Prof. Dr. Benjamin Gess

Contact-Details:

eMail: ed.dlefeleib-inu.htam ssegb

Recent Preprints


25025	Existence of martingale solutions to a stochastic kinetic model of chemotaxis	PDF
24060	A quantitative central limit theorem for the simple symmetric exclusion process	PDF
24059	Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent	PDF
24013	SVI solutions to stochastic nonlinear diffusion equations on general measure spaces	PDF
23112	Stochastic modified flows, mean-field limits and dynamics of stochastic gradient descent	PDF
23109	Convergence rates for momentum stochastic gradient descent with noise of machine learning type	PDF
22076	Stochastic partial differential equations arising in self-organized criticality	PDF
21049	Well-posedness of the Dean-Kawasaki and the nonlinear Dawson-Watanabe equation with correlated noise	PDF
20107	Numerical approximation of singular-degenerate parabolic stochastic PDEs	PDF
19098	Synchronisation by noise for the stochastic quantisation equation in dimensions 2 and 3	PDF
19097	Large deviations for conservative stochastic PDE and non-equilibrium fluctuations	PDF
19060	Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE	PDF
19059	Well-posedness of nonlinear diffusion equations with nonlinear, conservative noise	PDF
19055	Stochastic non-isotropic degenerate parabolic-hyperbolic equations	PDF
19054	Regularization and well-posedness by noise for ordinary and partial differential equations	PDF
19053	Regularization by noise for stochastic Hamilton-Jacobi equations	PDF
19052	Well-posedness by noise for scalar conservation laws	PDF
19050	Stochastic continuity equations with conservative noise	PDF
19049	Supremum estimates for degenerate, quasilinear stochastic partial differential equations	PDF
19048	Entropy solutions for stochastic porous media equations	PDF
19047	Stochastic nonlinear Fokker-Planck equations	PDF
19046	Speed of propagation for Hamilton-Jacobi equations with multiplicative rough time dependence and convex Hamiltonians	PDF
19045	Lower and upper bounds for strong approximation errors for numerical approximations of stochastic heat equations	PDF
19042	Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations	PDF
19041	Density bounds for solutions to differential equations driven by Gaussian rough paths	PDF
19040	Path-by-path well-posedness of nonlinear diffusion equations with multiplicative noise	PDF
19039	Nonlinear diffusion equations with nonlinear gradient noise	PDF
19038	Optimal regularity in time and space for the porous medium equation	PDF
19037	Convergence rates for the stochastic gradient descent method for non-convex objective functions	PDF
19036	The stochastic thin-film equation: existence of nonnegative martingale solutions	PDF
17013	Optimal regularity for the porous medium equation	PDF
17012	Path-by-Path regularization by noise for scalar conservation laws	PDF
17011	Regularity of solutions to scalar conservation laws with a force	PDF

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