Search in Preprints
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21033
Michael Baake, Timo Spindeler, Nicolae StrungaruPDF
On eigenmeasures under Fourier transform Project: A6 Published: Journal of Fourier Analysis and Applications 29, no. 65 (2023), 1–33 |
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21032
Julia Eisenberg, Lukas Fabrykowski, Maren Diane SchmeckPDF
Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model Project: C5 Published: Risks 9, no. 4 (2021), Article No. 73 |
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21031
Jodi Dianetti, Giorgio FerrariPDF
Project: C4 Published: Stochastic Processes and their Applications 162 (2023), 547–592
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Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls |
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21030
Felix Dammann, Giorgio FerrariPDF
On an irreversible investment problem with two-factor uncertainty Project: C4 Published: Quantitative Finance 22, no. 5 (2022), 907-921 |
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21029
Xiliang Fan, Michael Röckner, Shao-Qin ZhangPDF
A unified approach to gradient type formulas for BSDEs and some applications Project: B1 To appear: Annales de l’Institut Henri Poincaré (2024) |
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21028
Michael Röckner, Guohuan ZhaoPDF
SDEs with critical time dependent drifts: Strong solutions Project: B1 To appear: Probability Theory and Related Fields (2025) |
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21027
Sergey Bobkov, Maria Danshina, Vladimir UlyanovPDF
On rate of convergence to the Poisson law of the number of cycles in the generalized random graphs Project: B5 Published: Operator theory and harmonic analysis—OTHA 2020. Part II. Probability-analytical models, methods and applications (2021), 109–133
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On rate of convergence to the Poisson law of the number of cycles in the generalized random graphs |
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21026
Salvatore Federico, Giorgio Ferrari, Neofytos RodosthenousPDF
Two-sided singular control of an inventory with unknown demand trend Project: C4 Published: SIAM Journal on Control and Optimization 61, no. 5 (2023), 3076–3101 |
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21025
Miryana Grigorova, Hanwu LiPDF
Stochastic representation under g-expectation and applications: the discrete time case Project: C3 Published: Journal of Mathematical Analysis and Applications 518, no. 1 (2023), 1–19 Notes: Number 126703 |
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21024
Simon Noah NowakPDF
Regularity theory for nonlocal equations with VMO coefficients Project: A3 |
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21023
Álvaro Bustos, Daniel Luz, Chrizaldy Neil ManiboPDF
Admissible reversing and extended symmetries for bijective substitutions Project: A6 Published: Discrete & Computational Geometry 69 (2023), 800-833 |
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21022
Frederic Alberti, Carolin Herrmann, Ellen BaakePDF
Selection, recombination, and the ancestral initiation graph Project: C1 Published: Theor. Popul. Biol. 142 (2021), 46–56 |
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21021
Wencheng Yu, Xingang Wen, Nick Huberts, Peter KortPDF
Strategic investment under uncertainty: Why multi-option firms lose the preemption run Project: C2 Published: Journal of the Operational Research Society 75 (2023), 1855−1872 Notes: DOI: 10.1080/01605682.2023.2281535 |
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21020
Herbert Dawid, Serhat GezerPDF
Project: C2 Published: Dynamic Games and Applications 12, no. 2 (2022), 363–393 Notes: https://doi.org/10.1007/s13235-021-00408-w
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Markov perfect equilibria in multi-mode differential games with endogenous timing of mode transitions |
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21016
Eduard Feireisl, Martina HofmanováPDF
Randomness in compressible fluid flows past an obstacle Project: B7 Published: Journal of Statistical Physics 186, no. 32 (2022) |
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21012
Herbert Dawid, Martin Friesen, Oleksandr Kutoviy, Michael RöcknerPDF
Mean-field analysis of industry dynamics under financial constraints |
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21006
Shilei Kong, Ka-Sing Lau, Xiang-Yang WangPDF
Near-isometries of hyperbolic graphs and bi-Lipschitz embeddings of their boundaries Project: A3 |
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21003
Mario Kieburg, Kim Splittorff, Adam MielkePDF
Universal Broadening of Zero Modes: A General Framework and Identification Project: C6 Published: Physical Review E 99, no. 052112 (2019) Notes: DOI: 10.1103/PhysRevE.99.052112 |
