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Preprints 2018

18020 Fernando Cordero, Martin MöhlePDF

On the stationary distribution of the block counting process for population models with mutation and selection

Project: C1

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On the stationary distribution of the block counting process for population models with mutation and selection


Authors: Fernando Cordero, Martin Möhle Projects: C1
Submission Date: 16.05.2018 Submitter: Barbara Gentz
Download: PDF Link: 18020

18019 Giorgio FerrariPDF

On the Optimal Management of Public Debt: a Singular Stochastic Control Problem

Project: C4

To appear: SIAM Journal on Control and Optimization (2018)

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On the Optimal Management of Public Debt: a Singular Stochastic Control Problem


Authors: Giorgio Ferrari Projects: C4
Submission Date: 14.05.2018 Submitter:
Download: PDF Link: 18019
To appear: SIAM Journal on Control and Optimization (2018)

18018 Tiziano De Angelis, Giorgio Ferrari, John MoriartyPDF

A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs

Project: C4

To appear: Mathematics of Operations Research (2018)

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A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs


Authors: Tiziano De Angelis, Giorgio Ferrari, John Moriarty Projects: C4
Submission Date: 14.05.2018 Submitter: Frank Riedel
Download: PDF Link: 18018
To appear: Mathematics of Operations Research (2018)

18017 Tiziano De Angelis, Giorgio Ferrari, John MoriartyPDF

Nash Equilibria of Threshold Type for Two-player Nonzero-sum Games of Stopping

Project: C4

Published: The Annals of Applied Probability 28, no. 1 (2018), 112-147

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Nash Equilibria of Threshold Type for Two-player Nonzero-sum Games of Stopping


Authors: Tiziano De Angelis, Giorgio Ferrari, John Moriarty Projects: C4
Submission Date: 14.05.2018 Submitter: Frank Riedel
Download: PDF Link: 18017
Published: The Annals of Applied Probability 28, no. 1 (2018), 112-147

18016 Tsiry Avisoa Randriansolo, Erika HausenblasPDF

Time-Discretization of Stochastic 2-D Navier-Stokes Equations with Penalty-Projection Method

Project: B3

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Time-Discretization of Stochastic 2-D Navier-Stokes Equations with Penalty-Projection Method


Authors: Tsiry Avisoa Randriansolo, Erika Hausenblas Projects: B3
Submission Date: 11.05.2018 Submitter: Michael Röckner
Download: PDF Link: 18016

18015 Erika Hausenblas, Paul Razafimandimby, Hakim Bessaih, Tsiry Avisoa RandriansoloPDF

Numerical Approximation of Stochastic Evolution Equations: Convergence in Scale of Hilbert Space

Project: B3

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Numerical Approximation of Stochastic Evolution Equations: Convergence in Scale of Hilbert Space


Authors: Erika Hausenblas, Paul Razafimandimby, Hakim Bessaih, Tsiry Avisoa Randriansolo Projects: B3
Submission Date: 11.05.2018 Submitter: Michael Röckner
Download: PDF Link: 18015

18014 Sebastian Herr, Michael Röckner, Deng ZhangPDF

Scattering for Stochastic Nonlinear Schrödinger Equations

Project: A1, B1

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Scattering for Stochastic Nonlinear Schrödinger Equations


Authors: Sebastian Herr, Michael Röckner, Deng Zhang Projects: A1, B1
Submission Date: 30.04.2018 Submitter: Alexander Grigor'yan
Download: PDF Link: 18014

18013 Takuya Kanazawa, Mario KieburgPDF

GUE-chGUE Transition preserving Chirality at finite Matrix Size

Project: C6

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GUE-chGUE Transition preserving Chirality at finite Matrix Size


Authors: Takuya Kanazawa, Mario Kieburg Projects: C6
Submission Date: 20.04.2018 Submitter: Gernot Akemann
Download: PDF Link: 18013

18012 Takuya Kanazawa, Mario KieburgPDF

Symmetry Transition Preserving Chirality in QCD: A Versatile Random Matrix Model

Project: C6

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Symmetry Transition Preserving Chirality in QCD: A Versatile Random Matrix Model


Authors: Takuya Kanazawa, Mario Kieburg Projects: C6
Submission Date: 20.04.2018 Submitter: Gernot Akemann
Download: PDF Link: 18012

18011 Giorgio Ferrari, Patrick SchuhmannPDF

An optimal dividend problem with capital injections over a finite horizon

Project: C4

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An optimal dividend problem with capital injections over a finite horizon


Authors: Giorgio Ferrari, Patrick Schuhmann Projects: C4
Submission Date: 13.04.2018 Submitter: Frank Riedel
Download: PDF Link: 18011

18010 Timothy Candy, Christopher Kauffman, Hans LindbladPDF

Asymptotic behavior of the Maxwell-Klein-Gordon system

Project: A1

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Asymptotic behavior of the Maxwell-Klein-Gordon system


Authors: Timothy Candy, Christopher Kauffman, Hans Lindblad Projects: A1
Submission Date: 11.04.2018 Submitter: Sebastian Herr
Download: PDF Link: 18010

18009 Ellen Baake, Fernando Cordero, Sebastian HummelPDF

A probabilistic view on the deterministic mutation-selection equation: dynamics, equilibria, and ancestry via individual lines of descent

Project: C1

To appear: J. Math. Biol. (2018)

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A probabilistic view on the deterministic mutation-selection equation: dynamics, equilibria, and ancestry via individual lines of descent


Authors: Ellen Baake, Fernando Cordero, Sebastian Hummel Projects: C1
Submission Date: 29.03.2018 Submitter: Michael Röckner
Download: PDF Link: 18009
To appear: J. Math. Biol. (2018)

18008 Giuseppe Da Prato, Franco Flandoli, Michael RöcknerPDF

Continuity equation in LlogL for the 2D Euler equations under the enstrophy measure

Project: A5

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Continuity equation in LlogL for the 2D Euler equations under the enstrophy measure


Authors: Giuseppe Da Prato, Franco Flandoli, Michael Röckner Projects: A5
Submission Date: 14.03.2018 Submitter: Rongchan Zhu
Download: PDF Link: 18008

18007 Viorel Barbu, Michael RöcknerPDF

Variational solutions to nonlinear stochastic differential equations in Hilbert spaces

Project: B1

To appear: Stoch. PDE: Anal. Comp. (2018)

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Variational solutions to nonlinear stochastic differential equations in Hilbert spaces


Authors: Viorel Barbu, Michael Röckner Projects: B1
Submission Date: 22.02.2018 Submitter: L’ubomír Baňas
Download: PDF Link: 18007
To appear: Stoch. PDE: Anal. Comp. (2018)

18006 Viorel Barbu, Michael RöcknerPDF

Probabilistic representation for solutions to nonlinear Fokker–Planck equations

Project: A5, B1

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Probabilistic representation for solutions to nonlinear Fokker–Planck equations


Authors: Viorel Barbu, Michael Röckner Projects: A5, B1
Submission Date: 14.02.2018 Submitter: Friedrich Götze
Download: PDF Link: 18006

18005 Serhat GezerPDF

Delaying Product Introduction: A Dynamic Analysis with Endogenous Time Horizon

Project: C2

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Delaying Product Introduction: A Dynamic Analysis with Endogenous Time Horizon


Authors: Serhat Gezer Projects: C2
Submission Date: 09.02.2018 Submitter: Herbert Dawid
Download: PDF Link: 18005

18004 Simona Bigerna, Xingang Wen, Verena Hagspiel, Peter KortPDF

Green Electricity Investments: Environmental Target and the Optimal Subsidy

Project: C2

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Green Electricity Investments: Environmental Target and the Optimal Subsidy


Authors: Simona Bigerna, Xingang Wen, Verena Hagspiel, Peter Kort Projects: C2
Submission Date: 22.01.2018 Submitter: Herbert Dawid
Download: PDF Link: 18004

18003 Jan-Henrik Steg, Jacco ThijssenPDF

Quick or Persistent? On the Feedback Effects between First and Second-Mover Advantages in a Stochastic Investment Game

Project: C4

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Quick or Persistent? On the Feedback Effects between First and Second-Mover Advantages in a Stochastic Investment Game


Authors: Jan-Henrik Steg, Jacco Thijssen Projects: C4
Submission Date: 16.01.2018 Submitter: Frank Riedel
Download: PDF Link: 18003

18002 Michael Röckner, Bo Wu, Rongchan Zhu, Xiangchan ZhuPDF

Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms

Project: B1, B2

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Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms


Authors: Michael Röckner, Bo Wu, Rongchan Zhu, Xiangchan Zhu Projects: B1, B2
Submission Date: 16.01.2018 Submitter: Friedrich Götze
Download: PDF Link: 18002

18001 Maria Gordina, Michael Röckner, Alexander TeplyaevPDF

Singular perturbations of Ornstein-Uhlenbeck processes: Integral estimates and Girsanov densities

Project: B1

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Singular perturbations of Ornstein-Uhlenbeck processes: Integral estimates and Girsanov densities


Authors: Maria Gordina, Michael Röckner, Alexander Teplyaev Projects: B1
Submission Date: 06.01.2018 Submitter: Rongchan Zhu
Download: PDF Link: 18001

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