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papers

Publications (17)

cond-mat1995

Crossover Phase Diagram of 2D Heisenberg Ferro- and Antiferromagnets

Alexander Sokol, Norbert Elstner, Rajiv R. P. Singh

q-fin.RM2015

A generic model for spouse's pensions with a view towards the calculation of liabilities

Alexander Sokol

math.PR2012

An elementary proof that the first hitting time of an open set by a jump process is a stopping time

Alexander Sokol

math.ST2014

Quantifying identifiability in independent component analysis

Alexander Sokol, Marloes H. Maathuis, Benjamin Falkeborg

math.ST2014

Degrees of freedom for nonlinear least squares estimation

Niels Richard Hansen, Alexander Sokol

math.PR2012

Proving existence results in martingale theory using a subsequence principle

Alexander Sokol

cond-mat1996

Isotropic Spin Wave Theory of Short-Range Magnetic Order

Alexander Sokol, Rajiv R. P. Singh, Norbert Elstner

cond-mat1993

Quantum Critical Scaling in a Moderately Doped Antiferromagnet

Alexander Sokol, Rodney L. Glenister, Rajiv R. P. Singh

math.PR2012

An extended Novikov-type criterion for local martingales with jumps

Alexander Sokol

math.PR2013

An elementary proof that the first hitting time of an $F_σ$ set by a jump process is a stopping time

Alexander Sokol

cond-mat1994

Crossover and scaling in a nearly antiferromagnetic Fermi liquid in two dimensions

Subir Sachdev, Andrey V. Chubukov, Alexander Sokol

math.PR2015

Revisiting the forward equations for inhomogeneous semi-Markov processes

Alexander Sokol

math.PR2012

Optimal Novikov-type criteria for local martingales with jumps

Alexander Sokol

math.PR2014

Exponential martingales and changes of measure for counting processes

Alexander Sokol, Niels Richard Hansen

math.PR2013

Intervention in Ornstein-Uhlenbeck SDEs

Alexander Sokol

cond-mat1995

Magnetic Behavior of the Cuprate Superconductors

Alexander Sokol

math.PR2014

Causal interpretation of stochastic differential equations

Alexander Sokol, Niels Richard Hansen