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Preprints 2018


18018 Tiziano De Angelis, Giorgio Ferrari, John MoriartyPDF

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

Project: C4

To appear: Mathematics of Operations Research (2018)

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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
To appear: Mathematics of Operations Research (2018)

18017 Tiziano De Angelis, Giorgio Ferrari, John MoriartyPDF

Nash Equilibria of Threshold Type for Two-player Nonzero-sum Games of Stopping

Project: C4

Published: The Annals of Applied Probability 28, no. 1 (2018), 112-147

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Nash Equilibria of Threshold Type for Two-player Nonzero-sum Games of Stopping


Authors: Tiziano De Angelis, Giorgio Ferrari, John Moriarty Projects: C4
Submission Date: 14.05.2018 Submitter: Frank Riedel
Download: PDF Link: 18017
Published: The Annals of Applied Probability 28, no. 1 (2018), 112-147

18016 Tsiry Avisoa Randrianasolo, Erika HausenblasPDF

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

Project: B3

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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

18015 Hakima Bessaih, Erika Hausenblas, Tsiry Avisoa Randrianasolo, Paul RazafimandimbyPDF

Numerical Approximation of Stochastic Evolution Equations: Convergence in Scale of Hilbert Space

Project: B3

Published: Journal of Computational and Applied Mathematics 343 (2018), 250-274

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Numerical Approximation of Stochastic Evolution Equations: Convergence in Scale of Hilbert Space


Authors: Hakima Bessaih, Erika Hausenblas, Tsiry Avisoa Randrianasolo, Paul Razafimandimby Projects: B3
Submission Date: 11.05.2018 Submitter: Michael Röckner
Download: PDF Link: 18015
Published: Journal of Computational and Applied Mathematics 343 (2018), 250-274

18014 Sebastian Herr, Michael Röckner, Deng ZhangPDF

Scattering for Stochastic Nonlinear Schrödinger Equations

Project: A1, B1

Published: Communications in Mathematical Physics 368, no. 2 (2019), 843-884

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Scattering for Stochastic Nonlinear Schrödinger Equations


Authors: Sebastian Herr, Michael Röckner, Deng Zhang Projects: A1, B1
Submission Date: 30.04.2018 Submitter: Alexander Grigor'yan
Download: PDF Link: 18014
Published: Communications in Mathematical Physics 368, no. 2 (2019), 843-884

18013 Takuya Kanazawa, Mario KieburgPDF

GUE-chGUE Transition preserving Chirality at finite Matrix Size

Project: C6

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GUE-chGUE Transition preserving Chirality at finite Matrix Size


Authors: Takuya Kanazawa, Mario Kieburg Projects: C6
Submission Date: 20.04.2018 Submitter: Gernot Akemann
Download: PDF Link: 18013

18012 Takuya Kanazawa, Mario KieburgPDF

Symmetry Transition Preserving Chirality in QCD: A Versatile Random Matrix Model

Project: C6

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Symmetry Transition Preserving Chirality in QCD: A Versatile Random Matrix Model


Authors: Takuya Kanazawa, Mario Kieburg Projects: C6
Submission Date: 20.04.2018 Submitter: Gernot Akemann
Download: PDF Link: 18012

18011 Giorgio Ferrari, Patrick SchuhmannPDF

An optimal dividend problem with capital injections over a finite horizon

Project: C4

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An optimal dividend problem with capital injections over a finite horizon


Authors: Giorgio Ferrari, Patrick Schuhmann Projects: C4
Submission Date: 13.04.2018 Submitter: Frank Riedel
Download: PDF Link: 18011

18010 Timothy Candy, Christopher Kauffman, Hans LindbladPDF

Asymptotic behavior of the Maxwell-Klein-Gordon system

Project: A1

Published: Commun. Math. Phys. (2019), 1-34

Notes: https://doi.org/10.1007/s00220-019-03285-y

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Asymptotic behavior of the Maxwell-Klein-Gordon system


Authors: Timothy Candy, Christopher Kauffman, Hans Lindblad Projects: A1
Submission Date: 11.04.2018 Submitter: Sebastian Herr
Download: PDF Link: 18010
Published: Commun. Math. Phys. (2019), 1-34
Notes: https://doi.org/10.1007/s00220-019-03285-y

18009 Ellen Baake, Fernando Cordero, Sebastian HummelPDF

A probabilistic view on the deterministic mutation-selection equation: dynamics, equilibria, and ancestry via individual lines of descent

Project: C1

Published: J. Math. Biol. 77 (2018), 795-820

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A probabilistic view on the deterministic mutation-selection equation: dynamics, equilibria, and ancestry via individual lines of descent


Authors: Ellen Baake, Fernando Cordero, Sebastian Hummel Projects: C1
Submission Date: 29.03.2018 Submitter: Michael Röckner
Download: PDF Link: 18009
Published: J. Math. Biol. 77 (2018), 795-820

18008 Giuseppe Da Prato, Franco Flandoli, Michael RöcknerPDF

Continuity equation in LlogL for the 2D Euler equations under the enstrophy measure

Project: A5

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Continuity equation in LlogL for the 2D Euler equations under the enstrophy measure


Authors: Giuseppe Da Prato, Franco Flandoli, Michael Röckner Projects: A5
Submission Date: 14.03.2018 Submitter: Rongchan Zhu
Download: PDF Link: 18008

18007 Viorel Barbu, Michael RöcknerPDF

Variational solutions to nonlinear stochastic differential equations in Hilbert spaces

Project: B1

Published: Stoch. PDE: Anal. Comp. 6, no. 3 (2018), 500-524

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Variational solutions to nonlinear stochastic differential equations in Hilbert spaces


Authors: Viorel Barbu, Michael Röckner Projects: B1
Submission Date: 22.02.2018 Submitter: L’ubomír Baňas
Download: PDF Link: 18007
Published: Stoch. PDE: Anal. Comp. 6, no. 3 (2018), 500-524

18006 Michael Röckner, Viorel BarbuPDF

Probabilistic representation for solutions to nonlinear Fokker–Planck equations

Project: A5, B1

Published: SIAM Journal on Mathematical Analysis 50, no. 4 (2018), 4246–4260

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Probabilistic representation for solutions to nonlinear Fokker–Planck equations


Authors: Michael Röckner, Viorel Barbu Projects: A5, B1
Submission Date: 14.02.2018 Submitter: Friedrich Götze
Download: PDF Link: 18006
Published: SIAM Journal on Mathematical Analysis 50, no. 4 (2018), 4246–4260

18005 Serhat GezerPDF

Delaying Product Introduction: A Dynamic Analysis with Endogenous Time Horizon

Project: C2

Published: Journal of Economic Dynamics and Control 102 (2019), 96-114

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Delaying Product Introduction: A Dynamic Analysis with Endogenous Time Horizon


Authors: Serhat Gezer Projects: C2
Submission Date: 09.02.2018 Submitter: Herbert Dawid
Download: PDF Link: 18005
Published: Journal of Economic Dynamics and Control 102 (2019), 96-114

18004 Verena Hagspiel, Peter Kort, Simona Bigerna, Xingang WenPDF

Green Electricity Investments: Environmental Target and the Optimal Subsidy

Project: C2

To appear: European Journal of Operational Research (2019)

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Green Electricity Investments: Environmental Target and the Optimal Subsidy


Authors: Verena Hagspiel, Peter Kort, Simona Bigerna, Xingang Wen Projects: C2
Submission Date: 22.01.2018 Submitter: Herbert Dawid
Download: PDF Link: 18004
To appear: European Journal of Operational Research (2019)

18003 Jan-Henrik Steg, Jacco ThijssenPDF

Quick or Persistent? On the Feedback Effects between First and Second-Mover Advantages in a Stochastic Investment Game

Project: C4

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Quick or Persistent? On the Feedback Effects between First and Second-Mover Advantages in a Stochastic Investment Game


Authors: Jan-Henrik Steg, Jacco Thijssen Projects: C4
Submission Date: 16.01.2018 Submitter: Frank Riedel
Download: PDF Link: 18003

18002 Michael Röckner, Bo Wu, Rongchan Zhu, Xiangchan ZhuPDF

Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms

Project: B1, B2

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Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms


Authors: Michael Röckner, Bo Wu, Rongchan Zhu, Xiangchan Zhu Projects: B1, B2
Submission Date: 16.01.2018 Submitter: Friedrich Götze
Download: PDF Link: 18002

18001 Maria Gordina, Michael Röckner, Alexander TeplyaevPDF

Singular perturbations of Ornstein-Uhlenbeck processes: Integral estimates and Girsanov densities

Project: B1

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Singular perturbations of Ornstein-Uhlenbeck processes: Integral estimates and Girsanov densities


Authors: Maria Gordina, Michael Röckner, Alexander Teplyaev Projects: B1
Submission Date: 06.01.2018 Submitter: Rongchan Zhu
Download: PDF Link: 18001

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