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Preprints 2018


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

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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
Published: Annales Henri Poincaré 21 (2020), 2611–2636

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

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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
Published: Physical Review D 99 (2019), 074515: 1–21

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

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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
Published: Journal of High Energy Physics 2018 (2018), 205: 1–42

18053 Viorel Barbu, Michael RöcknerPDF

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

Project: A5

Published: The Annals of Probability 48, no. 4 (2020), 1902–1920

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


Authors: Viorel Barbu, Michael Röckner Projects: A5
Submission Date: 08.11.2018 Submitter: Alexander Grigor'yan
Download: PDF Link: 18053
Published: The Annals of Probability 48, no. 4 (2020), 1902–1920

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

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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
Published: Journal of Differential Equations 267 (2019), 4745—4777

18051 Hanwu LiPDF

Optimal Stopping under G-expectation

Project: C3

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Optimal Stopping under G-expectation


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

18050 Michael Röckner, Xicheng ZhangPDF

Well-posedness of distribution dependent SDEs with singular drifts

Project: A5, B1

To appear: Bernoulli Journal (2020)

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Well-posedness of distribution dependent SDEs with singular drifts


Authors: Michael Röckner, Xicheng Zhang Projects: A5, B1
Submission Date: 06.11.2018 Submitter: Friedrich Götze
Download: PDF Link: 18050
To appear: Bernoulli Journal (2020)

18049 O.A. Manita, Alexander VeretennikovPDF

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

Project: B1

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


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

18048 Michael Röckner, Huanyu Yang, Rongchan ZhuPDF

Conservative stochastic 2-dimensional Cahn-Hilliard equation

Project: B1, B2

To appear: Annals of Applied Probability (2020)

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Conservative stochastic 2-dimensional Cahn-Hilliard equation


Authors: Michael Röckner, Huanyu Yang, Rongchan Zhu Projects: B1, B2
Submission Date: 01.10.2018 Submitter: Friedrich Götze
Download: PDF Link: 18048
To appear: Annals of Applied Probability (2020)

18047 Julian HölzermannPDF

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

Project: C3

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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

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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

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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, Ping Zhang, Rongchan ZhuPDF

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

Project: B2

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


Authors: Siyu Liang, Ping Zhang, Rongchan Zhu 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

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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

Published: Journal of Statistical Physics 175 (2019), 1043–1065

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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
Published: Journal of Statistical Physics 175 (2019), 1043–1065

18041 Herbert Abels, Ernest VinbergPDF

Inequalities between random variables and two-step nilpotent lie semigroups

Project: B1

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Inequalities between random variables and two-step nilpotent lie semigroups


Authors: Herbert Abels, Ernest Vinberg 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

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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 control of debt-to-GDP ratio in an $\textit{N}$-State regime switching economy

Project: C4

Published: SIAM Journal on Control and Optimization 58 (2020), 755–786

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Optimal control of debt-to-GDP ratio in an $\textit{N}$-State regime switching economy


Authors: Giorgio Ferrari, Neofytos Rodosthenous Projects: C4
Submission Date: 06.08.2018 Submitter: Frank Riedel
Download: PDF Link: 18039
Published: SIAM Journal on Control and Optimization 58 (2020), 755–786

18038 Max NendelPDF

Markov chains under nonlinear expectation

Project: C5

To appear: Mathematical Finance (2020)

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Markov chains under nonlinear expectation


Authors: Max Nendel Projects: C5
Submission Date: 31.07.2018 Submitter: Giorgio Ferrari
Download: PDF Link: 18038
To appear: Mathematical Finance (2020)

18037 Bienvenido Barraza Martínez, Robert Denk, Jairo Hernández Monzón, Felix Kammerlander, Max NendelPDF

Regularity and asymptotic behaviour for a damped plate-membrane transmission problem

Project: C5

Published: Journal of Mathematical Analysis and Applications 474 (2019), 1082–1103

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Regularity and asymptotic behaviour for a damped plate-membrane transmission problem


Authors: Bienvenido Barraza Martínez, Robert Denk, Jairo Hernández Monzón, Felix Kammerlander, Max Nendel Projects: C5
Submission Date: 31.07.2018 Submitter: Giorgio Ferrari
Download: PDF Link: 18037
Published: Journal of Mathematical Analysis and Applications 474 (2019), 1082–1103

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