlet processes. In: B. Grigelionis et al.: Probability Theory and Mathematical Statistics, Proceedings of the 7th Vilnius Conference, TEV, Vilnius / VSP, Utrecht, 241-258 (1999).
• A representation theorem for continuous additive functionals of zero quadratic variation. Prob. Math. Stat. 18, 367-379 (1998).
• (with H.J. Engelbert) Strong Markov local Dirichlet processes and stochastic differential equations. Teoria Veroyatn. i ee Primenen. 43, 331-348 (1998).
• An Itô formula for local Dirichlet processes. Stochastics and Stochastics Reports 62, 103-115 (1997).
• On transformations of semimartingales and local Dirichlet processes. Stochastics and Stochastics Reports 62, 65-101 (1997).