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Preprints 2018

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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

Published: Mathematical Finance 31 (2021), 474–507

Notes: DOI:10.1111/mafi.12289

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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
Published: Mathematical Finance 31 (2021), 474–507
Notes: DOI:10.1111/mafi.12289

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

18036 Longjie Xie, Xicheng ZhangPDF

Ergodicity of stochastic differential equations with jumps and singular coefficients

Project: B1, B2

Published: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 56 (2020), 175–229

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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
Published: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 56 (2020), 175–229

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: Trans. Amer. Math. Soc. 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: Trans. Amer. Math. Soc. 372 (2019), 3985–4030

18032 Friedrich Götze, Holger SambalePDF

Higher order concentration in presence of Poincaré-type inequalities

Project: A4

Published: Progress in Probability 74 (2019)

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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
Published: Progress in Probability 74 (2019)

18031 Holger Sambale, Arthur Sinulis, Friedrich GötzePDF

Higher order concentration for functions of weakly dependent random variables

Project: A4

Published: Electronic Journal of Probability 24 (2019), Paper No. 85, 19

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Higher order concentration for functions of weakly dependent random variables


Authors: Holger Sambale, Arthur Sinulis, Friedrich Götze Projects: A4
Submission Date: 23.07.2018 Submitter: Gernot Akemann
Download: PDF Link: 18031
Published: Electronic Journal of Probability 24 (2019), Paper No. 85, 19

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

Published: Probab. Theory Relat. Fields 172 (2018), 1181–1214

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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
Published: Probab. Theory Relat. Fields 172 (2018), 1181–1214

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

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