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Project B1: New trends in stochastic partial differential equations: two types of transformations and a new notion of solution


Principal Investigator(s)
Benjamin Gess
Michael Röckner
Xicheng Zhang
Visitor(s)
Currently no visitors.

Summary:

This project consists of four parts: (I) Rescaling transformation for stochastic partial differential equations with linear multiplicative noise and their applications/consequences; (II) Low order regularity of Kolmogorov operators in infinite dimensional spaces and applications to stochastic partial differential equations; (III) Stochastic variational inequalities for stochastic partial differential equations; (IV) Mean field games and stochastic partial differential equations.


Recent Preprints:

20044 Michael Röckner, Longjie Xie PDF

Averaging principle and normal deviations for multiscale stochastic systems

Project: B1

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Averaging principle and normal deviations for multiscale stochastic systems


Authors: Michael Röckner, Longjie Xie Projects: B1
Submission Date: 24.04.2020 Submitter: Martina Hofmanová
Download: PDF Link: 20044

20022 Yue Wang, Yuting Liu, Wei Chen, Zhi-Ming Ma, Tie-Yan Liu PDF

Target Transfer Q-Learning and Its Convergence Analysis

Project: B1

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Target Transfer Q-Learning and Its Convergence Analysis


Authors: Yue Wang, Yuting Liu, Wei Chen, Zhi-Ming Ma, Tie-Yan Liu Projects: B1
Submission Date: 18.02.2020 Submitter: Michael Röckner
Download: PDF Link: 20022

20021 Yue Wang, Yuting Liu, Zhi-Ming Ma PDF

The Scale-Invariant Space for Attention Layer in Neural Network

Project: B1

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The Scale-Invariant Space for Attention Layer in Neural Network


Authors: Yue Wang, Yuting Liu, Zhi-Ming Ma Projects: B1
Submission Date: 18.02.2020 Submitter: Michael Röckner
Download: PDF Link: 20021

20020 Michael Röckner, Xiaobin Sun, Yingchao Xie PDF

Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations

Project: B1

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Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations


Authors: Michael Röckner, Xiaobin Sun, Yingchao Xie Projects: B1
Submission Date: 14.02.2020 Submitter: Friedrich Götze
Download: PDF Link: 20020

20019 Svetlana Vladimirovna Anulova, Alexander Veretennikov PDF

On averaged expected cost control for 1D ergodic diffusions with switching

Project: B1

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On averaged expected cost control for 1D ergodic diffusions with switching


Authors: Svetlana Vladimirovna Anulova, Alexander Veretennikov Projects: B1
Submission Date: 04.02.2020 Submitter: Michael Röckner
Download: PDF Link: 20019

20011 Alexander Shaposhnikov, Lukas Wresch PDF

Pathwise vs. Path-by-Path Uniqueness

Project: A5, B1

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Pathwise vs. Path-by-Path Uniqueness


Authors: Alexander Shaposhnikov, Lukas Wresch Projects: A5, B1
Submission Date: 23.01.2020 Submitter: Michael Röckner
Download: PDF Link: 20011

20005 Svetlana Vladimirovna Anulova, Alexander Veretennikov PDF

On averaged expected cost control for 1D ergodic diffusions with switching

Project: B1

X

On averaged expected cost control for 1D ergodic diffusions with switching


Authors: Svetlana Vladimirovna Anulova, Alexander Veretennikov Projects: B1
Submission Date: 24.12.2019 Submitter: Michael Röckner
Download: PDF Link: 20005

20004 Svetlana Vladimirovna Anulova, Alexander Veretennikov PDF

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: 02.01.2020 Submitter: Michael Röckner
Download: PDF Link: 20004

19106 Viorel Barbu, Michael Röckner, Deng Zhang PDF

Optimal control of nonlinear stochastic differential equations on Hilbert spaces

Project: B1

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Optimal control of nonlinear stochastic differential equations on Hilbert spaces


Authors: Viorel Barbu, Michael Röckner, Deng Zhang Projects: B1
Submission Date: 13.12.2019 Submitter: Martina Hofmanová
Download: PDF Link: 19106

19103 Yuri Kozitsky, Michael Röckner PDF

A Markov process for an infinite interacting particle system in the continuum

Project: A5, B1

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A Markov process for an infinite interacting particle system in the continuum


Authors: Yuri Kozitsky, Michael Röckner Projects: A5, B1
Submission Date: 04.12.2019 Submitter: Martina Hofmanová
Download: PDF Link: 19103



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