18062
Ellen Baake, Fernando Cordero, Sebastian HummelPDF
Lines of descent in the deterministic mutation-selection model with pairwise interaction
Project:
C1
Published: Ann. Appl. Probab. 32, no. 4 (2022), 2400–2447
X
Lines of descent in the deterministic mutation-selection model with pairwise interaction
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18061
Jonas Lieber, Nadia Oudjane, Francesco RussoPDF
On the well-posedness of a class of McKean Feynman-Kac equations
Project:
B1, B2
Published: Markov Processes and Related Fields 25, no. 5 (2019), 821-862
X
On the well-posedness of a class of McKean Feynman-Kac equations
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18060
Gernot Akemann, Zdzisław Burda, Mario KieburgPDF
From Integrable to Chaotic Systems: Universal Local Statistics of Lyapunov exponents
Project:
C6
Published: Europhysics Letters 126 (2019), 40001: 1–7
X
From Integrable to Chaotic Systems: Universal Local Statistics of Lyapunov exponents
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18059
Arthur Sinulis, Friedrich Götze, Holger SambalePDF
Concentration inequalities for bounded functionals via generalized Log-Sobolev-Type inequalities
Project:
A4
Published: Journal of Theoretical Probability (2020) Notes:
DOI:10.1007/s10959-020-01016-x
X
Concentration inequalities for bounded functionals via generalized Log-Sobolev-Type inequalities
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18058
Giorgio Ferrari, Torben KochPDF
An optimal extraction problem with price impact
Project:
C4
Published: Applied Mathematics and Optimization (2019), DOI: 10.1007/s00245-019-09615-9: 1–40
X
An optimal extraction problem with price impact
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18057
Miryana Grigorova, Marie-Claire Quenez, Agnès SulemPDF
Superhedging prices of European and American options in a non-linear incomplete market with default
Project:
C3
X
Superhedging prices of European and American options in a non-linear incomplete market with default
|
18056
Hiroyuki Hirayama, Shinya Kinoshita, Mamoru OkamotoPDF
Well-posedness for a system of quadratic derivative nonlinear Schrödinger equations with radial initial data
Project:
A1
Published: Annales Henri Poincaré 21 (2020), 2611–2636
X
Well-posedness for a system of quadratic derivative nonlinear Schrödinger equations with radial initial data
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18055
Mario Kieburg, Jacobus Verbaarschot, Tilo WettigPDF
Dirac spectrum and chiral condensate for QCD at fixed θ-angle
Project:
C6
Published: Physical Review D 99 (2019), 074515: 1–21
X
Dirac spectrum and chiral condensate for QCD at fixed θ-angle
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18054
Takuya Kanazawa, Mario KieburgPDF
Symmetry crossover protecting chirality in Dirac spectra
Project:
C6
Published: Journal of High Energy Physics 2018 (2018), 205: 1–42
X
Symmetry crossover protecting chirality in Dirac spectra
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18053
Viorel Barbu, Michael RöcknerPDF
From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
Project:
A5
Published: Ann. Probab. 48, no. 4 (2020), 1902–1920
X
From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
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18052
Panpan Ren, Feng-Yu WangPDF
Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications
Project:
A5
Published: Journal of Differential Equations 267 (2019), 4745—4777
X
Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications
|
18051
Hanwu LiPDF
Optimal Stopping under G-expectation
Project:
C3
X
Optimal Stopping under G-expectation
|
18050
Michael Röckner, Xicheng ZhangPDF
Well-posedness of distribution dependent SDEs with singular drifts
Project:
A5, B1
Published: Bernoulli Journal 27, no. 2 (2021), 1131–1158
X
Well-posedness of distribution dependent SDEs with singular drifts
|
18049
O.A. Manita, Alexander VeretennikovPDF
On convergence of 1D Markov diffusions to heavy-tailed invariant density
Project:
B1
Published: Moscow Mathematical Journal 19, no. 1 (2019), 89–106
X
On convergence of 1D Markov diffusions to heavy-tailed invariant density
|
18048
Michael Röckner, Huanyu Yang, Rongchan ZhuPDF
Conservative stochastic 2-dimensional Cahn-Hilliard equation
Project:
B1, B2
Published: Ann. Appl. Probab. 31, no. 3 (2021), 1336–1375
X
Conservative stochastic 2-dimensional Cahn-Hilliard equation
|
18047
Julian HölzermannPDF
The Hull-White model under volatility uncertainty
Project:
C3
To appear: Quantitative Finance (2021)
X
The Hull-White model under volatility uncertainty
|
18046
Wolfhard Hansen, Ivan NetukaPDF
Nearly hyperharmonic functions are infima of excessive functions
Project:
A3
Published: Journal of Theoretical Probability 33 (2020), 1613–1629
X
Nearly hyperharmonic functions are infima of excessive functions
|
18045
Ting Ma, Rongchan ZhuPDF
Wong-Zakai Approximation and Support Theorem for SPDEs with Locally Monotone Coefficients
Project:
B2
Published: Journal of Mathematical Analysis and Applications 469, no. 2 (2019), 623–660
X
Wong-Zakai Approximation and Support Theorem for SPDEs with Locally Monotone Coefficients
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18044
Siyu Liang, Ping Zhang, Rongchan ZhuPDF
Deterministic and stochastic 2D Navier-Stokes equations with anisotropic viscosity
Project:
B2
Published: Journal of Differential Equations 275 (2021), 473-508
X
Deterministic and stochastic 2D Navier-Stokes equations with anisotropic viscosity
|
18043
Ivan Gonzalez, Igor Kondrashuk, Eduardo A. Notte-Cuello, Luis Ivan Parra FerradaPDF
Multi-fold contour integrals of certain ratios of Euler gamma functions from Feynman diagrams: orthogonality of triangles
Project:
C6
Published: Analysis and Mathematical Physics 8, no. 4 (2018), 589–602
X
Multi-fold contour integrals of certain ratios of Euler gamma functions from Feynman diagrams: orthogonality of triangles
|
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