Contact | A-Z

Prof. Dr. Michael Röckner


Recent Preprints

19014 On a Class of Infinite-Dimensional Singular Stochastic Control Problems PDF
19023 Strong averaging principle for slow-fast stochastic partial differential equations with locally monotone coefficients PDF
19035 Schauder Theorems for a class of (pseudo-)differential operators on finite and infinite dimensional state spaces PDF
19061 Strong and weak convergence in the averaging principle for SDEs with Hölder coefficients PDF
19067 Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations PDF
19103 A Markov process for an infinite interacting particle system in the continuum PDF
19020 Linearization of Nonlinear Fokker-Planck Equations and Applications PDF
19012 The evolution to equilibrium of solutions to nonlinear Fokker-Planck equation PDF
20044 Averaging principle and normal deviations for multiscale stochastic systems PDF
20049 Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations PDF
18008 Continuity equation in LlogL for the 2D Euler equations under the enstrophy measure PDF
18001 Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities PDF
17027 Convergence in variation of solutions of nonlinear Fokker–Planck–Kolmogorov equations to stationary measures PDF
17023 Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise PDF
17024 Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives PDF
17017 Nonlinear Fokker–Planck equations for Probability Measures on Path Space and Path-Distribution Dependent SDEs PDF
17009 Optimal bilinear control of nonlinear stochastic Schrödinger equations driven by linear multiplicative noise PDF
17007 Stochastic Heat Equations with Values in a Riemannian Manifold PDF
18023 The Poisson equation and estimates for distances between stationary distributions of diffusions PDF
18022 A remark on global solutions to random 3D vorticity equations for small initial data PDF
18014 Scattering for Stochastic Nonlinear Schrödinger Equations PDF
18007 Variational solutions to nonlinear stochastic differential equations in Hilbert spaces PDF
19028 Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients PDF
19027 On convergence to stationary distributions for solutions of nonlinear Fokker–Planck–Kolmogorov equations PDF
18002 Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms PDF
19033 Convergent numerical approximation of the stochastic total variation flow PDF
19016 Global solutions for random vorticity equations perturbed by gradient dependent noise, in two and three dimensions PDF
19006 On the Ambrosio–Figalli–Trevisan superposition principle for probability solutions to Fokker–Planck–Kolmogorov equations PDF
17010 Absolutely continuous solutions for continuity equations in Hilbert spaces PDF
18006 Probabilistic representation for solutions to nonlinear Fokker–Planck equations PDF
20020 Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations PDF
19096 Superposition principle for non-local Fokker-Planck operators PDF
19030 Upper envelopes of families of Feller semigroups and viscosity solutions to a class of nonlinear Cauchy problems PDF
18053 From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE PDF
19070 Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs PDF
18050 Well-posedness of distribution dependent SDEs with singular drifts PDF
19106 Optimal control of nonlinear stochastic differential equations on Hilbert spaces PDF
18048 Conservative stochastic 2-dimensional Cahn-Hilliard equation PDF
20099 Asymptotic Behaviour of Multiscale Stochastic Partial Differential Equations PDF
19074 Diffusion Approximation for Fully Coupled Stochastic Differential Equations PDF
20090 Euler Scheme for Density Dependent Stochastic Differential Equations PDF
20103 Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations PDF
19021 A natural extension of Markov processes and applications to singular SDEs PDF

© 2017–2019 Sonderforschungbereich 1283 | Privacy Policy