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Preprints 2020

To submit a paper, please send an email to the SFB-Webteam: .ed.dlefeleib-inu.htam 3821bfs_bew

20082 Alexander Grigor'yan, Eryan Hu, Jiaxin HuPDF

The pointwise existence and properties of heat kernel

Project: A3

Published: Advances in Analysis and Geometry 3 (2021), 27–70

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The pointwise existence and properties of heat kernel


Authors: Alexander Grigor'yan, Eryan Hu, Jiaxin Hu Projects: A3
Submission Date: 26.07.2020 Submitter: Sebastian Herr
Download: PDF Link: 20082
Published: Advances in Analysis and Geometry 3 (2021), 27–70

20081 Michael Baake, Jeremy SumnerPDF

On equal-input and monotone Markov matrices

Project: A6

Published: J. Appl. Probab. 54 (2022), 460--492

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On equal-input and monotone Markov matrices


Authors: Michael Baake, Jeremy Sumner Projects: A6
Submission Date: 24.07.2020 Submitter: Sebastian Herr
Download: PDF Link: 20081
Published: J. Appl. Probab. 54 (2022), 460--492

20080 Felix-Benedikt Liebrich, Max NendelPDF

Robust Orlicz spaces: observations and caveats

Project: C5, C7

Published: SIAM Journal on Financial Mathematics 13 (2022), 1344–1378

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Robust Orlicz spaces: observations and caveats


Authors: Felix-Benedikt Liebrich, Max Nendel Projects: C5, C7
Submission Date: 17.07.2020 Submitter: Giorgio Ferrari
Download: PDF Link: 20080
Published: SIAM Journal on Financial Mathematics 13 (2022), 1344–1378

20079 Nora Müller, Wolfgang BockPDF

Stochastic perturbation of the Lighthill-Whitham-Richards model via the method of stochastic characteristics

Project: B1

Published: Journal of Mathematics in Industry 11, no. 1 (2021), 1-13

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Stochastic perturbation of the Lighthill-Whitham-Richards model via the method of stochastic characteristics


Authors: Nora Müller, Wolfgang Bock Projects: B1
Submission Date: 05.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20079
Published: Journal of Mathematics in Industry 11, no. 1 (2021), 1-13

20078 Svetlana Vladimirovna Anulova, Alexander VeretennikovPDF

On iteration improvement for averaged control for multidimensional ergodic diffusions

Project: B1

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On iteration improvement for averaged control for multidimensional ergodic diffusions


Authors: Svetlana Vladimirovna Anulova, Alexander Veretennikov Projects: B1
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20078

20077 Stephane Menozzi, Antonello Pesce, Xicheng ZhangPDF

Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift

Project: B1

Published: Journal of Differential Equations 272 (2021), 330–369

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Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift


Authors: Stephane Menozzi, Antonello Pesce, Xicheng Zhang Projects: B1
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20077
Published: Journal of Differential Equations 272 (2021), 330–369

20076 Zhen-Qing Chen, Zimo Hao, Xicheng ZhangPDF

Hölder regularity and gradient estimates for SDEs driven by cylindrical $\alpha$-stable processes

Project: B1

Published: Electronic Journal of Probability 25 (2020), Paper No. 137, 23 pp.

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Hölder regularity and gradient estimates for SDEs driven by cylindrical $\alpha$-stable processes


Authors: Zhen-Qing Chen, Zimo Hao, Xicheng Zhang Projects: B1
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20076
Published: Electronic Journal of Probability 25 (2020), Paper No. 137, 23 pp.

20075 Zimo Hao, Mingyan Wu, Xicheng ZhangPDF

Schauder estimates for nonlocal kinetic equations and applications

Project: B1

Published: Journal de Mathématiques Pures et Appliquées 140 (2020), 139–184

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Schauder estimates for nonlocal kinetic equations and applications


Authors: Zimo Hao, Mingyan Wu, Xicheng Zhang Projects: B1
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20075
Published: Journal de Mathématiques Pures et Appliquées 140 (2020), 139–184

20074 Zimo Hao, Xuhui Peng, Xicheng ZhangPDF

Hörmander's hypoelliptic theorem for nonlocal operators

Project: B1

Published: Journal of Theoretical Probability 34, no. 4 (2021), 1870-1916

Notes: DOI: 10.1007/s10959-020-01020-1

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Hörmander's hypoelliptic theorem for nonlocal operators


Authors: Zimo Hao, Xuhui Peng, Xicheng Zhang Projects: B1
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20074
Published: Journal of Theoretical Probability 34, no. 4 (2021), 1870-1916
Notes: DOI: 10.1007/s10959-020-01020-1

20073 Xicheng ZhangPDF

A discretized version of Krylov’s estimate and its applications

Project: B1

Published: Electronic Journal of Probability 24 (2019), Paper No. 131, 17 pp.

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A discretized version of Krylov’s estimate and its applications


Authors: Xicheng Zhang Projects: B1
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20073
Published: Electronic Journal of Probability 24 (2019), Paper No. 131, 17 pp.

20072 Jianhai Bao, Panpan Ren, Feng-Yu WangPDF

Bismut Formula for Lions Derivative of Distribution-Path Dependent SDEs

Project: A5

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Bismut Formula for Lions Derivative of Distribution-Path Dependent SDEs


Authors: Jianhai Bao, Panpan Ren, Feng-Yu Wang Projects: A5
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20072

20071 Xing Huang, Feng-Yu WangPDF

Derivative Estimates on Distributions of McKean-Vlasov SDEs

Project: A5

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Derivative Estimates on Distributions of McKean-Vlasov SDEs


Authors: Xing Huang, Feng-Yu Wang Projects: A5
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20071

20070 Panpan Ren, Feng-Yu WangPDF

Donsker-Varadhan Large Deviations for Path-Distribution Dependent SPDEs

Project: A5

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Donsker-Varadhan Large Deviations for Path-Distribution Dependent SPDEs


Authors: Panpan Ren, Feng-Yu Wang Projects: A5
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20070

20069 Feng-Yu WangPDF

Convergence in Wasserstein Distance for Empirical Measures of Dirichlet Diffusion Processes on Manifolds

Project: A5

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Convergence in Wasserstein Distance for Empirical Measures of Dirichlet Diffusion Processes on Manifolds


Authors: Feng-Yu Wang Projects: A5
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20069

20068 Feng-Yu WangPDF

Precise Limit in Wasserstein Distance for Conditional Empirical Measures of Dirichlet Diffusion Processes

Project: A5

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Precise Limit in Wasserstein Distance for Conditional Empirical Measures of Dirichlet Diffusion Processes


Authors: Feng-Yu Wang Projects: A5
Submission Date: 01.07.2020 Submitter: Michael Röckner
Download: PDF Link: 20068

20067 Gernot Akemann, Friedrich Götze, Thorsten NeuschelPDF

Characteristic polynomials of products of Wigner matrices: finite-N results and Lyapunov universality

Project: B5

Published: Electronic Communications in Probability 26 (2021), 1–13

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Characteristic polynomials of products of Wigner matrices: finite-N results and Lyapunov universality


Authors: Gernot Akemann, Friedrich Götze, Thorsten Neuschel Projects: B5
Submission Date: 30.06.2020 Submitter: Michael Baake
Download: PDF Link: 20067
Published: Electronic Communications in Probability 26 (2021), 1–13

20066 Simona Bigerna, Verena Hagspiel, Peter Kort, Xingang WenPDF

How damaging are environmental policy targets in terms of welfare?

Project: C2

To appear: European Journal of Operational Research (2023)

Notes: DOI: https://doi.org/10.1016/j.ejor.2023.04.026

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How damaging are environmental policy targets in terms of welfare?


Authors: Simona Bigerna, Verena Hagspiel, Peter Kort, Xingang Wen Projects: C2
Submission Date: 30.06.2020 Submitter: Herbert Dawid
Download: PDF Link: 20066
To appear: European Journal of Operational Research (2023)
Notes: DOI: https://doi.org/10.1016/j.ejor.2023.04.026

20065 Dominic Breit, Lars Diening, Johannes Storn, Jörn WichmannPDF

The parabolic p-Laplacian with fractional differentiability

Project: B7

Published: IMA Journal of Numerical Analysis (2020)

Notes: https://doi.org/10.1093/imanum/draa081

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The parabolic p-Laplacian with fractional differentiability


Authors: Dominic Breit, Lars Diening, Johannes Storn, Jörn Wichmann Projects: B7
Submission Date: 29.06.2020 Submitter: Martina Hofmanová
Download: PDF Link: 20065
Published: IMA Journal of Numerical Analysis (2020)
Notes: https://doi.org/10.1093/imanum/draa081

20064 Simon Noah NowakPDF

Higher Hölder regularity for nonlocal equations with irregular kernel

Project: A3

Published: Calculus of Variations and Partial Differential Equations 60 (2021), article number 24

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Higher Hölder regularity for nonlocal equations with irregular kernel


Authors: Simon Noah Nowak Projects: A3
Submission Date: 27.06.2020 Submitter: Alexander Grigor'yan
Download: PDF Link: 20064
Published: Calculus of Variations and Partial Differential Equations 60 (2021), article number 24

20063 Max Nendel, Maren Diane Schmeck, Frank RiedelPDF

A Decomposition of General Premium Principles Into Risk and Deviation

Project: C5

Published: Insurance: Mathematics and Economics 100 (2021), 193–209

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A Decomposition of General Premium Principles Into Risk and Deviation


Authors: Max Nendel, Maren Diane Schmeck, Frank Riedel Projects: C5
Submission Date: 25.06.2020 Submitter: Herbert Dawid
Download: PDF Link: 20063
Published: Insurance: Mathematics and Economics 100 (2021), 193–209

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