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Preprints 2023

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

23036 Gernot Akemann, Noah Aygün, Tim Robert WürfelPDF

Generalised unitary group integrals of Ingham-Siegel and Fisher-Hartwig type

Project: C6

Published: Journal of Mathematical Physics 65 (2024), Article number 023501

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Generalised unitary group integrals of Ingham-Siegel and Fisher-Hartwig type


Authors: Gernot Akemann, Noah Aygün, Tim Robert Würfel Projects: C6
Submission Date: 01.06.2023 Submitter: Michael Baake
Download: PDF Link: 23036
Published: Journal of Mathematical Physics 65 (2024), Article number 023501

23035 Jonas Blessing, Michael Kupper, Max NendelPDF

Convergence of infinitesimal generators and stability of convex monotone semigroups

Project: C7

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Convergence of infinitesimal generators and stability of convex monotone semigroups


Authors: Jonas Blessing, Michael Kupper, Max Nendel Projects: C7
Submission Date: 30.05.2023 Submitter: Frank Riedel
Download: PDF Link: 23035

23034 Christoph Kuzmics, Jan-Henrik Steg, Elshan Garashli, Michael GreineckerPDF

Robust equilibria in binary cheap-talk games

Project: C3

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Robust equilibria in binary cheap-talk games


Authors: Christoph Kuzmics, Jan-Henrik Steg, Elshan Garashli, Michael Greinecker Projects: C3
Submission Date: 25.05.2023 Submitter: Giorgio Ferrari
Download: PDF Link: 23034

23032 Martina Hofmanová, Umberto Pappalettera, Rongchan Zhu, Xiangchan ZhuPDF

Kolmogorov 4/5 law for the forced 3D Navier-Stokes equations

Project: B1, B7

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Kolmogorov 4/5 law for the forced 3D Navier-Stokes equations


Authors: Martina Hofmanová, Umberto Pappalettera, Rongchan Zhu, Xiangchan Zhu Projects: B1, B7
Submission Date: 12.05.2023 Submitter: Lars Diening
Download: PDF Link: 23032

23031 Lars Diening, Julian Rolfes, Abner J. SalgadoPDF

Pointwise gradient estimate of the ritz projection

Project: B7

Published: SIAM Journal on Numerical Analysis 62 (2024), 1212–1225

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Pointwise gradient estimate of the ritz projection


Authors: Lars Diening, Julian Rolfes, Abner J. Salgado Projects: B7
Submission Date: 12.05.2023 Submitter: Martina Hofmanová
Download: PDF Link: 23031
Published: SIAM Journal on Numerical Analysis 62 (2024), 1212–1225

23030 René Aid, Matteo Basei, Giorgio FerrariPDF

A stationary mean-field equilibrium moder of irreversible investment in a two-regime economy

Project: C4

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A stationary mean-field equilibrium moder of irreversible investment in a two-regime economy


Authors: René Aid, Matteo Basei, Giorgio Ferrari Projects: C4
Submission Date: 02.05.2023 Submitter: Frank Riedel
Download: PDF Link: 23030

23029 Matteo Basei, Giorgio Ferrari, Neofytos RodosthenousPDF

Uncertainty over uncertainty in environmental policy adoption: Baysian learning of unpredictable socioeconomic costs

Project: C4

Published: Journal of Economic Dynamics and Control 161 (2024), Article number 104841

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Uncertainty over uncertainty in environmental policy adoption: Baysian learning of unpredictable socioeconomic costs


Authors: Matteo Basei, Giorgio Ferrari, Neofytos Rodosthenous Projects: C4
Submission Date: 21.04.2023 Submitter: Frank Riedel
Download: PDF Link: 23029
Published: Journal of Economic Dynamics and Control 161 (2024), Article number 104841

23028 Jodi DianettiPDF

Linear-quadratic-singular stochastic differential games and applications

Project: C4

Published: Decisions Econ Finan (2023)

Notes: https://doi.org/10.1007/s10203-023-00422-0

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Linear-quadratic-singular stochastic differential games and applications


Authors: Jodi Dianetti Projects: C4
Submission Date: 19.04.2023 Submitter: Frank Riedel
Download: PDF Link: 23028
Published: Decisions Econ Finan (2023)
Notes: https://doi.org/10.1007/s10203-023-00422-0

23027 Nick Huberts, Xingang Wen, Herbert Dawid, Kuno J. M. Huisman, Peter KortPDF

Double marginalization due to external financing: capacityinvestment under uncertainty

Project: C2

Published: Management Science (2024)

Notes: https://doi.org/10.1287/mnsc.2023.01152

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Double marginalization due to external financing: capacityinvestment under uncertainty


Authors: Nick Huberts, Xingang Wen, Herbert Dawid, Kuno J. M. Huisman, Peter Kort Projects: C2
Submission Date: 18.04.2023 Submitter: Frank Riedel
Download: PDF Link: 23027
Published: Management Science (2024)
Notes: https://doi.org/10.1287/mnsc.2023.01152

23025 Herbert Dawid, Roberto Ippoliti, Xingang WenPDF

Product innovation investment under bankruptcy threat

Project: C2

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Product innovation investment under bankruptcy threat


Authors: Herbert Dawid, Roberto Ippoliti, Xingang Wen Projects: C2
Submission Date: 18.04.2023 Submitter: Frank Riedel
Download: PDF Link: 23025

23024 Herbert Dawid, Peter Kort, Gerd Muehlheusser, Xuan DiPDF

Autonomous vehicles policy and safety investment: an equilibrium analysis with endogenous demand

Project: C2

Published: Transportation Res. Part B 182 (2024), Article number 102908

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Autonomous vehicles policy and safety investment: an equilibrium analysis with endogenous demand


Authors: Herbert Dawid, Peter Kort, Gerd Muehlheusser, Xuan Di Projects: C2
Submission Date: 18.04.2023 Submitter: Frank Riedel
Download: PDF Link: 23024
Published: Transportation Res. Part B 182 (2024), Article number 102908

23023 Feng-Yu WangPDF

Convergence in Wasserstein distance for empirical measures of non-symmetric subordinated diffusion processes

Project: A5

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Convergence in Wasserstein distance for empirical measures of non-symmetric subordinated diffusion processes


Authors: Feng-Yu Wang Projects: A5
Submission Date: 18.04.2023 Submitter: Michael Röckner
Download: PDF Link: 23023

23022 Feng-Yu Wang, Panpan RenPDF

Entropy Estimate Between Diffusion Processes and Application to McKean-Vlasov SDEs

Project: A5

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Entropy Estimate Between Diffusion Processes and Application to McKean-Vlasov SDEs


Authors: Feng-Yu Wang, Panpan Ren Projects: A5
Submission Date: 18.04.2023 Submitter: Michael Röckner
Download: PDF Link: 23022

23021 Vladimir Bogachev, Michael Röckner, S.V. ShaposhnikovPDF

Kolmogorov problems on equations for stationary and transition probabilities of diffusion processes

Project: A5

Published: Theory Probab. Appl. 68, no. 3 (2023), 342–369

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Kolmogorov problems on equations for stationary and transition probabilities of diffusion processes


Authors: Vladimir Bogachev, Michael Röckner, S.V. Shaposhnikov Projects: A5
Submission Date: 16.04.2023 Submitter: Alexander Grigor'yan
Download: PDF Link: 23021
Published: Theory Probab. Appl. 68, no. 3 (2023), 342–369

23020 Annika Kemper, Maren Diane SchmeckPDF

The market price of jump risk for delivery periods: Pricing of electricity swaps with geometric averaging

Project: C5

Published: Mathematics and Financial Economics (2025), 1 - 35

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The market price of jump risk for delivery periods: Pricing of electricity swaps with geometric averaging


Authors: Annika Kemper, Maren Diane Schmeck Projects: C5
Submission Date: 27.03.2023 Submitter: Max Nendel
Download: PDF Link: 23020
Published: Mathematics and Financial Economics (2025), 1 - 35

23019 Anna Kh. Balci, Alex KaltenbachPDF

Error analysis for a Crouzeix-Raviart approximation of the variable exponent Dirichlet problem

Project: A7

Published: IMA Journal of Numerical Analysis 45 (2025), 1102–1142

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Error analysis for a Crouzeix-Raviart approximation of the variable exponent Dirichlet problem


Authors: Anna Kh. Balci, Alex Kaltenbach Projects: A7
Submission Date: 24.03.2023 Submitter: Lars Diening
Download: PDF Link: 23019
Published: IMA Journal of Numerical Analysis 45 (2025), 1102–1142

23018 Wolf-Jürgen Beyn, Thorsten HülsPDF

On the smoothness of principal angles between subspaces and their application to angular values of dynamical systems

Project: A6, B3

Published: Dynamical systems -- An International Journal 39, no. 3 (2024), 461–499

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On the smoothness of principal angles between subspaces and their application to angular values of dynamical systems


Authors: Wolf-Jürgen Beyn, Thorsten Hüls Projects: A6, B3
Submission Date: 17.03.2023 Submitter: L’ubomír Baňas
Download: PDF Link: 23018
Published: Dynamical systems -- An International Journal 39, no. 3 (2024), 461–499

23017 Max Nendel, Jan StreicherPDF

An axiomatic approach to default risk and model uncertainty in rating systems

Project: C7

Published: Journal of Mathematical Economics 109 (2023), Article number 102896

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An axiomatic approach to default risk and model uncertainty in rating systems


Authors: Max Nendel, Jan Streicher Projects: C7
Submission Date: 15.03.2023 Submitter: Frank Riedel
Download: PDF Link: 23017
Published: Journal of Mathematical Economics 109 (2023), Article number 102896

23016 Zimo Hao, Michael Röckner, Xicheng ZhangPDF

Second order fractional mean-field SDEs with singular kernels and measure initial data

Project: B1

To appear: Ann. Probab. (2024)

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Second order fractional mean-field SDEs with singular kernels and measure initial data


Authors: Zimo Hao, Michael Röckner, Xicheng Zhang Projects: B1
Submission Date: 04.03.2023 Submitter: Benjamin Gess
Download: PDF Link: 23016
To appear: Ann. Probab. (2024)

23015 René Aid, Annika Kemper, Nizar TouziPDF

A principal-agent framework for optimal incentives in renewable investments

Project: C5

Published: International Journal of Theoretical and Applied Finance (2025)

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A principal-agent framework for optimal incentives in renewable investments


Authors: René Aid, Annika Kemper, Nizar Touzi Projects: C5
Submission Date: 28.02.2023 Submitter: Giorgio Ferrari
Download: PDF Link: 23015
Published: International Journal of Theoretical and Applied Finance (2025)

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