@unpublished{Murr2011,
  author    = {Murr, R{\"u}diger},
  title     = {Characterization of L{\´e}vy Processes by a duality formula and related results},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-43538},
  year      = {2011},
  abstract  = {Processes with independent increments are characterized via a duality formula, including Malliavin derivative and difference operators. This result is based on a characterization of infinitely divisible random vectors by a functional equation. A construction of the difference operator by a variational method is introduced and compared to approaches used by other authors for L´evy processes involving the chaos decomposition. Finally we extend our method to characterize infinitely divisible random measures.},
  language  = {en}
}
@unpublished{MeleardRoelly2011,
  author    = {M{\´e}l{\´e}ard, Sylvie and Roelly, Sylvie},
  title     = {A host-parasite multilevel interacting process and continuous approximations},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51694},
  year      = {2011},
  abstract  = {We are interested in modeling some two-level population dynamics, resulting from the interplay of ecological interactions and phenotypic variation of individuals (or hosts) and the evolution of cells (or parasites) of two types living in these individuals. The ecological parameters of the individual dynamics depend on the number of cells of each type contained by the individual and the cell dynamics depends on the trait of the invaded individual. Our models are rooted in the microscopic description of a random (discrete) population of individuals characterized by one or several adaptive traits and cells characterized by their type. The population is modeled as a stochastic point process whose generator captures the probabilistic dynamics over continuous time of birth, mutation and death for individuals and birth and death for cells. The interaction between individuals (resp. between cells) is described by a competition between individual traits (resp. between cell types). We look for tractable large population approximations. By combining various scalings on population size, birth and death rates and mutation step, the single microscopic model is shown to lead to contrasting nonlinear macroscopic limits of different nature: deterministic approximations, in the form of ordinary, integro- or partial differential equations, or probabilistic ones, like stochastic partial differential equations or superprocesses. The study of the long time behavior of these processes seems very hard and we only develop some simple cases enlightening the difficulties involved.},
  language  = {en}
}
@unpublished{Voss2010,
  author    = {Voss, Carola Regine},
  title     = {Harness-Prozesse},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49651},
  year      = {2010},
  abstract  = {Harness-Prozesse finden in der Forschung immer mehr Anwendung. Vor allem gewinnen Harness-Prozesse in stetiger Zeit an Bedeutung. Grundlegende Literatur zu diesem Thema ist allerdings wenig vorhanden. In der vorliegenden Arbeit wird die vorhandene Grundlagenliteratur zu Harness-Prozessen in diskreter und stetiger Zeit aufgearbeitet und Beweise ausgef{\"u}hrt, die bisher nur skizziert waren. Ziel dessen ist die Existenz einer Zerlegung von Harness-Prozessen {\"u}ber Z beziehungsweise R+ nachzuweisen.},
  language  = {de}
}
@unpublished{Kunze2010,
  author    = {Kunze, Simone},
  title     = {Das Sammelbilderproblem},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51646},
  year      = {2010},
  abstract  = {Aus dem Inhalt: 1 Einleitung 2 Entwicklung der L{\"o}sungsans{\"a}tze 3 Martingalansatz 4 Markov-Ketten Ansatz 5 Einbettung in Poisson Prozesse 6 Kombinatorische Ans{\"a}tze 7 Zusammenfassung und Ausblick Literaturverzeichnis},
  language  = {de}
}
@unpublished{Penisson2010,
  author    = {P{\´e}nisson, Sophie},
  title     = {Conditional Limit Theorems for Multitype Branching Processes and Illustration in Epidemiological Risk Analysis},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49589},
  year      = {2010},
  abstract  = {This thesis is concerned with the issue of extinction of populations composed of different types of individuals, and their behavior before extinction and in case of a very late extinction. We approach this question firstly from a strictly probabilistic viewpoint, and secondly from the standpoint of risk analysis related to the extinction of a particular model of population dynamics. In this context we propose several statistical tools. The population size is modeled by a branching process, which is either a continuous-time multitype Bienaym{\´e}-Galton-Watson process (BGWc), or its continuous-state counterpart, the multitype Feller diffsion process. We are interested in different kinds of conditioning on nonextinction, and in the associated equilibrium states. These ways of conditioning have been widely studied in the monotype case. However the literature on multitype processes is much less extensive, and there is no systematic work establishing connections between the results for BGWc processes and those for Feller diffusion processes. In the first part of this thesis, we investigate the behavior of the population before its extinction by conditioning the associated branching process Xt on non-extinction (Xt 6= 0), or more generally on non-extinction in a near future 0 < 1 (Xt+ 0 = 0), and by letting t tend to infinity. We prove the result, new in the multitype framework and for 0 > 0, that this limit exists and is nondegenerate. This re ects a stationary behavior for the dynamics of the population conditioned on non-extinction, and provides a generalization of the so-called Yaglom limit, corresponding to the case 0 = 0. In a second step we study the behavior of the population in case of a very late extinction, obtained as the limit when 0 tends to infinity of the process conditioned by Xt+ 0 = 0. The resulting conditioned process is a known object in the monotype case (sometimes referred to as Q-process), and has also been studied when Xt is a multitype Feller diffusion process. We investigate the not yet considered case where Xt is a multitype BGWc process and prove the existence of the associated Q-process. In addition, we examine its properties, including the asymptotic ones, and propose several interpretations of the process. Finally, we are interested in interchanging the limits in t and 0, as well as in the not yet studied commutativity of these limits with respect to the high-density-type relationship between BGWc processes and Feller processes. We prove an original and exhaustive list of all possible exchanges of limit (long-time limit in t, increasing delay of extinction 0, diffusion limit). The second part of this work is devoted to the risk analysis related both to the extinction of a population and to its very late extinction. We consider a branching population model (arising notably in the epidemiological context) for which a parameter related to the first moments of the offspring distribution is unknown. We build several estimators adapted to different stages of evolution of the population (phase growth, decay phase, and decay phase when extinction is expected very late), and prove moreover their asymptotic properties (consistency, normality). In particular, we build a least squares estimator adapted to the Q-process, allowing a prediction of the population development in the case of a very late extinction. This would correspond to the best or to the worst-case scenario, depending on whether the population is threatened or invasive. These tools enable us to study the extinction phase of the Bovine Spongiform Encephalopathy epidemic in Great Britain, for which we estimate the infection parameter corresponding to a possible source of horizontal infection persisting after the removal in 1988 of the major route of infection (meat and bone meal). This allows us to predict the evolution of the spread of the disease, including the year of extinction, the number of future cases and the number of infected animals. In particular, we produce a very fine analysis of the evolution of the epidemic in the unlikely event of a very late extinction.},
  language  = {en}
}
@unpublished{NehringZessin2010,
  author    = {Nehring, Benjamin and Zessin, Hans},
  title     = {A path integral representation of the moment measures of the general ideal Bose gas},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49635},
  year      = {2010},
  abstract  = {We reconsider the fundamental work of Fichtner ([2]) and exhibit the permanental structure of the ideal Bose gas again, using another approach which combines a characterization of infinitely divisible random measures (due to Kerstan,Kummer and Matthes [5, 6] and Mecke [8, 9]) with a decomposition of the moment measures into its factorial measures due to Krickeberg [4]. To be more precise, we exhibit the moment measures of all orders of the general ideal Bose gas in terms of certain path integrals. This representation can be considered as a point process analogue of the old idea of Symanzik [11] that local times and self-crossings of the Brownian motion can be used as a tool in quantum field theory. Behind the notion of a general ideal Bose gas there is a class of infinitely divisible point processes of all orders with a Levy-measure belonging to some large class of measures containing the one of the classical ideal Bose gas considered by Fichtner. It is well known that the calculation of moments of higher order of point processes are notoriously complicated. See for instance Krickeberg's calculations for the Poisson or the Cox process in [4].},
  language  = {en}
}
@unpublished{Kuxhaus2010,
  author    = {Kuxhaus, Olga},
  title     = {Parametrische Sch{\"a}tzungen von elliptischen Copulafunktionen},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51681},
  year      = {2010},
  abstract  = {Aus dem Inhalt: Inhaltsverzeichnis Abbildungsverzeichnis Tabellenverzeichnis 1 Einleitung und Motivation 2 Multivariate Copulafunktionen 2.1 Einleitung 2.2 Satz von Sklar 2.3 Eigenschaften von Copulafunktionen 3 Abh{\"a}ngigkeitskonzepte 3.1 Lineare Korrelation 3.2 Copulabasierte Abh{\"a}ngigkeitsmaße 3.2.1 Konkordanz 3.2.2 Kendall's und Spearman's 3.2.3 Asymptotische Randabh{\"a}ngigkeit 4 Elliptische Copulaklasse 4.1 Sph{\"a}rische und elliptische Verteilungen 4.2 Normal-Copula 4.3 t-Copula 5 Parametrische Sch{\"a}tzverfahren 5.1 Maximum-Likelihood-Methode 5.1.1 ExakteMaximum-Likelihood-Methode 5.1.2 2-stufige parametrische Maximum-Likelihood-Methode 5.1.3 2-stufige semiparametrische Maximum-Likelihood-Methode 5.2 Momentenmethode 5.3 Kendall's -Momentenmethode 6 Parametersch{\"a}tzungen f{\"u}r Normal- und t-Copula 6.1 Normal-Copula 6.1.1 Maximum-Likelihood-Methode 6.1.2 Momentenmethode 6.1.3 Kendall's Momentenmethode 6.1.4 Spearman's Momentenmethode 6.2 t-Copula 6.2.1 Verfahren 1 (exakte ML-Methode) 6.2.2 Verfahren 2 (2-stufige rekursive ML-Methode) 6.2.3 Verfahren 3 (2-stufige KM-ML-Methode) 6.2.4 Verfahren 4 (3-stufige M-ML-Methode) 7 Simulationen 7.1 Grundlagen 7.2 Parametrischer Fall 7.3 Nichtparametrischer Fall 7.4 Fazit A Programmausschnitt Literaturverzeichnis},
  language  = {de}
}
@unpublished{Runge2010,
  author    = {Runge, Antonia},
  title     = {Modellierung der Lebensdauer von Systemen},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-51674},
  year      = {2010},
  abstract  = {Aus dem Inhalt: Einleitung und Zusammenfassung 1 Grundlagen der Lebensdaueranalyse 2 Systemzuverl{\"a}ssigkeit 3 Zensierung 4 Sch{\"a}tzen in nichtparametrischen Modellen 5 Sch{\"a}tzen in parametrischen Modellen 6 Konfidenzintervalle f{\"u}r Parametersch{\"a}tzungen 7 Verteilung einer gemischten Population 8 Kurze Einf{\"u}hrung: Lebensdauer und Belastung 9 Ausblick A R-Quellcode B Symbole und Abk{\"u}rzungen},
  language  = {de}
}
@unpublished{Roelly2010,
  author    = {Roelly, Sylvie},
  title     = {Unas propiedades basicas de procesos de ramificaci{\´o}n : Lectures held at ICIMAF La Habana, Cuba, 2009 and 2010},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49620},
  year      = {2010},
  abstract  = {Aus dem Inhalt: 1. Unas propiedades de los procesos de Bienaym{\´e}-Galton-Watson de tiempo dis- creto (BGW) 2. Unas propiedades del proceso BGW de tiempo continuo 3. Limites de procesos de BGW cuando la poblaci{\´o}n es numerosa},
  language  = {mul}
}
@unpublished{Zessin2010,
  author    = {Zessin, Hans},
  title     = {Classical Symmetric Point Processes : Lectures held at ICIMAF, La Habana, Cuba, 2010},
  url       = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-49619},
  year      = {2010},
  abstract  = {The aim of these lectures is a reformulation and generalization of the fundamental investigations of Alexander Bach [2, 3] on the concept of probability in the work of Boltzmann [6] in the language of modern point process theory. The dominating point of view here is its subordination under the disintegration theory of Krickeberg [14]. This enables us to make Bach's consideration much more transparent. Moreover the point process formulation turns out to be the natural framework for the applications to quantum mechanical models.},
  language  = {en}
}