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Preprints 2017

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17012 Khalil Chouk, Benjamin GessPDF

Path-by-Path regularization by noise for scalar conservation laws

Project: B1

Published: Journal of Functional Analysis 277 (2019), 1469–1498

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Path-by-Path regularization by noise for scalar conservation laws


Authors: Khalil Chouk, Benjamin Gess Projects: B1
Submission Date: 27.08.2017 Submitter: Michael Röckner
Download: PDF Link: 17012
Published: Journal of Functional Analysis 277 (2019), 1469–1498

17011 Benjamin Gess, Xavier LamyPDF

Regularity of solutions to scalar conservation laws with a force

Project: B1

Published: Annales de l'Institut Henri Poincaré C, Analyse Non Linéaire 36 (2019), 505–521

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Regularity of solutions to scalar conservation laws with a force


Authors: Benjamin Gess, Xavier Lamy Projects: B1
Submission Date: 27.08.2017 Submitter: Michael Röckner
Download: PDF Link: 17011
Published: Annales de l'Institut Henri Poincaré C, Analyse Non Linéaire 36 (2019), 505–521

17010 Giuseppe Da Prato, Franco Flandoli, Michael RöcknerPDF

Absolutely continuous solutions for continuity equations in Hilbert spaces

Project: A5

Published: Journal de Mathématiques Pures et Appliquées 128 (2019), 42–86

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Absolutely continuous solutions for continuity equations in Hilbert spaces


Authors: Giuseppe Da Prato, Franco Flandoli, Michael Röckner Projects: A5
Submission Date: 23.08.2017 Submitter: Friedrich Götze
Download: PDF Link: 17010
Published: Journal de Mathématiques Pures et Appliquées 128 (2019), 42–86

17009 Viorel Barbu, Michael Röckner, Deng ZhangPDF

Optimal bilinear control of nonlinear stochastic Schrödinger equations driven by linear multiplicative noise

Project: B1

Published: Ann. Probab. 46 (2018), 1957–1999

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Optimal bilinear control of nonlinear stochastic Schrödinger equations driven by linear multiplicative noise


Authors: Viorel Barbu, Michael Röckner, Deng Zhang Projects: B1
Submission Date: 16.08.2017 Submitter: Sebastian Herr
Download: PDF Link: 17009
Published: Ann. Probab. 46 (2018), 1957–1999

17008 Feng-Yu WangPDF

Distribution-Dependent SDEs for Landau Type Equations

Project: A5

Published: Stochastic Processes and their Applications 128 (2018), 595–621

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Distribution-Dependent SDEs for Landau Type Equations


Authors: Feng-Yu Wang Projects: A5
Submission Date: 16.08.2017 Submitter: Michael Röckner
Download: PDF Link: 17008
Published: Stochastic Processes and their Applications 128 (2018), 595–621

17007 Michael Röckner, Bo Wu, Rongchan Zhu, Xiangchan ZhuPDF

Stochastic Heat Equations with Values in a Riemannian Manifold

Project: B1, B2

Published: Rendiconti Lincei – Matematica e Applicazioni 29 (2018), 205–213

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Stochastic Heat Equations with Values in a Riemannian Manifold


Authors: Michael Röckner, Bo Wu, Rongchan Zhu, Xiangchan Zhu Projects: B1, B2
Submission Date: 15.08.2017 Submitter: Friedrich Götze
Download: PDF Link: 17007
Published: Rendiconti Lincei – Matematica e Applicazioni 29 (2018), 205–213

17006 Giorgio Fabbri, Francesco RussoPDF

HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition

Project: B1

Published: SIAM Journal on Control and Optimization 55 (2017), 4072–4091

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HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition


Authors: Giorgio Fabbri, Francesco Russo Projects: B1
Submission Date: 15.08.2017 Submitter: Michael Röckner
Download: PDF Link: 17006
Published: SIAM Journal on Control and Optimization 55 (2017), 4072–4091

17005 Adrien Barasso, Francesco RussoPDF

A note on time-dependent additive functionals

Project: B1

Published: Communications on Stochastic Analysis 11 (2017), 313–334

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A note on time-dependent additive functionals


Authors: Adrien Barasso, Francesco Russo Projects: B1
Submission Date: 15.08.2017 Submitter: Michael Röckner
Download: PDF Link: 17005
Published: Communications on Stochastic Analysis 11 (2017), 313–334

17004 Timothy CandyPDF

Multi-scale bilinear restriction estimates for general phases

Project: A1

Published: Mathematische Annalen 375 (2019), 777–843

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Multi-scale bilinear restriction estimates for general phases


Authors: Timothy Candy Projects: A1
Submission Date: 28.07.2017 Submitter: Sebastian Herr
Download: PDF Link: 17004
Published: Mathematische Annalen 375 (2019), 777–843

17003 Giorgio Ferrari, Shuzhen YangPDF

On an Optimal Extraction problem with Regime Switching

Project: C4

Published: Advances of Applied Probability 50 (2018), 671–705

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On an Optimal Extraction problem with Regime Switching


Authors: Giorgio Ferrari, Shuzhen Yang Projects: C4
Submission Date: 19.07.2017 Submitter: Frank Riedel
Download: PDF Link: 17003
Published: Advances of Applied Probability 50 (2018), 671–705

17002 Giorgio Ferrari, Torben KochPDF

On a Strategic Model of Pollution Control

Project: C4

Published: Annals of Operations Research 275 (2019), 297–319

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On a Strategic Model of Pollution Control


Authors: Giorgio Ferrari, Torben Koch Projects: C4
Submission Date: 19.07.2017 Submitter: Frank Riedel
Download: PDF Link: 17002
Published: Annals of Operations Research 275 (2019), 297–319

17001 Matteo Burzoni, Frank Riedel, Halil Mete SonerPDF

Viability and Arbitrage under Knightian Uncertainty

Project: C5

Published: Econometrica 89, no. 3 (2021), 1207–1234

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Viability and Arbitrage under Knightian Uncertainty


Authors: Matteo Burzoni, Frank Riedel, Halil Mete Soner Projects: C5
Submission Date: 18.07.2017 Submitter: Giorgio Ferrari
Download: PDF Link: 17001
Published: Econometrica 89, no. 3 (2021), 1207–1234

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