17032
Dan Rust, Timo SpindelerPDF
Dynamical systems arising from random substitutions
Project:
A6
Published: Indagationes Mathematicae 29 (2018), 1131–1155
X
Dynamical systems arising from random substitutions
|
17031
Patrick Beißner, Qian Lin, Frank RiedelPDF
Dynamically Consistent Alpha-Maxmin Expected Utility
Project:
C3
Published: Mathematical Finance 30 (2020), 1073–1102
X
Dynamically Consistent Alpha-Maxmin Expected Utility
|
17030
Patrick Beißner, Frank RiedelPDF
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
Project:
C5
Published: Finance and Stochastics 22 (2018), 603–620
X
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
|
17029
Wolfhard Hansen, Ivan NetukaPDF
Semipolar sets and intrinsic Hausdorff measure
Project:
A3
Published: Potential Analysis 51 (2019), 49–69
X
Semipolar sets and intrinsic Hausdorff measure
|
17028
Patrick Beißner, Frank RiedelPDF
Equilibria under Knightian Price Uncertainty
Project:
C5
Published: Econometrica 87 (2019), 37–64
X
Equilibria under Knightian Price Uncertainty
|
17027
Vladimir Bogachev, Michael Röckner, Stanislav ShaposhnikovPDF
Convergence in variation of solutions of nonlinear Fokker–Planck–Kolmogorov equations to stationary measures
Project:
A5
Published: Journal of Functional Analysis 12 (2019), 3681–3713
X
Convergence in variation of solutions of nonlinear Fokker–Planck–Kolmogorov equations to stationary measures
|
17026
Giorgio FerrariPDF
On a Class of Singular Stochastic Control Problems for Reflected Diffusions
Project:
C4
Published: Journal of Mathematical Analysis and Applications 473 (2019), 952–979
X
On a Class of Singular Stochastic Control Problems for Reflected Diffusions
|
17025
Tiziano De Angelis, Giorgio Ferrari, Saïd HamadènePDF
A note on a new existence result for reflected BSDEs with interconnected obstacles
Project:
C4
X
A note on a new existence result for reflected BSDEs with interconnected obstacles
|
17024
Wei Liu, Michael Röckner, José Luís da SilvaPDF
Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
Project:
A5, B1
Published: SIAM Journal on Mathematical Analysis 50, no. 3 (2018), 2588–2607
X
Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
|
17023
Viorel Barbu, Michael RöcknerPDF
Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise
Project:
B1
Published: Journal of Differential Equations 265 (2018), 4993–5030
X
Nonlinear Fokker-Planck equations driven by Gaussian linear multiplicative noise
|
17022
Michael Baake, Uwe Grimm, Neil MañiboPDF
Spectral analysis of a family of binary inflation rules
Project:
A6
Published: Letters in Mathematical Physics 108 (2018), 1783–1805
X
Spectral analysis of a family of binary inflation rules
|
17021
Timothy Candy, Sebastian HerrPDF
Conditional large initial data scattering results for the Dirac-Klein-Gordon system
Project:
A1
Published: Forum of Mathematics, Sigma 6 (2018), e9: 1–55 Notes:
doi:10.1017/fms.2018.8
X
Conditional large initial data scattering results for the Dirac-Klein-Gordon system
|
17020
Timothy Candy, Sebastian HerrPDF
On the Majorana condition for nonlinear Dirac systems
Project:
A1
Published: Annales de l'Institut Henri Poincaré C, Analyse Non Linéaire 35 (2018), 1707–1717
X
On the Majorana condition for nonlinear Dirac systems
|
17019
Hanwu Li, Shige Peng, Abdoulaye Soumana Hima PDF
Reflected Solutions of BSDEs Driven by $G$-Brownian Motion
Project:
C3
Published: Science China Mathematics 61 (2018), 1–26
X
Reflected Solutions of BSDEs Driven by $G$-Brownian Motion
|
17018
Anthony Le Cavil, Nadia Oudjane, Francesco RussoPDF
Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
Project:
B1
Published: Monte Carlo Methods and Applications 24 (2018), 55–70
X
Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
|
17017
Xing Huang, Michael Röckner, Feng-Yu WangPDF
Nonlinear Fokker-Planck equations for Probability Measures on Path Space and Path-Distribution Dependent SDEs
Project:
A5
Published: Discrete and Continuous Dynamical Systems 39, no. 6 (2019), 3017–3035
X
Nonlinear Fokker-Planck equations for Probability Measures on Path Space and Path-Distribution Dependent SDEs
|
17016
Svetlana Vladimirovna Anulova, H. Mai, Alexander VeretennikovPDF
Yet again on iteration improvement for averaged expected cost control for 1D ergodic diffusions
Project:
A5, B1
X
Yet again on iteration improvement for averaged expected cost control for 1D ergodic diffusions
|
17015
Yuliya Mishura, Alexander VeretennikovPDF
Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations
Project:
A5, B1
X
Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations
|
17014
Alexander VeretennikovPDF
On SPDE and backward filtering equations for SDE systems (direct approach) - 2
Project:
A5, B1
X
On SPDE and backward filtering equations for SDE systems (direct approach) - 2
|
17013
Benjamin GessPDF
Optimal regularity for the porous medium equation
Project:
B1
To appear: J. Eur. Math. Soc. (JEMS) (2019)
X
Optimal regularity for the porous medium equation
|
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