Search in Preprints
To submit a paper, please send an email to the SFB-Webteam: .ed.dlefeleib-inu.htam@3821bfs_bew
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17032
Dan Rust, Timo SpindelerPDF
Dynamical systems arising from random substitutions Project: A6 Published: Indagationes Mathematicae 29 (2018), 1131–1155 |
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17031
Patrick Beißner, Qian Lin, Frank RiedelPDF
Dynamically Consistent Alpha-Maxmin Expected Utility Project: C3 Published: Mathematical Finance 30 (2020), 1073–1102 |
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17030
Patrick Beißner, Frank RiedelPDF
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty Project: C5 Published: Finance and Stochastics 22, no. 3 (2018), 603–620
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Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty |
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17029
Wolfhard Hansen, Ivan NetukaPDF
Semipolar sets and intrinsic Hausdorff measure Project: A3 Published: Potential Analysis 51 (2019), 49–69 |
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17028
Patrick Beißner, Frank RiedelPDF
Equilibria under Knightian Price Uncertainty Project: C5 Published: Econometrica 87 (2019), 37–64 |
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17027
Vladimir Bogachev, Michael Röckner, Stanislav ShaposhnikovPDF
Project: A5 Published: Journal of Functional Analysis 12 (2019), 3681–3713
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Convergence in variation of solutions of nonlinear Fokker–Planck–Kolmogorov equations to stationary measures |
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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 |
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17025
Tiziano De Angelis, Giorgio Ferrari, Saïd HamadènePDF
A note on a new existence result for reflected BSDEs with interconnected obstacles Project: C4 Published: Electron. Commun. Probab. 16 (2011), 120–128 |
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17024
Wei Liu, Michael Röckner, José Luís da SilvaPDF
Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives Published: SIAM Journal on Mathematical Analysis 50, no. 3 (2018), 2588–2607 |
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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 |
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17022
Michael Baake, Uwe Grimm, Chrizaldy Neil ManiboPDF
Spectral analysis of a family of binary inflation rules Project: A6 Published: Letters in Mathematical Physics 108 (2018), 1783–1805 |
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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 |
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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 |
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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 |
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17018
Anthony Le Cavil, Nadia Oudjane, Francesco RussoPDF
Project: B1 Published: Monte Carlo Methods and Applications 24 (2018), 55–70
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Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations |
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17017
Xing Huang, Michael Röckner, Feng-Yu WangPDF
Project: A5 Published: Discrete and Continuous Dynamical Systems 39, no. 6 (2019), 3017–3035
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Nonlinear Fokker-Planck equations for Probability Measures on Path Space and Path-Distribution Dependent SDEs |
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17016
Svetlana Vladimirovna Anulova, H. Mai, Alexander VeretennikovPDF
Yet again on iteration improvement for averaged expected cost control for 1D ergodic diffusions Published: SIAM J. Control Optim. 58, no. 4 (2020), 2312–2331 |
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17015
Yuliya Mishura, Alexander VeretennikovPDF
Existence and uniqueness theorems for solutions of McKean-Vlasov stochastic equations Published: Theory Probab. Math. Statist. No. 103 (2020), 59–101 |
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17014
Alexander VeretennikovPDF
On SPDE and backward filtering equations for SDE systems (direct approach) - 2 |
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17013
Benjamin GessPDF
Optimal regularity for the porous medium equation Project: B1 To appear: J. Eur. Math. Soc. (JEMS) (2019) |
