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Preprints 2019


19020 Panpan Ren, Michael Röckner, Feng-Yu WangPDF

Linearization of Nonlinear Fokker-Planck Equations and Applications

Project: A5

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Linearization of Nonlinear Fokker-Planck Equations and Applications


Authors: Panpan Ren, Michael Röckner, Feng-Yu Wang Projects: A5
Submission Date: 18.05.2019 Submitter: Alexander Grigor'yan
Download: PDF Link: 19020

19019 Michael Baake, Uwe GrimmPDF

Scaling of diffraction intensities near the origin: Some rigorous results

Project: A6

Published: Journal of Statistical Mechanics: Theory and Experiment 2019 (2019), 054003: 1–25

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Scaling of diffraction intensities near the origin: Some rigorous results


Authors: Michael Baake, Uwe Grimm Projects: A6
Submission Date: 15.05.2019 Submitter: Sebastian Herr
Download: PDF Link: 19019
Published: Journal of Statistical Mechanics: Theory and Experiment 2019 (2019), 054003: 1–25

19018 Wolfhard HansenPDF

Equicontinuity of harmonic functions and compactness of potential kernels

Project: A3

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Equicontinuity of harmonic functions and compactness of potential kernels


Authors: Wolfhard Hansen Projects: A3
Submission Date: 14.05.2019 Submitter: Alexander Grigor'yan
Download: PDF Link: 19018

19017 Shinya KinoshitaPDF

Global Well-posedness for the Cauchy problem of the Zakharov-Kuznetsov equation in 2D

Project: A1

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Global Well-posedness for the Cauchy problem of the Zakharov-Kuznetsov equation in 2D


Authors: Shinya Kinoshita Projects: A1
Submission Date: 07.05.2019 Submitter: Sebastian Herr
Download: PDF Link: 19017

19016 Ionut Munteanu, Michael RöcknerPDF

Global solutions for random vorticity equations perturbed by gradient dependent noise, in two and three dimensions

Project: B1

Published: Journal of Evolution Equations (2019), DOI: 10.1007/s00028-019-00551-3: 1–22

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Global solutions for random vorticity equations perturbed by gradient dependent noise, in two and three dimensions


Authors: Ionut Munteanu, Michael Röckner Projects: B1
Submission Date: 29.04.2019 Submitter: L’ubomír Baňas
Download: PDF Link: 19016
Published: Journal of Evolution Equations (2019), DOI: 10.1007/s00028-019-00551-3: 1–22

19015 Qian Lin, Frank RiedelPDF

Optimal consumption and portfolio choice with ambiguous interest rates and volatility

Project: C3

Published: Economic Theory (2020), 1-14

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Optimal consumption and portfolio choice with ambiguous interest rates and volatility


Authors: Qian Lin, Frank Riedel Projects: C3
Submission Date: 29.04.2019 Submitter: Giorgio Ferrari
Download: PDF Link: 19015
Published: Economic Theory (2020), 1-14

19014 Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael RöcknerPDF

On a Class of Infinite-Dimensional Singular Stochastic Control Problems

Project: B1, C3, C4

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On a Class of Infinite-Dimensional Singular Stochastic Control Problems


Authors: Salvatore Federico, Giorgio Ferrari, Frank Riedel, Michael Röckner Projects: B1, C3, C4
Submission Date: 26.04.2019 Submitter: Herbert Dawid
Download: PDF Link: 19014

19013 Feng-Yu WangPDF

Diffusions and PDEs on Wasserstein Space

Project: A5

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Diffusions and PDEs on Wasserstein Space


Authors: Feng-Yu Wang Projects: A5
Submission Date: 11.04.2019 Submitter: Michael Röckner
Download: PDF Link: 19013

19012 Viorel Barbu, Michael RöcknerPDF

The evolution to equilibrium of solutions to nonlinear Fokker-Planck equation

Project: A5

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The evolution to equilibrium of solutions to nonlinear Fokker-Planck equation


Authors: Viorel Barbu, Michael Röckner Projects: A5
Submission Date: 10.04.2019 Submitter: Alexander Grigor'yan
Download: PDF Link: 19012

19011 Tolulope Rhoda Fadina, Thorsten SchmidtPDF

Default Ambiguity

Project: C3

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Default Ambiguity


Authors: Tolulope Rhoda Fadina, Thorsten Schmidt Projects: C3
Submission Date: 10.04.2019 Submitter: Giorgio Ferrari
Download: PDF Link: 19011

19010 Julian Hölzermann, Qian LinPDF

Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion

Project: C3

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Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion


Authors: Julian Hölzermann, Qian Lin Projects: C3
Submission Date: 08.04.2019 Submitter: Giorgio Ferrari
Download: PDF Link: 19010

19009 Gernot Akemann, Roger Tribe, Athanasios Tsareas, Oleg ZaboronskiPDF

On the determinantal structure of conditional overlaps for the complex Ginibre ensemble

Project: B5, C6

Published: Random Matrices: Theory and Applications online (2019), 2050015: 1–42

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On the determinantal structure of conditional overlaps for the complex Ginibre ensemble


Authors: Gernot Akemann, Roger Tribe, Athanasios Tsareas, Oleg Zaboronski Projects: B5, C6
Submission Date: 29.03.2019 Submitter: Friedrich Götze
Download: PDF Link: 19009
Published: Random Matrices: Theory and Applications online (2019), 2050015: 1–42

19008 Friedrich Götze, Holger Sambale, Arthur SinulisPDF

Concentration inequalities for polynomials in α-sub-exponential random variables

Project: A4

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Concentration inequalities for polynomials in α-sub-exponential random variables


Authors: Friedrich Götze, Holger Sambale, Arthur Sinulis Projects: A4
Submission Date: 29.03.2019 Submitter: Gernot Akemann
Download: PDF Link: 19008

19007 Fernando Cordero, Sebastian Hummel, Emmanuel SchertzerPDF

General selection models: Bernstein duality and minimal ancestral structures

Project: C1

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General selection models: Bernstein duality and minimal ancestral structures


Authors: Fernando Cordero, Sebastian Hummel, Emmanuel Schertzer Projects: C1
Submission Date: 27.03.2019 Submitter: Barbara Gentz
Download: PDF Link: 19007

19006 Vladimir Bogachev, Michael Röckner, Stanislav ShaposhnikovPDF

On the Ambrosio–Figalli–Trevisan superposition principle for probability solutions to Fokker–Planck–Kolmogorov equations

Project: A5

Published: Journal of Dynamics and Differential Equations (2020), DOI: 10.1007/s10884-020-09828-5: 1–25

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On the Ambrosio–Figalli–Trevisan superposition principle for probability solutions to Fokker–Planck–Kolmogorov equations


Authors: Vladimir Bogachev, Michael Röckner, Stanislav Shaposhnikov Projects: A5
Submission Date: 28.03.2019 Submitter: Alexander Grigor'yan
Download: PDF Link: 19006
Published: Journal of Dynamics and Differential Equations (2020), DOI: 10.1007/s10884-020-09828-5: 1–25

19005 Herbert Dawid, Michael Kopel, Peter KortPDF

Product Innovation With Partial Capacity Rollover

Project: C2

Published: Central European Journal of Operations Research 28, no. 2 (2020), 479—496

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Product Innovation With Partial Capacity Rollover


Authors: Herbert Dawid, Michael Kopel, Peter Kort Projects: C2
Submission Date: 15.03.2019 Submitter: Frank Riedel
Download: PDF Link: 19005
Published: Central European Journal of Operations Research 28, no. 2 (2020), 479—496

19004 Robert Denk, Michael Kupper, Max NendelPDF

A semigroup approach to nonlinear Lévy processes

Project: C5

To appear: Stochastic Processes and their Applications (2020)

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A semigroup approach to nonlinear Lévy processes


Authors: Robert Denk, Michael Kupper, Max Nendel Projects: C5
Submission Date: 08.03.2019 Submitter: Giorgio Ferrari
Download: PDF Link: 19004
To appear: Stochastic Processes and their Applications (2020)

19003 Lazar ObradovicPDF

Locally Constant Model Uncertainty Risk

Project: C3

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Locally Constant Model Uncertainty Risk


Authors: Lazar Obradovic Projects: C3
Submission Date: 12.02.2019 Submitter: Giorgio Ferrari
Download: PDF Link: 19003

19002 Giorgia Callegaro, Claudia Ceci, Giorgio FerrariPDF

Optimal reduction of public debt under partial observation of the economic growth

Project: C4

Published: Finance and Stochastics 24, no. 4 (2020), 1083—1132

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Optimal reduction of public debt under partial observation of the economic growth


Authors: Giorgia Callegaro, Claudia Ceci, Giorgio Ferrari Projects: C4
Submission Date: 29.01.2019 Submitter: Frank Riedel
Download: PDF Link: 19002
Published: Finance and Stochastics 24, no. 4 (2020), 1083—1132

19001 Jodi Dianetti, Giorgio FerrariPDF

Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria

Project: C4

Published: SIAM Journal on Control and Optimization 58 (2020), 1257–1288

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Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria


Authors: Jodi Dianetti, Giorgio Ferrari Projects: C4
Submission Date: 02.01.2019 Submitter: Frank Riedel
Download: PDF Link: 19001
Published: SIAM Journal on Control and Optimization 58 (2020), 1257–1288

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