Publications and Preprints

Almost all of my preprints can be found on ArXiv. My list of publications can be found at MathSciNet's search for Josef Teichmann or at Zentralblatt's search results for Josef Teichmann. You can also see my profile in Google Scholar, or a recent picture taken at MFO.

• [109] Balint Binkert, David Itkin, Paul Mangers Bastian, Josef Teichmann: Stochastic factors can matter: improving robust growth under ergodicity, arxiv/2510.00087, preprint, 2025.
• [107] Andrew L. Allan, Jost Pieper, Josef Teichmann: Rough SDEs and Robust Filtering for Jump-Diffusions, arxiv/2503.17869, preprint, 2025.
• [105] Anna P. Kwossek, David J. Prömel, Josef Teichmann: Universal approximation property of neural stochastic differential equations, arxiv/2502.03163, preprint, 2025.
• [103] Florian Krach, Josef Teichmann: Learning Chaotic Systems and Long-Term Predictions with Neural Jump ODEs, arxiv/2407.18808, preprint, 2024.
• [102] Erdinc Akyildirim, Matteo Gambara, Josef Teichmann, Syong Zhou: Randomized Signature Methods in Optimal Portfolio Selection, arXiv/2312.16448, to appear, Quantitative Finance, 2025.
• [101] Christa Cuchiero, Tonio Möllmann, Josef Teichmann: Ramifications of generalized Feller theory, arXiv.2308.03858, preprint, submitted, 2023.
• [100] Josef Teichmann, Hanna Wutte: Machine Learning-powered Pricing of the Multidimensional Passport Option, arXiv.2307.14887, preprint, submitted, 2023.
• [99] William Anderson, Jakob Heiss, Florian Krach, Josef Teichmann: Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Framework, arXiv.2307.13147,Transactions on Machine Learning Research, 1/2024.
• [98] Christa Cuchiero, Philipp Schmocker, Josef Teichmann: Global universal approximation of functional input maps on weighted spaces, arXiv.2306.03303, preprint, submitted, 2023.
• [97] Florian Krach, Marc Nübel, Josef Teichmann: Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs, arXiv.2206.14284, preprint, submitted, 2023.
• [96]Jakob Heiss, Josef Teichmann, Hanna Wutte: How (Implicit) Regularization of ReLU Neural Networks Characterizes the Learned Function -- Part II: the Multi-D Case of Two Layers with Random First Layer, arXiv.2303.11454, preprint, submitted, 2023.
• [95] Christa Cuchiero, Sara Svaluto-Ferro, Josef Teichmann: Signature SDEs from an affine and polynomial perspective, arXiv.2302.01362, preprint, submitted, 2022.
• [94] David Itkin, Benedikt Koch, Martin Larsson, Josef Teichmann: Ergodic robust maximization of asymptotic growth under stochastic volatility, arXiv/2211.15628, preprint, submitted, 2022.
• [93] Erdinc Akyildirim, Matteo Gambara, Josef Teichmann, Syong Zhou: Applications of Signature Methods to Market Anomaly Detection , arXiv/2201.02441, preprint, submitted, 2022.
• [92] Jakob Heiss, Josef Teichmann, Hanna Wutte: Infinite width (finite depth) neural networks benefit from multi-task learning unlike shallow Gaussian Processes – an exact quantitative macroscopic characterization, arXiv/2112.15577, preprint, submitted, 2021.
• [91] Jakob Heiss, Sven Seuken, Jakob Weissteiner, Josef Teichmann, Hanna Wutte: NOMU: Neural Optimization-based Model Uncertainty, arXiv/2102.13640, Proceedings of the 39th International Conference on Machine Learning,PMLR, 162, 8708-8758, 2022.
• [90] Enea Monzio Compagnoni, Anna Scampicchio, Luca Biggio, Antonio Orvieto, Thomas Hofmann, Josef Teichmann: On the effectiveness of Randomized Signatures as Reservoir for Learning Rough Dynamics, arXiv.2201.00384, preprint, submitted, 2022.
• [89] Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann: Approximation of dynamics by randomized signature, preprint, submitted, 2021.
• [88] Blanka Horvath, Josef Teichmann, Zan Zuric: Deep Hedging under Rough Volatility, arXiv/2102.01962, Risks 9, no. 7, 1-20, 2021.
• [87] Nicolas Curin, Michael Kettler, Xi Kleisinger-Yu Vlatka Komaric, Thomas Krabichler, Josef Teichmann, Hanna Wutte: A deep learning model for gas storage optimization, arXiv/2102.01980, Decisions in Economics and Finance, 44, 1021–1037, 2021.
• [86] Calypso Herrera, Florian Krach, Pierre Ruyssen, Josef Teichmann: Optimal Stopping via Randomized Neural Networks, arXiv/2104.13669, Frontiers of Mathematical Finance (FMF), 3/1, 31-77, 2024.
• [85] Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann: Discrete-time signatures and randomness in reservoir computing, arXiv/2010.14615, IEEE Transactions on Neural Networks and Learning Systems, 2021.
• [84] Thomas Krabichler, Josef Teichmann: A case study for unlocking the potential of deep learning in assetliability- management, arXiv/2009.05034, Frontiers in Artificial Intelligence, 6, 2023.
• [83] Paul Friedrich, Josef Teichmann: Deep Investing in Kyle's Single Period Model, arXiv/2006.13889, preprint, submitted, 2020.
• [82] Matteo Gambara, Josef Teichmann: Consistent Recalibration Models and Deep Calibration, arXiv/2006.09455, preprint, submitted, 2020.
• [81] Martin Larsson, Marvin Müller, Josef Teichmann: Stopper-Controller Games embedded in Single-Player Control Problems, arXiv/2006.09493, preprint, submitted, 2020.
• [80] Calypso Herrera, Florian Krach, Josef Teichmann: Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering, arXiv/2006.04727, preprint, 2020.
• [79] Chong Liu, David Prömel, Josef Teichmann: On Sobolev rough paths, arXiv/2006.03322, Journal of Mathematical Analysis and Applications, 497 (1), 2021.
• [78] Christa Cuchiero, Wahid Khosrawi-Sardroudi, Josef Teichmann: A generative adversarial network approach to calibration of local stochastic volatility models, arXiv/2005.02505, Risks 8, no. 4, 101, 2020.
• [77] Calypso Herrera, Florian Krach, Josef Teichmann: Estimating Full Lipschitz constants of Deep Neural Networks, arXiv/2004.13135, preprint, submitted, 2020.
• [76] Calypso Herrera, Florian Krach, Anastasis Kratsios, Pierre Ruyssen, Josef Teichmann: Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices., arXiv/2004.13612, Transactions on Machine Learning Research, 1/2023.
• [75] Thomas Krabichler, Josef Teichmann: The Jarrow and Turnbull setting revisited, arXiv/2004.12392, International Journal of Theoretical and Applied Finance, Vol. 27 No 3/4, 2024.
• [74] Thomas Krabichler, Josef Teichmann: A constraint-based notion of illiquidity, arXiv.2004.12394, preprint, submitted, 2020.
• [73] Jakob Heiss, Josef Teichmann, Hanna Wutte: How implicit regularization of Neural Networks affects the learned function -- Part I, arXiv/1911.02903, preprint, submitted, 2019.
• [72] Christa Cuchiero, Martin Larsson, Josef Teichmann: Deep neural networks, generic universal interpolation, and controlled ODEs, arXiv/1908.07838, SIAM Journal on Mathematics of Data Science, 2 (3), 901-919, 2020.
• [71] Christa Cuchiero, Josef Teichmann: Markovian lifts of positive semidefinite affine Volterra type processes, arXiv/1907.01917, Decisions in Economics and Finance, Vol. 42(2), 407-448, 2019.
• [70] Hans Bühler, Lukas Gonon, Jonathan Kochems, Baranidharan Mohan, Josef Teichmann, Ben Wood: Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning, SSRN:3355706, preprint, 2019.
• [69] Harprit Singh, Josef Teichmann: An elementary proof of the reconstruction theorem, arXiv/1812.03082, preprint, submitted.
• [68] Chong Liu, David Prömel, Josef Teichmann: Optimal Extension of Sobolev rough paths, arXiv/1811.05173, Potential Analysis, 59 (3), 1399-1424, 2023.
• [67] Christa Cuchiero, Josef Teichmann: Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case, arXiv:1804.10450, Journal of Evolution Equations, 20 (4), 1301-1348, 2020.
• [66] Chong Liu, David Prömel, Josef Teichmann: Characterization of non-linear Besov spaces, arXiv/1806.04651, Trans. Amer. Math. Soc., Vol. 373(1), 529-550, 2020.
• [65] Hans Bühler, Lukas Gonon, Josef Teichmann, Ben Wood: Deep Hedging, arXiv:1802.03042, Quantitative Finance, Vol. 19(8), 1271-1291, 2019.
• [64] Lukas Gonon, Josef Teichmann: Linearized Filtering of Affine Processes Using Stochastic Riccati Equations, arXiv:1801.07796, Stochastic Processes and their Applications, Vol. 130(1), 394-430, 2020.
• [63] Christa Cuchiero, Irene Klein, Josef Teichmann: A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting , arXiv:1705.02087, TVP (Theory of Probability and Its Applications, 65 (3), 388-404, 2020.
• [62] Chong Liu, David Prömel, Josef Teichmann: Stochastic analysis with modelled distributions, arXiv/1609.03834, Stochastics and Partial Differential Equations: Analysis and Computations, 9 (2), 343-379 (2021).  
• [61] Leif Döring, Blanka Horvath, Josef Teichmann: Functional Analytic (Ir-)Regularity Properties of SABR-Type Processes, arXiv/1701.02015, Int. J. Theor. Appl. Finance 20, no. 3, 2017.
• [60] Peter Markovich, Josef Teichmann, Marie-Therese Wolfram: Parabolic free boundary price formation models under market size fluctuations, arXiv/1603.04786, SIAM MMS 14(4), 1211-1237, 2016.
• [59] Philipp Harms, David Stefanovits, Josef Teichmann, Mario Wüthrich: Consistent Re-calibration of the Discrete-Time Multifactor Vasicek Model, arXiv/1512.06454, Risks 4, no. 3, 18, 2016.
• [58] Philipp Harms, David Stefanovits, Josef Teichmann, Mario Wüthrich: Consistent Recalibration of Yield Curve Models, arXiv/1502.02926, Mathematical Finance, Vol. 28(3), 757-799, 2018.
• [57] Nicoletta Gabrielli, Josef Teichmann: Pathwise construction of affine processes, arxiv:/1412.7837, appeared in Kathrin Glau et. al. (Eds): Innovations in Insurance, Risk- and Asset Management, World Scientific, 2018.
• [56] Christa Cuchiero, Irene Klein, Josef Teichmann: A new perspective on the fundamental theorem of asset pricing for large financial markets, arXiv/1412.7562, TVP (Theory of Probability and Its Applications) 60 (4), 561-579, 2016.
• [55] Anja Richter, Josef Teichmann: Discrete Time Term Structure Theory and Consistent Recalibration Models, arXiv:/1409.1830, SIAM J. Financial Math. 8, no. 1, 504-531, 2017.
• [54] Bojan Kuzma, Matjaz Omladic, Klemen Sivic, Josef Teichmann: Exotic one-parameter semigroups of endomorphisms of a symmetric cone, arXiv:/1408.2967, Linear Algebra and Its Applications, Vol. 477, 42-75, 2015.
• [53] Archil Gulisashvili, Josef Teichmann: The Gärtner-Ellis theorem, homogenization, and affine processes, arXiv/1406.3716, in "Large Deviations and Asymptotic Methods in Finance" (Editors: P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier, J. Teichmann) , Springer Proceedings in Mathematics and Statistics, Vol. 110, 2015.
• [52] Christa Cuchiero, Josef Teichmann: A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing, arXiv/1406.5414, Finance and Stochastics, 19 (2015), volume 4.
• [51] Irene Klein, Thorsten Schmidt, Josef Teichmann: When roll-overs do not qualify as numeraire: bond markets beyond short rate paradigms, arXiv/1310.0032, appeared in a slightly shortened form as "No Arbitrage Theory for Bond Markets" in Jan Kallsen and Antonis Papapantoleon (Eds): Advanced Modeling in Mathematical Finance, Springer, 2016.
• [50] Christa Cuchiero, Josef Teichmann: Fourier transform methods for pathwise covariance estimation in the presence of jumps, arXiv/1301.3602, SPA 125 (2015), no. 1, 116-160.
• [49] Josef Teichmann, Mario Wüthrich: Consistent Long-Term Yield Curve Prediction, arXiv/1203.2017, appeared in a slightly revised form as "Consistent Yield curve predicition" in ASTIN Bulletin 46, no. 2, 191-224, 2016.
• [48] Damir Filipovic, Stefan Tappe, Josef Teichmann: Invariant manifolds with boundary for jump-diffusions, arXiv/1202.1076, EJP 19 (51), 2014.
• [47] Philipp Dörsek, Josef Teichmann, Dejan Veluscek: Cubature Methods For Stochastic (Partial) Differential Equations In Weighted Space, arXiv/1201.4024, Stochastic Partial Differential Equations: Analysis and Computations, 1 (2013), no. 4, 634-663.
• [46] Stefan Haller, Tomasz Rybicki, Josef Teichmann: Smooth perfectness for the group of diffeomorphisms, arXiv/0409605, J. Geom. Mech. 5 (2013), no. 3, 281-294.
• [45] Philipp Dörsek, Josef Teichmann: Efficient simulation and calibration for general HJM models by splitting schemes, arXiv/1112.5330, SIAM J. Financial Math. 4 (2013), no. 1, 575-598.
• [44] Christa Cuchiero, Martin Keller-Ressel, Eberhard Mayerhofer, Josef Teichmann: Affine processes on symmetric cones, arXiv1112.1233, J. Theor. Probab. (2016) 29, 359-422.
• [43] Christa Cuchiero, Josef Teichmann: Path properties and regularity of affine processes on general state spaces, arXiv/1107.1607, Séminaire de Probabilité XLV, 2013.
• [42] Martin Keller-Ressel, Walter Schachermayer, Josef Teichmann: Regularity of affine processes on general state spaces, arXiv/1105.0632, Electron. J. Probab. 18 (2013), no. 43, 17 pp.
• [41] Philipp Dörsek, Josef Teichmann: A Semigroup Point Of View On Splitting Schemes For Stochastic (Partial) Differential Equations, arXiv/1011.2651, preprint, 2010.
• [40] Kojiro Oshima, Josef Teichmann, Dejan Veluscek: A new extrapolation method for weak approximation schemes with applications, arXiv/0911.4380, The Annals of Applied Probability 22 (2012), no. 3.
• [39] Martin Keller-Ressel, Josef Teichmann: A remark on Gatheral's 'most-likely path approximation' of implied volatility, arXiv/0911.5062, in "Large Deviations and Asymptotic Methods in Finance" (Editors: P. Friz, J. Gatheral, A. Gulisashvili, A. Jacquier, J. Teichmann) , Springer Proceedings in Mathematics and Statistics, Vol. 110, 2015.
• [38] Jiro Akahori, Yuji Hishida, Josef Teichmann, Takahiro Tsuchiya: A Heat Kernel Approach to Interest Rate Models, arXiv/0910.5033, Jpn. J. Ind. Appl. Math. 31 (2014), no. 2, 419-439.
• [37] Christa Cuchiero, Damir Filipovic, Eberhard Mayerhofer, Josef Teichmann: Affine processes on positive semidefinite matrices, arXiv/0910.0137, The Annals of Applied Probability 21 (2) (2011), 397-463.
• [36] Josef Teichmann: Another approach to some rough and stochastic partial differential equations, arXiv/0908.2814, Stochastics and Dynamics 11 (2011), no. 2-3, 535-550.
• [35] Martin Keller-Ressel, Walter Schachermayer, Josef Teichmann: Affine processes are regular, arXiv/0906.3392, Probab. Theory Relat. Fields 151 (2011), 591-611.
• [34] Damir Filipovic, Stefan Tappe, Josef Teichmann: Term Structure Models Driven by Wiener Process and Poisson Measures: Existence and Positivity, arXiv/0905.1413, SIAM J. Financial Math. 1 (2010), 523-554.
• [33] Juan-Pablo Ortega, Rainer Pullirsch, Josef Teichmann, Julian Wergieluk: A new approach for scenario generation in Risk management, arXiv/0904.0624, preprint, 2009.
• [32] Martin Keller-Ressel, Antonis Papapantoleon, Josef Teichmann: A new approach to LIBOR modeling, arXiv/0904.0555, Math. Finance 23 (2013), no. 4, 627-658.
• [31] Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann: Polynomial processes and their applications to mathematical Finance, arXiv/0812.4740, Finance and Stochastics 16 (2012), volume 4.
• [30] Damir Filipovic, Stefan Tappe, Josef Teichmann: Jump-Diffusions in Hilbert Spaces: Existence, Stability and Numerics, arXiv/0810.5023, Stochastics 82 (2010), no. 5, 475-520.
• [29] Christa Cuchiero, Damir Filipovic, Josef Teichmann: Affine Models, arXiv/0809.1985, to appear in Encyclopedia of Quantitative Finance, 2009.
• [28] Christian Bayer, Josef Teichmann: Cubature on Wiener space in infinite dimension, arXiv/0711.3763, Proceedings of the Royal Society London A 464, 2493 - 2516, 2008.
• [27] Fabrice Baudoin, Martin Hairer, Josef Teichmann: Ornstein-Uhlenbeck Processes on Lie Groups, arXiv/0711.2419, J. Funct. Anal. 255 (2008), no. 4, 877-890.
• [26] Rainer Buckdahn, Marc Quincampoix, Catherine Rainer, Josef Teichmann: Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems, arXiv/0707.2353, Bull. Sciences Math. 134 (2010), no. 2, 207-214.
• [25] Maria Siopacha, Josef Teichmann: Weak and Strong Taylor methods for numerical solutions of stochastic differential equations, arXiv/0704.0745, Journal of Quantitative Finance 11 (2011), no. 4, 517-528.
• [24] Walter Schachermayer, Uwe Schmock, Josef Teichmann: Non-monotone convergence in the quadratic Wasserstein distance, arXiv/0704.0876, Seminaire de Probabilités XLII, 2009.
• [23] Walter Schachermayer, Josef Teichmann: Characterization of optimal Transport Plans for the Monge-Kantorovich-Problem, arXiv/0711.1268, Proceedings of the AMS 137 (2009), no. 2, 519-529, 2009.
• [22] Barbara Forster, Eva Lütkebohmert, Josef Teichmann: Absolutely continuous laws of Jump-Diffusions in finite and infinite dimensions with applications to mathematical Finance, arXiv/0509016, renamed and extended version of "Calculating the Greeks for Jump-Diffusions" by the same authors, SIAM Journal of mathematical Analysis 40 (2008/09), no. 5, 2132-2153, 2008/09.
• [21] Christian Bayer, Josef Teichmann: The proof of Tchakaloff's Theorem (ps, pdf, arXiv/0502473), Proceedings of the AMS, 134 (10), 3035-3040, 2006.
• [20] Walter Schachermayer, Josef Teichmann: How close are the option pricing formulas of Bachelier and Black-Merton-Scholes? (pdf, arXiv/0711.1272), Mathematical Finance 18 (2008), no. 1, 155-170.
• [19] Josef Teichmann: Calculating the Greeks by Cubature formulas (ps, pdf, arXiv/0410112), Proceedings of the Royal Society London A 462, 647-670, 2006.
• [18] Michael Drmota, Walter Schachermayer, Josef Teichmann: A hyper-geometric approach to the BMV-conjecture (ps, pdf, arXiv/0408015), Monatshefte für Mathematik 146, 179-201, 2005.
• [17] Josef Teichmann: A note on non-affine solutions of term structure equations with applications to power exchanges (ps,pdf), Mathematical Finance 15 (1), 191-201, 2004.
• [16] Fabrice Baudoin, Josef Teichmann: Hypoellipticity in infinite dimensions and an application in interest rate theory (ps, pdf, arXiv/0508452), Annals of applied Probability 15 (3), 1765-1777, 2005.
• [15] Damir Filipovic, Josef Teichmann: On the Geometry of the Term structure of Interest Rates (ps, pdf), Proceedings of the Royal Society London A 460, 129-167, 2004.
• [14] Damir Filipovic, Josef Teichmann: Regularity of finite-dimensional realizations for Evolution Equations (ps, pdf, arXiv/0112244), Journal of Functional Analysis 197, 433-446, 2003.
• [13] Friedrich Hubalek, Irene Klein, Josef Teichmann: A general proof of the Dybvig-Ingersoll-Ross-Theorem: Long forward rates can never fall (ps, pdf, arXiv/0112230), Mathematical Finance 12 (4), 447-451, 2002.
• [12] Stefan Haller, Josef Teichmann: Smooth perfectness through decomposition of diffeomorphisms into fiber preserving ones (ps, pdf, arXiv/0110041), Annals of Global Analysis and Geometry 23, 53-63, 2003.
• [11] Josef Teichmann: Inheritance properties of Lipschitz-metrizable Frölicher groups (ps, pdf), Proceedings of the Howard Conference 2000, 2002.
• [10] Stefan Haller, Josef Teichmann, Cornelia Vizman: Totally geodesic subgroups of diffeomorphisms (ps, pdf, arXiv/0103220), Journal of Geometry and Physics 42, 342-354, 2002.
• [9]   Josef Teichmann: Introduction to the Habilitationsschrift (ps, pdf), October 2002.
• [8]   Josef Teichmann: A Frobenius Theorem on convenient manifolds (ps, pdf), Monatshefte für Mathematik 134, 159-167, 2001.
• [7]   Damir Filipovic, Josef Teichmann: Existence of invariant Manifolds for Stochastic Equations in infinite dimension (ps, pdf), Journal of Functional Analysis 197, 398-432, 2003.
• [6]   Josef Teichmann: Hille-Yoshida Theory in convenient Analysis (ps, pdf), Revista Matematica Complutense 15 (2), 449-474, 2002.
• [5]   Josef Teichmann: Regularity of infinite-dimensional Lie Groups by metric space methods (ps, pdf), Tokyo Journal of Mathematics 24, no. 1, 39-58, 2001.
• [4]   Peter W. Michor, Josef Teichmann: Description of infinite dimensional abelian regular Lie groups (ps, arXiv/9808072), Journal of Lie Theory 9,  487-489, 1999.
• [3]   Josef Teichmann: Tempered groups (ps, pdf), Proceedings of the Krynica conference on Geometry and Topology 1999, Univ. Iagel. Acta Math. 42, 55-67, 2004.
• [2]   Josef Teichmann: Trotter's formula on infinite dimensional Lie groups (ps, pdf), Journal of Lie Theory 11, no. 2, 427-440, 2001.
• [1]   Josef Teichmann: Hopf's decomposition and recurrent semigroups (ps, pdf), Publications des mathematiques de Besançon 15, 1997.

Articles of general interest

• Josef Teichmann: Martin Hairer's regularity structures, Int. Math. Nachr., Wien 228, 11-21 (2015).
• Walter Schachermayer, Karl Sigmund, Josef Teichmann: Franz Alt 1910-2011, IMN 218, 12/2011.
• Walter Schachermayer, Josef Teichmann: Wie K. Itô den stochastischen Kalkül revolutionierte, IMN 205, 08/2007.

Working Papers

• Josef Teichmann: A Note on enlargeable Fréchet-Lie Algebras, working paper, 2001.
• Damir Filipovic, Josef Teichmann: On Finite-dimensional Term Structure models (ps, pdf, arXiv/0201204), working paper, 2002.
• Friedrich Hubalek, Josef Teichmann, Robert Tompkins: Flexible complete models with stochastic volatility generalising Hobson-Rogers (pdf), working paper, 2004.

Doctoral Thesis

• Josef Teichmann: Infinite dimensional Lie Theory from the point of view of Functional Analysis (ps, pdf), PhD Thesis, University of Vienna, 1999.