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Preprints 2018


18036 Longjie Xie, Xicheng ZhangPDF

Ergodicity of stochastic differential equations with jumps and singular coefficients

Project: B1, B2

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Ergodicity of stochastic differential equations with jumps and singular coefficients


Authors: Longjie Xie, Xicheng Zhang Projects: B1, B2
Submission Date: 24.07.2018 Submitter: Moritz Kaßmann
Download: PDF Link: 18036

18035 Xicheng Zhang, Guohuan ZhaoPDF

Heat kernel and ergodicity of SDEs with distributional drifts

Project: A2, B1

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Heat kernel and ergodicity of SDEs with distributional drifts


Authors: Xicheng Zhang, Guohuan Zhao Projects: A2, B1
Submission Date: 24.07.2018 Submitter: Moritz Kaßmann
Download: PDF Link: 18035

18034 Alexander Grigor'yan, Meng YangPDF

Determination of the Walk Dimension of the Sierpiński Gasket Without Using Diffusion

Project: A3

Published: Journal of Fractal Geometry 5 (2018), 419–460

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Determination of the Walk Dimension of the Sierpiński Gasket Without Using Diffusion


Authors: Alexander Grigor'yan, Meng Yang Projects: A3
Submission Date: 24.07.2018 Submitter: Moritz Kaßmann
Download: PDF Link: 18034
Published: Journal of Fractal Geometry 5 (2018), 419–460

18033 Alexander Grigor'yan, Meng YangPDF

Local and Non-Local Dirichlet Forms on the Sierpiński Carpet

Project: A3

Published: Transactions of the American Mathematical Society 372 (2019), 3985–4030

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Local and Non-Local Dirichlet Forms on the Sierpiński Carpet


Authors: Alexander Grigor'yan, Meng Yang Projects: A3
Submission Date: 24.07.2018 Submitter: Moritz Kaßmann
Download: PDF Link: 18033
Published: Transactions of the American Mathematical Society 372 (2019), 3985–4030

18032 Friedrich Götze, Holger SambalePDF

Higher order concentration in presence of Poincaré-type inequalities

Project: A4

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Higher order concentration in presence of Poincaré-type inequalities


Authors: Friedrich Götze, Holger Sambale Projects: A4
Submission Date: 23.07.2018 Submitter: Gernot Akemann
Download: PDF Link: 18032

18031 Friedrich Götze, Holger Sambale, Arthur SinulisPDF

Higher order concentration for functions of weakly dependent random variables

Project: A4

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Higher order concentration for functions of weakly dependent random variables


Authors: Friedrich Götze, Holger Sambale, Arthur Sinulis Projects: A4
Submission Date: 23.07.2018 Submitter: Gernot Akemann
Download: PDF Link: 18031

18030 Holger Sambale, Arthur SinulisPDF

Concentration of measure for finite spin systems

Project: A4

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Concentration of measure for finite spin systems


Authors: Holger Sambale, Arthur Sinulis Projects: A4
Submission Date: 23.07.2018 Submitter: Gernot Akemann
Download: PDF Link: 18030

18029 Arthur SinulisPDF

Mixing times of Glauber dynamics via entropy methods

Project: A4

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Mixing times of Glauber dynamics via entropy methods


Authors: Arthur Sinulis Projects: A4
Submission Date: 23.07.2018 Submitter: Gernot Akemann
Download: PDF Link: 18029

18028 Meng YangPDF

Construction of Local Regular Dirichlet Form on the Sierpiński Gasket using Γ-Convergence

Project: A3

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Construction of Local Regular Dirichlet Form on the Sierpiński Gasket using Γ-Convergence


Authors: Meng Yang Projects: A3
Submission Date: 23.07.2018 Submitter: Alexander Grigor'yan
Download: PDF Link: 18028

18027 Xing Huang, Feng-Yu WangPDF

Distribution Dependent SDEs with Singular Coefficients

Project: A5

Published: Stochastic Processes and their Applications 129 (2019), 4747—4770

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Distribution Dependent SDEs with Singular Coefficients


Authors: Xing Huang, Feng-Yu Wang Projects: A5
Submission Date: 18.07.2018 Submitter: Frank Riedel
Download: PDF Link: 18027
Published: Stochastic Processes and their Applications 129 (2019), 4747—4770

18026 Panpan Ren, Feng-Yu WangPDF

Space-Distribution PDEs for Path Independent Additive Functionals of McKean-Vlasov SDEs

Project: A5

To appear: Infinite Dimensional Anaysis, Quantum Probability and Related Topics (2020)

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Space-Distribution PDEs for Path Independent Additive Functionals of McKean-Vlasov SDEs


Authors: Panpan Ren, Feng-Yu Wang Projects: A5
Submission Date: 18.07.2018 Submitter: Frank Riedel
Download: PDF Link: 18026
To appear: Infinite Dimensional Anaysis, Quantum Probability and Related Topics (2020)

18025 Feng-Yu WangPDF

Estimates for Invariant Probability Measures of Degenerate SPDEs with Singular and Path-Dependent Drifts

Project: A5

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Estimates for Invariant Probability Measures of Degenerate SPDEs with Singular and Path-Dependent Drifts


Authors: Feng-Yu Wang Projects: A5
Submission Date: 18.07.2018 Submitter: Frank Riedel
Download: PDF Link: 18025

18024 Timothy Candy, Sebastian HerrPDF

On the division problem for the wave maps equation

Project: A1

Published: Annals of PDE 4 (2018), 17: 1–61

Notes: doi 10.1007/s40818-018-0054-z

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On the division problem for the wave maps equation


Authors: Timothy Candy, Sebastian Herr Projects: A1
Submission Date: 06.07.2018 Submitter: Michael Röckner
Download: PDF Link: 18024
Published: Annals of PDE 4 (2018), 17: 1–61
Notes: doi 10.1007/s40818-018-0054-z

18023 Vladimir Bogachev, Michael Röckner, Stanislav ShaposhnikovPDF

The Poisson equation and estimates for distances between stationary distributions of diffusions

Project: A5

Published: Journal of Mathematical Sciences 232 (2018), 254–282

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The Poisson equation and estimates for distances between stationary distributions of diffusions


Authors: Vladimir Bogachev, Michael Röckner, Stanislav Shaposhnikov Projects: A5
Submission Date: 04.07.2018 Submitter: Alexander Grigor'yan
Download: PDF Link: 18023
Published: Journal of Mathematical Sciences 232 (2018), 254–282

18022 Michael Röckner, Rongchan Zhu, Xiangchan ZhuPDF

A remark on global solutions to random 3D vorticity equations for small initial data

Project: B1, B2

Published: Discrete and Continuous Dynamical Systems Series B 8 (2019), 4021–4030

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A remark on global solutions to random 3D vorticity equations for small initial data


Authors: Michael Röckner, Rongchan Zhu, Xiangchan Zhu Projects: B1, B2
Submission Date: 25.06.2018 Submitter: Barbara Gentz
Download: PDF Link: 18022
Published: Discrete and Continuous Dynamical Systems Series B 8 (2019), 4021–4030

18021 Jan-Henrik StegPDF

Preemptive Investment under Uncertainty

Project: C3

Published: Games and Economic Behavior 110 (2018), 90–119

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Preemptive Investment under Uncertainty


Authors: Jan-Henrik Steg Projects: C3
Submission Date: 25.06.2018 Submitter: Frank Riedel
Download: PDF Link: 18021
Published: Games and Economic Behavior 110 (2018), 90–119

18020 Fernando Cordero, Martin MöhlePDF

On the stationary distribution of the block counting process for population models with mutation and selection

Project: C1

Published: Journal of Mathematical Analysis and Applications 474 (2019), 1049–1081

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On the stationary distribution of the block counting process for population models with mutation and selection


Authors: Fernando Cordero, Martin Möhle Projects: C1
Submission Date: 16.05.2018 Submitter: Barbara Gentz
Download: PDF Link: 18020
Published: Journal of Mathematical Analysis and Applications 474 (2019), 1049–1081

18019 Giorgio FerrariPDF

On the Optimal Management of Public Debt: a Singular Stochastic Control Problem

Project: C4

Published: SIAM Journal on Control and Optimization 56 (2018), 2036–2073

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On the Optimal Management of Public Debt: a Singular Stochastic Control Problem


Authors: Giorgio Ferrari Projects: C4
Submission Date: 14.05.2018 Submitter: Frank Riedel
Download: PDF Link: 18019
Published: SIAM Journal on Control and Optimization 56 (2018), 2036–2073

18018 Tiziano De Angelis, Giorgio Ferrari, John MoriartyPDF

A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs

Project: C4

Published: Mathematics of Operations Research 44 (2019), 512–531

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A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs


Authors: Tiziano De Angelis, Giorgio Ferrari, John Moriarty Projects: C4
Submission Date: 14.05.2018 Submitter: Frank Riedel
Download: PDF Link: 18018
Published: Mathematics of Operations Research 44 (2019), 512–531

18016 Tsiry Avisoa Randrianasolo, Erika HausenblasPDF

Time-Discretization of Stochastic 2-D Navier-Stokes Equations with Penalty-Projection Method

Project: B3

Published: Numerische Mathematik 143 (2019), 339–378

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Time-Discretization of Stochastic 2-D Navier-Stokes Equations with Penalty-Projection Method


Authors: Tsiry Avisoa Randrianasolo, Erika Hausenblas Projects: B3
Submission Date: 11.05.2018 Submitter: Michael Röckner
Download: PDF Link: 18016
Published: Numerische Mathematik 143 (2019), 339–378

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