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Anzahl der Einträge: 44.

Zeitschriftenartikel

Lang, Annika ; Potthoff, Jürgen ; Schlather, Martin ; Schwab, Dimitri (2016) Continuity of random fields on Riemannian manifolds. Communications on Stochastic Analysis Baton Rouge, LA 10 2 185-193 [Zeitschriftenartikel]

Lang, Annika ; Potthoff, Jürgen (2013) Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods and Appications, 17, 3 (2011), 195–214]. Monte Carlo Methods and Applications Berlin [u.a.] 19 1 73-75 [Zeitschriftenartikel]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Construction of the paths of Brownian motions on star graphs I. Communications on Stochastic Analysis Baton Rouge, LA 6 2 223-245 [Zeitschriftenartikel]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Construction of the paths of Brownian motions on star graphs II. Communications on Stochastic Analysis Baton Rouge, LA 6 2 247-261 [Zeitschriftenartikel]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Brownian motions on metric graphs. Journal of Mathematical Physics Mellville, NY [u.a.] 53 9 095206-095206 [Zeitschriftenartikel]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert (2012) Finite propagation speed for solutions of the wave equation on metric graphs. Journal of Functional Analysis Amsterdam [u.a.] 263 5 1198-1223 [Zeitschriftenartikel]

Lang, Annika ; Potthoff, Jürgen (2011) Fast Simulation of Gaussian random fields. Monte Carlo Methods and Applications Berlin 17 3 195-214 [Zeitschriftenartikel]

Barth, Andrea ; Benth, Fred Espen ; Potthoff, Jürgen (2011) Hedging of spatial temperature risk with market-traded futures. Applied Mathematical Finance London 18 2 93-117 [Zeitschriftenartikel]

Potthoff, Jürgen (2010) Sample properties of random fields III : Differentiability. Communications on Stochastic Analysis Baton Rouge, LA 4 3 335-353 [Zeitschriftenartikel]

Lang, Annika ; Chow, Pao-Liu ; Potthoff, Jürgen (2010) Almost sure convergence of a semidiscrete Milstein scheme for SPDE's of Zakai type. Stochastics : an international journal of probability and stochastic processes Abingdon 82 3 315-326 [Zeitschriftenartikel]

Potthoff, Jürgen (2009) Sample properties of random fields I: Separability and measurability. Communications on Stochastic Analysis Baton Rouge, LA 3 1 143-153 [Zeitschriftenartikel]

Potthoff, Jürgen (2009) Sample properties of random fields II: Continuity. Communications on Stochastic Analysis Baton Rouge, LA 3 3 331-348 [Zeitschriftenartikel]

Gall, Jürgen ; Potthoff, Jürgen ; Schnörr, Christoph ; Rosenhahn, Bodo ; Seidel, Hans-Peter (2007) Interacting and annealing particle systems - Mathematics and recipes. Journal of Mathematical Imaging and Vision Dordrecht [u.a.] 28 1 1-18 [Zeitschriftenartikel]

Kaden, Svenja ; Potthoff, Jürgen (2004) Progressive stochastic processes and an application to the Itô integral. Stochastic Analysis and Applications Philadelphia, Pa. [u.a.] 22 4 843-865 [Zeitschriftenartikel]

Potthoff, Jürgen (2000) On differential operators in white noise analysis. Acta Applicandae Mathematicae Dordrecht [u.a.] 63 1/3 333-347 [Zeitschriftenartikel]

Deck, Thomas ; Vage, Gjermund ; Potthoff, Jürgen ; Watanabe, Hisao (1999) Stability of solutions of parabolic PDE's with random drift and viscosity limit. Applied Mathematics & Optimization New York, NY [u.a.] 40 3 393-406 [Zeitschriftenartikel]

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen ; Vage, Gjermund (1998) Explicit strong solutions of SPDE's with applications to non-linear filtering. Acta Applicandae Mathematicae Dordrecht [u.a.] 51 2 215-242 [Zeitschriftenartikel]

Potthoff, Jürgen ; Vage, Gjermund ; Watanabe, Hisao (1998) Generalized solutions of linear parabolic stochastic partial differential equations. Applied Mathematics & Optimization Berlin [u.a.] 38 1 95-107 [Zeitschriftenartikel]

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen ; Streit, Ludwig (1998) Nonlinear evolution equations with gradient coupled noise. Letters in Mathematical Physics : LMP Dordrecht [u.a.] 43 3 267-278 [Zeitschriftenartikel]

Deck, Thomas ; Potthoff, Jürgen (1998) On a class of stochastic partial differential equations related to turbulent transport. Probability Theory and Related Fields Berlin [u.a.] 111 1 101-122 [Zeitschriftenartikel]

Deck, Thomas ; Potthoff, Jürgen ; Vage, Gjermund (1997) A review of white noise analysis from a probabilistic standpoint. Acta Applicandae Mathematicae Dordrecht [u.a.] 48 1 91-112 [Zeitschriftenartikel]

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen (1997) A white noise approach to a class of non-linear stochastic heat equations. Journal of Functional Analysis Amsterdam [u.a.] 146 2 382-415 [Zeitschriftenartikel]

Kondratiev, Yuri G. ; Leukert, Peter ; Potthoff, Jürgen ; Streit, Ludwig ; Westerkamp, Werner (1996) Generalized functionals on Gaussian spaces-the characterization theorem revisited. Journal of Functional Analysis Amsterdam [u.a.] 141 2 301-318 [Zeitschriftenartikel]

Potthoff, Jürgen ; Sundar, Padmanabhan (1996) Law of large numbers and central limit theorem for Donsker's delta function of diffusions I. Potential Analysis Dordrecht 5 5 487-504 [Zeitschriftenartikel]

Benth, Fred Espen ; Potthoff, Jürgen (1996) On the Martingale Property for Generalized Stochastic Processes. Stochastics and Stochastics Reports Abingdon 58 3/4 349-367 [Zeitschriftenartikel]

Buchkapitel

Chow, Pao-Liu ; Potthoff, Jürgen (2008) Donsker's functional calculus and related questions. Sengupta, Ambar N. Infinite Dimensional Analysis : In Honor of Hui-Hsiung Kuo Quantum probability and white noise analysis Singapore [u.a.] 22 53-89 [Buchkapitel]

Konferenzveröffentlichung

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert Contraction semigroups on metric graphs. Exner, Pavel Proceedings of symposia in pure mathematics 77 423-458 In: Analysis on graphs and its applications : Isaac Newton Institute for Mathematical Sciences, Cambridge, UK, January 8 - June 29, 2007 (2008) Providence, RI [Konferenzveröffentlichung]

Kostrykin, Vadim ; Potthoff, Jürgen ; Schrader, Robert Heat kernels on metric graphs and a trace formula. Germinet, François Contemporary Mathematics : CONM 447 175-198 In: Adventures in mathematical physics : International Conference in Honor of Jean-Michel Combes on Transport and Spectral Problems in Quantum Mechanics, September 4 - 6, 2006, Université de Cergy-Pointoise, Cergy-Pontoise, France (2007) Providence, RI International Conference on Transport and Spectral Problems in Quantum Mechanics (Cergy-Pontoise, France) [Konferenzveröffentlichung]

Deck, Thomas ; Kruse, Susanne ; Potthoff, Jürgen ; Watanabe, Hisao White noise approach to stochastic partial differential equations. Da Prato, Giuseppe Lecture Notes in Pure and Applied Mathematics 227 183-196 In: Stochastic Partial Differential Equations and Applications (2002) New York, NY [u.a.] Conference on Stochastic Partial Differential Equations and Applications V (Trient) [Konferenzveröffentlichung]

Potthoff, Jürgen ; Smajlović, E. On Donsker's delta function in white noise analysis. Albeverio, Sergio 332-349 In: Mathematical Physics and Stochastic Analysis : Essays in Honour of Ludwig Streit (2000) Singapore [u.a.] (Lissabon) [Konferenzveröffentlichung]

Arbeitspapier

Lang, Annika ; Chow, Pao-Liu ; Potthoff, Jürgen (2009) Almost sure convergence of a semidiscrete Milstein scheme for SPDE's of Zakai type.

Preprints / Department of Mathematics Mannheim 08-03 [Arbeitspapier]

Vorschau

Kaden, Svenja ; Potthoff, Jürgen (2001) On Measurability Properties of Stochastic Processes.

None [Arbeitspapier]

Vorschau

Kaden, Svenja ; Potthoff, Jürgen (2001) Progressive Stochastic Processes and an Application to the Itô Integral.

None [Arbeitspapier]

Vorschau

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen ; Våge, Gjermund (1997) Explicit Strong Solutions of SPDE's with Applications to Non-Linear Filtering.

None [Arbeitspapier]

Vorschau

Potthoff, Jürgen ; Våge, Gjermund ; Watanabe, Hisao (1996) Generalized Solutions of Linear Parabolic Stochastic Partial Differential Equations.

None [Arbeitspapier]

Vorschau

Deck, Thomas ; Potthoff, Jürgen ; Våge, Gjermund (1996) A Review of White Noise Analysis from a Probabilistic Standpoint.

None [Arbeitspapier]

Vorschau

Deck, Thomas ; Potthoff, Jürgen ; Våge, Gjermund ; Watanabe, Hisao (1996) Stability of solutions of parabolic PDEs with random drift and viscosity limit.

None Mannheim [Arbeitspapier]

Vorschau

Benth, Fred Espen ; Potthoff, Jürgen (1995) On the Martingale Property for Generalized Stochastic Processes.

None [Arbeitspapier]

Vorschau

Benth, Fred Espen ; Deck, Thomas ; Potthoff, Jürgen (1995) A White Noise Approach To A Class Of Non Linear Stochastic Heat Equations.

None [Arbeitspapier]

Vorschau

Potthoff, Jürgen (1994) White noise approach to parabolic stochastic partial differential equations.

None [Arbeitspapier]

Vorschau

Kondratiev, Yuri G. ; Leukert, Peter ; Potthoff, Jürgen ; Streit, Ludwig ; Westerkamp, Werner (1994) Generalized functionals in Gaussian spaces: The characterization theorem revisited.

None [Arbeitspapier]