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Preprints 2021

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

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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On eigenmeasures under Fourier transform


Authors: Michael Baake, Timo Spindeler, Nicolae Strungaru Projects: A6
Submission Date: 16.04.2021 Submitter: Sebastian Herr
Download: PDF Link: 21033
Published: Journal of Fourier Analysis and Applications 29, no. 65 (2023), 1–33

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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Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model


Authors: Julia Eisenberg, Lukas Fabrykowski, Maren Diane Schmeck Projects: C5
Submission Date: 01.04.2021 Submitter: Herbert Dawid
Download: PDF Link: 21032
Published: Risks 9, no. 4 (2021), Article No. 73

21031 Jodi Dianetti, Giorgio FerrariPDF

Multidimensional singular control and related Skorokhod problem: Sufficient conditions for the characterization of optimal controls

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


Authors: Jodi Dianetti, Giorgio Ferrari Projects: C4
Submission Date: 16.03.2021 Submitter: Frank Riedel
Download: PDF Link: 21031
Published: Stochastic Processes and their Applications 162 (2023), 547–592

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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On an irreversible investment problem with two-factor uncertainty


Authors: Felix Dammann, Giorgio Ferrari Projects: C4
Submission Date: 15.03.2021 Submitter: Frank Riedel
Download: PDF Link: 21030
Published: Quantitative Finance 22, no. 5 (2022), 907-921

21029 Xiliang Fan, Michael Röckner, Shao-Qin ZhangPDF

A unified approach to gradient type formulas for decoupled FBSDEs and some applications

Project: B1

Published: Ann. Inst. Henri Poincaré Probab. Stat. 61, no. 2 (2025), 1348-1389

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A unified approach to gradient type formulas for decoupled FBSDEs and some applications


Authors: Xiliang Fan, Michael Röckner, Shao-Qin Zhang Projects: B1
Submission Date: 12.03.2021 Submitter: Benjamin Gess
Download: PDF Link: 21029
Published: Ann. Inst. Henri Poincaré Probab. Stat. 61, no. 2 (2025), 1348-1389

21028 Michael Röckner, Guohuan ZhaoPDF

SDEs with critical time dependent drifts: Strong solutions

Project: B1

Published: Probab. Theory and Related Fields 192, no. 3-4 (2025), 1071-1111

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SDEs with critical time dependent drifts: Strong solutions


Authors: Michael Röckner, Guohuan Zhao Projects: B1
Submission Date: 12.03.2021 Submitter: Benjamin Gess
Download: PDF Link: 21028
Published: Probab. Theory and Related Fields 192, no. 3-4 (2025), 1071-1111

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


Authors: Sergey Bobkov, Maria Danshina, Vladimir Ulyanov Projects: B5
Submission Date: 09.03.2021 Submitter: Friedrich Götze
Download: PDF Link: 21027
Published: Operator theory and harmonic analysis—OTHA 2020. Part II. Probability-analytical models, methods and applications (2021), 109–133

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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Two-sided singular control of an inventory with unknown demand trend


Authors: Salvatore Federico, Giorgio Ferrari, Neofytos Rodosthenous Projects: C4
Submission Date: 22.02.2021 Submitter: Frank Riedel
Download: PDF Link: 21026
Published: SIAM Journal on Control and Optimization 61, no. 5 (2023), 3076–3101

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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Stochastic representation under g-expectation and applications: the discrete time case


Authors: Miryana Grigorova, Hanwu Li Projects: C3
Submission Date: 11.02.2021 Submitter: Giorgio Ferrari
Download: PDF Link: 21025
Published: Journal of Mathematical Analysis and Applications 518, no. 1 (2023), 1–19
Notes: Number 126703

21024 Simon Noah NowakPDF

Regularity theory for nonlocal equations with VMO coefficients

Project: A3

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Regularity theory for nonlocal equations with VMO coefficients


Authors: Simon Noah Nowak Projects: A3
Submission Date: 28.01.2021 Submitter: Alexander Grigor'yan
Download: PDF Link: 21024

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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Admissible reversing and extended symmetries for bijective substitutions


Authors: Álvaro Bustos, Daniel Luz, Chrizaldy Neil Manibo Projects: A6
Submission Date: 27.01.2021 Submitter: Michael Baake
Download: PDF Link: 21023
Published: Discrete & Computational Geometry 69 (2023), 800-833

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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Selection, recombination, and the ancestral initiation graph


Authors: Frederic Alberti, Carolin Herrmann, Ellen Baake Projects: C1
Submission Date: 26.01.2021 Submitter: Michael Baake
Download: PDF Link: 21022
Published: Theor. Popul. Biol. 142 (2021), 46–56

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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Strategic investment under uncertainty: Why multi-option firms lose the preemption run


Authors: Wencheng Yu, Xingang Wen, Nick Huberts, Peter Kort Projects: C2
Submission Date: 26.01.2021 Submitter: Herbert Dawid
Download: PDF Link: 21021
Published: Journal of the Operational Research Society 75 (2023), 1855−1872
Notes: DOI: 10.1080/01605682.2023.2281535

21020 Herbert Dawid, Serhat GezerPDF

Markov perfect equilibria in multi-mode differential games with endogenous timing of mode transitions

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


Authors: Herbert Dawid, Serhat Gezer Projects: C2
Submission Date: 26.01.2021 Submitter: Frank Riedel
Download: PDF Link: 21020
Published: Dynamic Games and Applications 12, no. 2 (2022), 363–393
Notes: https://doi.org/10.1007/s13235-021-00408-w

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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Randomness in compressible fluid flows past an obstacle


Authors: Eduard Feireisl, Martina Hofmanová Projects: B7
Submission Date: 21.01.2021 Submitter: Lars Diening
Download: PDF Link: 21016
Published: Journal of Statistical Physics 186, no. 32 (2022)

21012 Herbert Dawid, Martin Friesen, Oleksandr Kutoviy, Michael RöcknerPDF

Mean-field analysis of industry dynamics under financial constraints

Project: A5, B1, C2

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Mean-field analysis of industry dynamics under financial constraints


Authors: Herbert Dawid, Martin Friesen, Oleksandr Kutoviy, Michael Röckner Projects: A5, B1, C2
Submission Date: 18.01.2021 Submitter: Frank Riedel
Download: PDF Link: 21012

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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Near-isometries of hyperbolic graphs and bi-Lipschitz embeddings of their boundaries


Authors: Shilei Kong, Ka-Sing Lau, Xiang-Yang Wang Projects: A3
Submission Date: 07.01.2021 Submitter: Alexander Grigor'yan
Download: PDF Link: 21006

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

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Universal Broadening of Zero Modes: A General Framework and Identification


Authors: Mario Kieburg, Kim Splittorff, Adam Mielke Projects: C6
Submission Date: 05.12.2020 Submitter: Friedrich Götze
Download: PDF Link: 21003
Published: Physical Review E 99, no. 052112 (2019)
Notes: DOI: 10.1103/PhysRevE.99.052112

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