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Preprints 2021


21045 Michael Röckner, Weina Wu, Yingchao XiePDF

Stochastic Generalized Porous Media Equations over $\sigma$-finite Measure Spaces with Non-continuous Nonlinearity

Project: A5, B1

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Stochastic Generalized Porous Media Equations over $\sigma$-finite Measure Spaces with Non-continuous Nonlinearity


Authors: Michael Röckner, Weina Wu, Yingchao Xie Projects: A5, B1
Submission Date: 21.07.2021 Submitter: Benjamin Gess
Download: PDF Link: 21045

21044 Gernot Akemann, Markus Ebke, Iván ParraPDF

Skew-orthogonal polynomials in the complex plane and their Bergman-like kernels

Project: C6

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Skew-orthogonal polynomials in the complex plane and their Bergman-like kernels


Authors: Gernot Akemann, Markus Ebke, Iván Parra Projects: C6
Submission Date: 02.07.2021 Submitter: Michael Baake
Download: PDF Link: 21044

21043 Gernot Akemann, Sungsoo Byun, Nam-Gyu KangPDF

Scaling limits of planar symplectic ensembles

Project: C6

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Scaling limits of planar symplectic ensembles


Authors: Gernot Akemann, Sungsoo Byun, Nam-Gyu Kang Projects: C6
Submission Date: 02.07.2021 Submitter: Michael Baake
Download: PDF Link: 21043

21042 Anna Khripunova-Balci, Christoph Ortner, Johannes StornPDF

Crouzeix-Raviart finite element method for non-autonomous variational problems with Lavrentiev gap

Project: A7, B7

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Crouzeix-Raviart finite element method for non-autonomous variational problems with Lavrentiev gap


Authors: Anna Khripunova-Balci, Christoph Ortner, Johannes Storn Projects: A7, B7
Submission Date: 26.06.2021 Submitter: Lars Diening
Download: PDF Link: 21042

21041 Alessandro Calvia, Giorgio FerrariPDF

Nonlinear filtering of partially observed systems arising in singular stochastic optimal control

Project: C4.1

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Nonlinear filtering of partially observed systems arising in singular stochastic optimal control


Authors: Alessandro Calvia, Giorgio Ferrari Projects: C4.1
Submission Date: 10.06.2021 Submitter: Frank Riedel
Download: PDF Link: 21041

21040 Haoyang Cao, Jodi Dianetti, Giorgio FerrariPDF

Stationary discounted and ergodic mean field games of singular control

Project: C4.1

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Stationary discounted and ergodic mean field games of singular control


Authors: Haoyang Cao, Jodi Dianetti, Giorgio Ferrari Projects: C4.1
Submission Date: 14.05.2021 Submitter: Frank Riedel
Download: PDF Link: 21040

21039 Sven Fuhrmann, Michael Kupper, Max NendelPDF

Wasserstein perturbations of Markovian transition semigroups

Project: C5.1

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Wasserstein perturbations of Markovian transition semigroups


Authors: Sven Fuhrmann, Michael Kupper, Max Nendel Projects: C5.1
Submission Date: 14.05.2021 Submitter: Herbert Dawid
Download: PDF Link: 21039

21038 Viorel Barbu, Michael RöcknerPDF

The invariance principle for nonlinear Fokker–Planck equations

Project: A5.1

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The invariance principle for nonlinear Fokker–Planck equations


Authors: Viorel Barbu, Michael Röckner Projects: A5.1
Submission Date: 06.05.2021 Submitter: Alexander Grigor'yan
Download: PDF Link: 21038

21037 Sebastian Herr, Isao Kato, Shinya Kinoshita, Martin SpitzPDF

Local well-posedness of a system describing laser-plasma interactions

Project: A1.1

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Local well-posedness of a system describing laser-plasma interactions


Authors: Sebastian Herr, Isao Kato, Shinya Kinoshita, Martin Spitz Projects: A1.1
Submission Date: 05.05.2021 Submitter: Martina Hofmanová
Download: PDF Link: 21037

21036 Martina Hofmanová, Rongchan Zhu, Xiangchan ZhuPDF

Global-in-time probabilistically strong and Markov solutions to stochastic 3D Navier--Stokes equations: existence and non-uniqueness

Project: B1.1, B2.1, B7.1

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Global-in-time probabilistically strong and Markov solutions to stochastic 3D Navier--Stokes equations: existence and non-uniqueness


Authors: Martina Hofmanová, Rongchan Zhu, Xiangchan Zhu Projects: B1.1, B2.1, B7.1
Submission Date: 04.05.2021 Submitter: Sebastian Herr
Download: PDF Link: 21036

21035 Tristan RobertPDF

Invariant Gibbs measure for a Schrodinger equation with exponential nonlinearity

Project: A1.1

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Invariant Gibbs measure for a Schrodinger equation with exponential nonlinearity


Authors: Tristan Robert Projects: A1.1
Submission Date: 30.04.2021 Submitter: Sebastian Herr
Download: PDF Link: 21035

21033 Michael Baake, Timo Spindeler, Nicolae StrungaruPDF

On eigenmeasures under Fourier transform

Project: A6.1

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On eigenmeasures under Fourier transform


Authors: Michael Baake, Timo Spindeler, Nicolae Strungaru Projects: A6.1
Submission Date: 16.04.2021 Submitter: Sebastian Herr
Download: PDF Link: 21033

21032 Julia Eisenberg, Lukas Fabrykowski, Maren Diane SchmeckPDF

Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model

Project: C5.1

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Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model


Authors: Julia Eisenberg, Lukas Fabrykowski, Maren Diane Schmeck Projects: C5.1
Submission Date: 01.04.2021 Submitter: Herbert Dawid
Download: PDF Link: 21032

21031 Jodi Dianetti, Giorgio FerrariPDF

Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls

Project: C4.1

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Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls


Authors: Jodi Dianetti, Giorgio Ferrari Projects: C4.1
Submission Date: 16.03.2021 Submitter: Frank Riedel
Download: PDF Link: 21031

21030 Felix Dammann, Giorgio FerrariPDF

On an irreversible investment problem with two-factor uncertainty

Project:

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On an irreversible investment problem with two-factor uncertainty


Authors: Felix Dammann, Giorgio Ferrari Projects:
Submission Date: 15.03.2021 Submitter: Frank Riedel
Download: PDF Link: 21030

21029 Xiliang Fan, Michael Röckner, Shao-Qin ZhangPDF

A unified approach to gradient type formulas for BSDEs and some applications

Project: B1.1

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A unified approach to gradient type formulas for BSDEs and some applications


Authors: Xiliang Fan, Michael Röckner, Shao-Qin Zhang Projects: B1.1
Submission Date: 12.03.2021 Submitter: Benjamin Gess
Download: PDF Link: 21029

21028 Michael Röckner, Guohuan ZhaoPDF

SDEs with critical time dependent drifts: Strong solutions

Project: B1.1

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SDEs with critical time dependent drifts: Strong solutions


Authors: Michael Röckner, Guohuan Zhao Projects: B1.1
Submission Date: 12.03.2021 Submitter: Benjamin Gess
Download: PDF Link: 21028

21027 Sergey Bobkov, Maria Danshina, Vladimir UlyanovPDF

On rate of convergence to the Poisson law of the number of cycles in the generalized random graphs

Project: B5.1

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On rate of convergence to the Poisson law of the number of cycles in the generalized random graphs


Authors: Sergey Bobkov, Maria Danshina, Vladimir Ulyanov Projects: B5.1
Submission Date: 09.03.2021 Submitter: Friedrich Götze
Download: PDF Link: 21027

21026 Salvatore Federico, Giorgio Ferrari, Neofytos RodosthenousPDF

Two-sided singular control of an inventory with unknown demand trend

Project: C4.1

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Two-sided singular control of an inventory with unknown demand trend


Authors: Salvatore Federico, Giorgio Ferrari, Neofytos Rodosthenous Projects: C4.1
Submission Date: 22.02.2021 Submitter: Frank Riedel
Download: PDF Link: 21026

21025 Miryana Grigorova, Hanwu Li, Frank RiedelPDF

Stochastic representation underg-expectation and applications: the discrete time case

Project: C3.1

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Stochastic representation underg-expectation and applications: the discrete time case


Authors: Miryana Grigorova, Hanwu Li, Frank Riedel Projects: C3.1
Submission Date: 11.02.2021 Submitter: Giorgio Ferrari
Download: PDF Link: 21025

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