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
X
Generalised unitary group integrals of Ingham-Siegel and Fisher-Hartwig type
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23035
Jonas Blessing, Michael Kupper, Max NendelPDF
Convergence of infinitesimal generators and stability of convex monotone semigroups
Project:
C7
X
Convergence of infinitesimal generators and stability of convex monotone semigroups
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23034
Christoph Kuzmics, Jan-Henrik Steg, Elshan Garashli, Michael GreineckerPDF
Robust equilibria in binary cheap-talk games
Project:
C3
X
Robust equilibria in binary cheap-talk games
|
23032
Martina Hofmanová, Umberto Pappalettera, Rongchan Zhu, Xiangchan ZhuPDF
Kolmogorov 4/5 law for the forced 3D Navier-Stokes equations
Project:
B1, B7
X
Kolmogorov 4/5 law for the forced 3D Navier-Stokes equations
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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
X
Pointwise gradient estimate of the ritz projection
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23030
René Aid, Matteo Basei, Giorgio FerrariPDF
A stationary mean-field equilibrium moder of irreversible investment in a two-regime economy
Project:
C4
X
A stationary mean-field equilibrium moder of irreversible investment in a two-regime economy
|
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
X
Uncertainty over uncertainty in environmental policy adoption: Baysian learning of unpredictable socioeconomic costs
|
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
X
Linear-quadratic-singular stochastic differential games and applications
|
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
X
Double marginalization due to external financing: capacityinvestment under uncertainty
|
23025
Herbert Dawid, Roberto Ippoliti, Xingang WenPDF
Product innovation investment under bankruptcy threat
Project:
C2
X
Product innovation investment under bankruptcy threat
|
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
X
Autonomous vehicles policy and safety investment: an equilibrium analysis with endogenous demand
|
23023
Feng-Yu WangPDF
Convergence in Wasserstein distance for empirical measures of non-symmetric subordinated diffusion processes
Project:
A5
X
Convergence in Wasserstein distance for empirical measures of non-symmetric subordinated diffusion processes
|
23022
Feng-Yu Wang, Panpan RenPDF
Entropy Estimate Between Diffusion Processes and Application to McKean-Vlasov SDEs
Project:
A5
X
Entropy Estimate Between Diffusion Processes and Application to McKean-Vlasov SDEs
|
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
X
Kolmogorov problems on equations for stationary and transition probabilities of diffusion processes
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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
X
The market price of jump risk for delivery periods: Pricing of electricity swaps with geometric averaging
|
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
X
Error analysis for a Crouzeix-Raviart approximation of the variable exponent Dirichlet problem
|
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
X
On the smoothness of principal angles between subspaces and their application to angular values of dynamical systems
|
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
X
An axiomatic approach to default risk and model uncertainty in rating systems
|
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)
X
Second order fractional mean-field SDEs with singular kernels and measure initial data
|
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)
X
A principal-agent framework for optimal incentives in renewable investments
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