Menu
Contact | A-Z
img
Search in Preprints  Search in Preprints

Preprints 2018


18058 Giorgio Ferrari, Torben KochPDF

An optimal extraction problem with price impact

Project: C4

X

An optimal extraction problem with price impact


Authors: Giorgio Ferrari, Torben Koch Projects: C4
Submission Date: 04.12.2018 Submitter: Frank Riedel
Download: PDF Link: 18058

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


Authors: Miryana Grigorova, Marie-Claire Quenez, Agnès Sulem Projects: C3
Submission Date: 30.11.2018 Submitter: Giorgio Ferrari
Download: PDF Link: 18057

18056 Hiroyuki Hirayama, Shinya Kinoshita, Mamoru OkamotoPDF

Well-posedness for a system of quadratic derivative nonlinear Schrödinger equations with radial initial data

Project: A1

X

Well-posedness for a system of quadratic derivative nonlinear Schrödinger equations with radial initial data


Authors: Hiroyuki Hirayama, Shinya Kinoshita, Mamoru Okamoto Projects: A1
Submission Date: 21.11.2018 Submitter: Sebastian Herr
Download: PDF Link: 18056

18055 Mario Kieburg, Jacobus Verbaarschot, Tilo WettigPDF

Dirac spectrum and chiral condensate for QCD at fixed θ-angle

Project: C6

X

Dirac spectrum and chiral condensate for QCD at fixed θ-angle


Authors: Mario Kieburg, Jacobus Verbaarschot, Tilo Wettig Projects: C6
Submission Date: 14.11.2018 Submitter: Gernot Akemann
Download: PDF Link: 18055

18054 Takuya Kanazawa, Mario KieburgPDF

Symmetry Crossover Protecting Chirality in Dirac Spectra

Project: C6

X

Symmetry Crossover Protecting Chirality in Dirac Spectra


Authors: Takuya Kanazawa, Mario Kieburg Projects: C6
Submission Date: 14.11.2018 Submitter: Gernot Akemann
Download: PDF Link: 18054

18053 Michael Röckner, Viorel BarbuPDF

From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE

Project: A5

X

From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE


Authors: Michael Röckner, Viorel Barbu Projects: A5
Submission Date: 08.11.2018 Submitter: Alexander Grigor'yan
Download: PDF Link: 18053

18052 Panpan Ren, Feng-Yu WangPDF

Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications

Project: A5

X

Bismut Formula for Lions Derivative of Distribution Dependent SDEs and Applications


Authors: Panpan Ren, Feng-Yu Wang Projects: A5
Submission Date: 07.11.2018 Submitter: Michael Röckner
Download: PDF Link: 18052

18051 Hanwu LiPDF

Optimal Stopping under G-expectation

Project: C3

X

Optimal Stopping under G-expectation


Authors: Hanwu Li Projects: C3
Submission Date: 06.11.2018 Submitter: Giorgio Ferrari
Download: PDF Link: 18051

18050 Xicheng Zhang, Michael RöcknerPDF

Well-posedness of distribution dependent SDEs with singular drifts

Project: A5, B1

X

Well-posedness of distribution dependent SDEs with singular drifts


Authors: Xicheng Zhang, Michael Röckner Projects: A5, B1
Submission Date: 06.11.2018 Submitter: Friedrich Götze
Download: PDF Link: 18050

18049 Alexander Veretennikov, O.A. ManitaPDF

On convergence of 1D Markov diffusions to heavy-tailed invariant density

Project: B1

X

On convergence of 1D Markov diffusions to heavy-tailed invariant density


Authors: Alexander Veretennikov, O.A. Manita Projects: B1
Submission Date: 15.10.2018 Submitter: Michael Röckner
Download: PDF Link: 18049

18048 Michael Röckner, Rongchan Zhu, Huanyu YangPDF

Conservative stochastic 2-dimensional Cahn-Hilliard equation

Project: B1, B2

X

Conservative stochastic 2-dimensional Cahn-Hilliard equation


Authors: Michael Röckner, Rongchan Zhu, Huanyu Yang Projects: B1, B2
Submission Date: 01.10.2018 Submitter: Friedrich Götze
Download: PDF Link: 18048

18047 Julian HölzermannPDF

Bond Pricing under Knightian Uncertainty: A Short Rate Model with Drift and Volatility Uncertainty

Project: C3

X

Bond Pricing under Knightian Uncertainty: A Short Rate Model with Drift and Volatility Uncertainty


Authors: Julian Hölzermann Projects: C3
Submission Date: 28.09.2018 Submitter: Giorgio Ferrari
Download: PDF Link: 18047

18046 Wolfhard Hansen, Ivan NetukaPDF

Nearly hyperharmonic functions are infima of excessive functions

Project: A3

X

Nearly hyperharmonic functions are infima of excessive functions


Authors: Wolfhard Hansen, Ivan Netuka Projects: A3
Submission Date: 27.09.2018 Submitter: Alexander Grigor'yan
Download: PDF Link: 18046

18045 Ting Ma, Rongchan ZhuPDF

Wong-Zakai Approximation and Support Theorem for SPDEs with Locally Monotone Coefficients

Project: B2

X

Wong-Zakai Approximation and Support Theorem for SPDEs with Locally Monotone Coefficients


Authors: Ting Ma, Rongchan Zhu Projects: B2
Submission Date: 19.09.2018 Submitter: Michael Röckner
Download: PDF Link: 18045

18044 Siyu Liang, Rongchan Zhu, Ping ZhangPDF

Deterministic and stochastic 2D Navier-Stokes equations with anisotropic viscosity

Project: B2

X

Deterministic and stochastic 2D Navier-Stokes equations with anisotropic viscosity


Authors: Siyu Liang, Rongchan Zhu, Ping Zhang Projects: B2
Submission Date: 19.09.2018 Submitter: Michael Röckner
Download: PDF Link: 18044

18043 Ivan Gonzalez, Igor Kondrashuk, Eduardo A. Notte-Cuello, Ivan Parra-FerradaPDF

Multi-fold contour integrals of certain ratios of Euler gamma functions from Feynman diagrams: orthogonality of triangles

Project: C6

X

Multi-fold contour integrals of certain ratios of Euler gamma functions from Feynman diagrams: orthogonality of triangles


Authors: Ivan Gonzalez, Igor Kondrashuk, Eduardo A. Notte-Cuello, Ivan Parra-Ferrada Projects: C6
Submission Date: 03.09.2018 Submitter: Gernot Akemann
Download: PDF Link: 18043

18042 Gernot Akemann, Sungsoo ByunPDF

The high temperature crossover for general 2D Coulomb gases

Project: B5

X

The high temperature crossover for general 2D Coulomb gases


Authors: Gernot Akemann, Sungsoo Byun Projects: B5
Submission Date: 04.09.2018 Submitter: Friedrich Götze
Download: PDF Link: 18042

18041 Ernest Vinberg, Herbert AbelsPDF

Inequalities between random variables and two-step nilpotent lie semigroups

Project: B1

X

Inequalities between random variables and two-step nilpotent lie semigroups


Authors: Ernest Vinberg, Herbert Abels Projects: B1
Submission Date: 16.08.2018 Submitter: Michael Röckner
Download: PDF Link: 18041

18040 Xingang WenPDF

Strategic Capacity Investment under Uncertainty with Volume Flexibility

Project: C2

X

Strategic Capacity Investment under Uncertainty with Volume Flexibility


Authors: Xingang Wen Projects: C2
Submission Date: 16.08.2018 Submitter: Herbert Dawid
Download: PDF Link: 18040

18039 Giorgio Ferrari, Neofytos RodosthenousPDF

Optimal management of debt-to-GDP ratio with regime-switching interest rate

Project: C4

X

Optimal management of debt-to-GDP ratio with regime-switching interest rate


Authors: Giorgio Ferrari, Neofytos Rodosthenous Projects: C4
Submission Date: 06.08.2018 Submitter: Frank Riedel
Download: PDF Link: 18039

© 2017–2019 Sonderforschungbereich 1283 | Privacy Policy