Subject Area

Back to overview

DDC Specification (46803)
- 510 Mathematics (1313)

Order by: Year of publication | Document Type | No order

Fokken, Eike ; Göttlich, Simone

; Herty, Michael (2023) Efficient simulation of coupled gas and power networks under uncertain demands.

European Journal of Applied Mathematics Cambridge 34 3 = special issue 505-531 [Article]

Mickel, Annalena ; Neuenkirch, Andreas (2023) The weak convergence order of two Euler-type discretization schemes for the log-Heston model. IMA Journal of Numerical Analysis : IMAJNA Oxford tba tba tba [Article]

Luo, Demou ; Wang, Qiru ; Chen, Li (2023) Nonconstant steady states and pattern formations of generalized 1D cross-diffusion systems with prey-taxis.

Studies in Applied Mathematics Hoboken, NJ , Oxford 150 3 899-958 [Article]

Schimmele, Alexander ; Schmidt, Klaus D. (2023) A note on bivariate survival functions following a law of uniform seniority. Scandinavian Actuarial Journal Basingstoke tba tba 1-9 [Article]

Mickel, Annalena (2023) Weak and strong approximation of the Log-Heston model by Euler-Type methods and related topics.

Mannheim [Doctoral dissertation]

Vujić, Matija (2023) Geometry of the sets of Nash equilibria in mixed extensions of finite games.

Mannheim [Doctoral dissertation]

Fokken, Eike (2023) Simulation and optimization of coupled gas and power networks.

Mannheim [Doctoral dissertation]

Mase, Makiko (2022) Lattice duality for coupling pairs admitting polytope duality with trivial toric contribution.

Beiträge zur Algebra und Geometrie = Contributions to algebra and geometry Berlin ; Heidelberg 63 3 533-559 [Article]

Chen, Li ; Lee, Jinyeop ; Liew, Matthew

(2022) Convergence towards the Vlasov–Poisson equation from the N-Fermionic Schrödinger equation.

Annales Henri Poincaré Cham 23 2 555-593 [Article]

Weißen, Jennifer (2022) Traffic and material flow models : modeling, simulation and optimization. München [Doctoral dissertation]

Göttlich, Simone

; Totzeck, Claudia (2022) Parameter calibration with stochastic gradient descent for interacting particle systems driven by neural networks.

Mathematics of Control, Signals, and Systems : MCSS London 34 1 185-214 [Article]

Hertling, Claus ; Mase, Makiko (2022) The combinatorics of weight systems and characteristic polynomials of isolated quasihomogeneous singularities.

Journal of Algebraic Combinatorics Dordrecht [u.a.] 56 3 929-954 [Article]

Axenfeld, Julian B. ; Bruch, Christian ; Wolf, Christof

(2022) General-purpose imputation of planned missing data in social surveys: different strategies and their effect on correlations.

Statistics Surveys Alexandria, Va ; Ithaca, NY 16 182-209 [Article]

Gvozdik, Veniamin (2022) Rigorous derivation of the degenerate parabolic-elliptic Keller-Segel System from a moderately interacting stochastic particle system.

Mannheim [Doctoral dissertation]

Feldmann, Kira (2022) Aspects of spatial postprocessing for global temperature forecasts.

Mannheim [Doctoral dissertation]

Guth, Philipp Arthur (2022) Efficient methods for optimal control problems subject to partial differential equations with uncertain coefficients.

Mannheim [Doctoral dissertation]

Jentsch, Carsten ; Reichmann, Lena (2022) Generalized binary vector autoregressive processes.

Journal of Time Series Analysis Oxford 43 2 285-311 [Article]

Łochowski, Rafał M. ; Perkowski, Nicolas ; Prömel, David J.

(2022) One-dimensional game-theoretic differential equations. International Journal of Approximate Reasoning Amsterdam [u.a.] 141 11-27 [Article]

Göttlich, Simone

; Schillinger, Thomas (2022) Control strategies for transport networks under demand uncertainty.

Advances in Computational Mathematics : AICM Dordrecht 48 6, Article 74 1-33 [Article]

Hertling, Claus ; Mase, Makiko (2022) The integral monodromy of isolated quasihomogeneous singularities. Algebra & Number Theory Berkeley, Calif. 16 4 955-1024 [Article]

Hertling, Claus ; Mase, Makiko The integral monodromy of the cycle type singularities. Manoel, Miriam ; Masim, Laurentiu ; Aparecida Ruas, Maria ; Trotman, David Journal of Singularities 25 268-298 In: 16th International Workshop on Real and Complex Singularities - celebrating 30 years : ICMS, University of São Paulo, São Carlos, Brazil, November 23-30, 2020, proceedings (2022) Cambridge, Mass. 16th International Workshop on Real and Complex Singularities (São Carlos, Brazil, Online) [Conference or workshop publication]

Würth, Alexandra ; Binois, Mickaël ; Goatin, Paola ; Göttlich, Simone

(2022) Data-driven uncertainty quantification in macroscopic traffic flow models. Advances in Computational Mathematics : AICM Dordrecht 48 6, Article 75 1-26 [Article]

Friedrich, Jan ; Göttlich, Simone

; Osztfalk, Maximilian (2022) Network models for nonlocal traffic flow.

Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique Les Ulis 56 1 213-235 [Article]

Neuenkirch, Andreas ; Szölgyenyi, Michaela (2021) The Euler-Maruyama scheme for SDEs with irregular drift: convergence rates via reduction to a quadrature problem. IMA Journal of Numerical Analysis : IMAJNA Oxford 41 2 1164-1196 [Article]

Göttlich, Simone

; Herty, Michael ; Milde, Anja (2021) Mathematical modeling, simulation, optimization for power engineering and management. Mathematics in Industry Cham 34 [Book]

Liu, Chong ; Prömel, David J.

; Teichmann, Josef (2021) Stochastic analysis with modelled distributions.

Stochastics and Partial Differential Equations New York, NY 9 2021 343-379 [Article]

Döring, Leif

; Gonon, Lukas ; Prömel, David J.

; Reichmann, Oleg (2021) Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. Journal of Theoretical Probability New York, NY [u.a.] 34 1 173-205 [Article]

Göttlich, Simone

; Kolb, Oliver

; Lux, Kerstin (2021) Chance‐constrained optimal inflow control in hyperbolic supply systems with uncertain demand.

Optimal Control, Applications & Methods Chichester [u.a.] 42 2 566-589 [Article]

Mickel, Annalena ; Neuenkirch, Andreas (2021) The weak convergence rate of two semi-exact discretization schemes for the Heston model.

Risks : Open Access Journal Basel 9 1 Article 23 [Article]

Liu, Chong ; Prömel, David J.

; Teichmann, Josef (2021) On Sobolev rough paths. Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 497 1 Article 124876 [Article]

Andres, Sebastian ; Chiarini, Alberto ; Slowik, Martin

(2021) Quenched local limit theorem for random walks among time-dependent ergodic degenerate weights.

Probability Theory and Related Fields Berlin [u.a.] 179 3/4 1145-1181 [Article]

Chen, Li ; Lee, Jinyeop ; Liew, Matthew

(2021) Combined mean-field and semiclassical limits of large fermionic systems.

Journal of Statistical Physics New York [u.a.] 182 Article 24 1-41 [Article]

Jung, Thomas (2021) Delayed traffic models in multiple scales : new macroscopic models and their numerics. Stuttgart [Doctoral dissertation]

Liew, Matthew

(2021) Time-dependent effective one-particle equations for large interacting fermionic systems.

Mannheim [Doctoral dissertation]

Reichmann, Lena (2021) Time series models for multivariate binary and categorical data.

Mannheim [Doctoral dissertation]

Göttlich, Simone

; Iacomini, Elisa ; Jung, Thomas (2021) Properties of the LWR model with time delay. Networks and Heterogeneous Media : NHM Springfield, MO 16 1 31-47 [Article]

Balzotti, Caterina ; Göttlich, Simone

(2021) A two-dimensional multi-class traffic flow model. Networks and Heterogeneous Media : NHM Springfield, MO 16 1 69-90 [Article]

Göttlich, Simone

; Herty, Michael ; Moutari, Salissou ; Weißen, Jennifer (2021) Second-order traffic flow models on networks. SIAM Journal on Applied Mathematics Philadelphia, PA 81 1 258-281 [Article]

Göttlich, Simone

; Herty, Michael ; Weldegiyorgis, Gediyon (2021) Input-to-state stability of a scalar conservation law with nonlocal velocity.

Axioms Basel 10 1, Article 12 1-20 [Article]

Göttlich, Simone

; Schillinger, Thomas (2021) Microscopic and macroscopic traffic flow models including random accidents. Communications in Mathematical Sciences : CMS Somerville, MA tba tba [Article]

Göttlich, Simone

; Hante, Falk M. ; Potschka, Andreas ; Schewe, Lars (2021) Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints.

Mathematical Programming : Series B Berlin ; Heidelberg 188 2 599-619 [Article]

Weißen, Jennifer ; Göttlich, Simone

; Armbruster, Dieter (2021) Density dependent diffusion models for the interaction of particle ensembles with boundaries. Kinetic and Related Models Springfield, MO 14 4 681-704 [Article]

Samara, Adam ; Rempe, Felix ; Göttlich, Simone

(2021) A novel approach for vehicle travel time distribution: copula-based dependent discrete convolution. Transportation Letters Fort Lauderdale, FL tba tba [Article]

Friedrich, Jan ; Göttlich, Simone

; Rossi, Elena (2021) Nonlocal approaches for multilane traffic models. Communications in Mathematical Sciences : CMS Somerville, MA tba tba [Article]

Samara, Adam (2021) Stochastic routing optimized for autonomous driving.

Mannheim [Doctoral dissertation]

Trottner, Lukas (2021) Implications of Markov stability theory for nonparametric statistics, Markov additive fluctuations and data-driven stochastic control.

Mannheim [Doctoral dissertation]

Meister, Julia (2021) Äquivariante holomorphe Differentialoperatoren mit vektorwertigen Automorphiefaktoren.

Mannheim [Doctoral dissertation]

Schlegel, Katrin (2021) On a non-deterministic mixed integer problem for production control.

Mannheim [Doctoral dissertation]

Friedrich, Jan (2021) Traffic flow models with nonlocal velocity. München [Doctoral dissertation]

Neuenkirch, Andreas (2021) D. Higham, P. Kloeden: "An introduction to the numerical simulation of stochastic differential equations".

Jahresbericht der Deutschen Mathematiker-Vereinigung Heidelberg [Review]

Blath, Jochen ; Hermann, Felix ; Slowik, Martin

(2021) A branching process model for dormancy and seed banks in randomly fluctuating environments.

Journal of Mathematical Biology Berlin ; Heidelberg 83 2, Article 17 1-40 [Article]

Basalaev, Alexey ; Hertling, Claus (2021) 3-dimensional F-manifolds.

Letters in Mathematical Physics : LMP Dordrecht 111 4, Article 90 1-50 [Article]

Weißen, Jennifer ; Göttlich, Simone

; Totzeck, Claudia (2021) Space mapping-based optimization with the macroscopic limit of interacting particle systems.

Optimization and Engineering Dordrecht [u.a.] tba tba 1-30 [Article]

Prömel, David J.

; Trabs, Mathias (2021) Paracontrolled distribution approach to stochastic Volterra equations. Journal of Differential Equations Orlando, FL [u.a.] 302 222-272 [Article]

Łochowski, Rafał M. ; Obłój, Jan ; Prömel, David J.

; Siorpaes, Pietro (2021) Local times and Tanaka–Meyer formulae for càdlàg paths. Electronic Journal of Probability : EJP Seattle, WA 26 Article 77 1-29 [Article]

Cheridito, Patrick ; Kiiski, Matti ; Prömel, David J.

; Soner, H. Mete (2021) Martingale optimal transport duality. Mathematische Annalen Berlin ; Göttingen ; Heidelberg 379 3-4 1685-1712 [Article]

Allan, Andrew L. ; Liu, Chong ; Prömel, David J.

(2021) Càdlàg rough differential equations with reflecting barriers.

Stochastic Processes and Their Applications Amsterdam [u.a.] 142 79-104 [Article]

Hertling, Claus Bondal, Alexey ; Kapranov, Mikhail ; Kohno, Toshitake ; Takahashi, Atsushi ; Yoshinaga, Masahiko (2021) Rank 2 bundles with meromorphic connections with poles of Poincaré rank 1 :. Special issue on primitive forms and related topics in honor of Kyoji Saito for his 77th birthday Symmetry, Integrability and Geometry: Methods and Applications : SIGMA Erscheinungsort nicht ermittelbar 17 Article 082 1-73 [Article]

David, Liana ; Hertling, Claus (2021) Meromorphic connections over F-manifolds. Novikov, Sergej P. ; Kričever, Igor M. ; Ogievetsky, Oleg ; Shlosman, Senya Integrability, quantization, and geometry : dedicated to the memory of Boris Dubrovin, 1950-2019. Volume 1: Integrable systems Proceedings of symposia in pure mathematics Providence, RI 103 171-216 [Book chapter]

Hertling, Claus ; Roucairol, Céline (2021) Destinguished bases and Stokes regions for the simple and the simple elliptic singularities. Ji, Lizhen ; Yau, Shing-Tung Moduli spaces and locally symmetric spaces Surveys of Modern Mathematics Somerville, Mass. ; Beijing 16 39-106 [Book chapter]

Pook, Torsten ; Reimer, Christian ; Freudenberg, Alexander ; Büttgen, Lisa ; Geibel, Johannes ; Ganesan, Amudha ; Ha, Ngoc-Thuy ; Schlather, Martin ; Mikkelsen, Lars Friis ; Simianer, Henner (2021) The Modular Breeding Program Simulator (MoBPS) allows efficient simulation of complex breeding programs. Animal Production Science Collingwood 61 1 1982-1989 [Article]

Tong, Lining ; Chen, Li ; Göttlich, Simone

; Wang, Shu (2020) The global classical solution to compressible Euler system with velocity alignment.

AIMS Mathematics Springfield, MO 5 6 6673-6692 [Article]

Horwitz, Rachel ; Brockhaus, Sarah ; Henninger, Felix ; Kieslich, Pascal J.

; Schierholz, Malte

; Keusch, Florian

; Kreuter, Frauke

(2020) Learning from mouse movements: Improving questionnaires and respondents' user experience through passive data collection. Beatty, Paul Advances in questionnaire design, development, evaluation, and testing Advances in Questionnaire Design, Development, Evaluation and Testing Hoboken, NJ 403-425 [Book chapter]

Döring, Leif

; Kyprianou, Andreas E. ; Weissmann, Philip (2020) Stable processes conditioned to avoid an interval. Stochastic Processes and Their Applications Amsterdam [u.a.] 130 2 471-487 [Article]

Döring, Leif

; Weissmann, Philip (2020) Stable processes conditioned to hit an interval continuously from the outside. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague ; Aarhus 26 2 980-1015 [Article]

Göttlich, Simone

; Spieckermann, Sven ; Stauber, Stephan ; Storck, Andrea (2020) Data-driven graph drawing techniques with applications for conveyor systems.

Journal of Mathematics in Industry Berlin ; Heidelberg 10 Article 24 1-23 [Article]

Madensoy, Mehmet (2020) Change points and uniform confidence for spot volatility.

Mannheim [Doctoral dissertation]

Preview

Chiarello, Felisia Angela ; Friedrich, Jan ; Goatin, Paola ; Göttlich, Simone

(2020) Micro-macro limit of a nonlocal generalized Aw-Rascle type model.

SIAM Journal on Applied Mathematics Philadelphia, PA 80 4 1841-1861 [Article]

Göttlich, Simone

; Knapp, Stephan (2020) Modeling random traffic accidents by conservation laws.

Mathematical Biosciences and Engineering : MBE Springfield, MO 17 2 1677-1701 [Article]

Yin, Qitao ; Chen, Li ; Göttlich, Simone

(2020) The mean field kinetic equation for interacting particle systems with non-Lipschitz force.

Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 43 4 1901-1914 [Article]

Rossi, Elena ; Weißen, Jennifer ; Goatin, Paola ; Göttlich, Simone

(2020) Well-posedness of a non-local model for material flow on conveyor belts. Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique Les Ulis 54 2 679-704 [Article]

Baumgärtner, Vanessa ; Göttlich, Simone

; Knapp, Stephan (2020) Feedback stabilization for a coupled PDE-ODE production system. Mathematical Control and Related Fields : MCRF Springfield, MO 10 2 405-424 [Article]

Fokken, Eike ; Göttlich, Simone

; Kolb, Oliver

Optimal control of compressor stations in a coupled gas-to-power network. Bertsch, Valentin Trends in Mathematics 67-80 In: Advances in energy system optimization : Proceedings of the 2nd International Symposium on Energy System Optimization (2020) Cham ISESO 2018 (Karlsruhe, Germany) [Conference or workshop publication]

Göttlich, Simone

; Knapp, Stephan (2020) Uncertainty quantification with risk measures in production planning.

Journal of Mathematics in Industry Berlin ; Heidelberg 10 Article 5 1-21 [Article]

Preview

Chiarello, Felisia Angela ; Friedrich, Jan ; Goatin, Paola ; Göttlich, Simone

(2020) Micro-Macro limit of a non-local generalized Aw-Rascle type model. HAL : archives-ouvertes Mannheim [u.a.] hal-02443123 [Working paper]

Göttlich, Simone

; Knapp, Stephan (2020) Artificial neural networks for the estimation of pedestrian interaction forces. Gibelli, Livio Crowd dynamics Cham 2. Theory, models, and applications 11-32 [Book chapter]

Armbruster, Dieter ; Göttlich, Simone

; Knapp, Stephan (2020) Continuous approximation of Mt/Mt/1 distributions with application to production. Journal of Computational Dynamics : JCD Springfield, MO 7 2 243-269 [Article]

Chiarello, Felisia Angela ; Friedrich, Jan ; Goatin, Paola ; Göttlich, Simone

; Kolb, Oliver

(2020) A non-local traffic flow model for 1-to-1 junctions.

European Journal of Applied Mathematics Cambridge 31 6 1029-1049 [Article]

Göttlich, Simone

; Hameister, Kathinka ; Herty, Michael Convex quadratic mixed-integer problems with quadratic constraints. Neufeld, Janis S. Operations Research Proceedings 2019 123-129 In: Operations research proceedings 2019 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Dresden, Germany, September 4-6, 2019 (2020) Cham OR 2019 (Dresden, Germany) [Conference or workshop publication]

Samara, Adam ; Rempe, Felix ; Göttlich, Simone

Modelling arterial travel time distribution using copulas. Paper TuBT8.5 1-6 In: The 23rd IEEE International Conference on Intelligent Transportation Systems September 20 - 23, 2020 Virtual Conference : program (2020) Piscataway, NJ IEEE ITSC 2020 (Online) [Conference or workshop publication]

Lux, Kerstin (2020) Optimal inflow control in hyperbolic supply systems with uncertain demand. München [Doctoral dissertation]

Mase, Makiko (2020) Polytope duality for families of K3 surfaces and coupling.

Bulletin of the Brazilian Mathematical Society = Boletim da Sociedade Brasileira de Matemática Heidelberg [u.a.] 52 2021 499-536 [Article]

Kiiski, Matti (2020) The Riesz representation theorem and weak∗ compactness of semimartingales.

Finance and Stochastics Berlin [u.a.] 24 4 827-870 [Article]

Göttlich, Simone

; Knapp, Stephan ; Weber, Dylan (2020) The food seeking behavior of slime mold: a macroscopic approach.

Mathematical Biosciences and Engineering : MBE Springfield, MO 17 6 6631-6658 [Article]

Hauswirth, Laurent ; Kilian, Martin ; Schmidt, Martin U.

(2020) Properly embedded minimal annuli in S2×R.

Journal of Integrable Systems Oxford 5 1 xyaa005, 1-37 [Article]

Döring, Leif

; Kyprianou, Andreas E. (2020) Entrance and exit at infinity for stable jump diffusions. The Annals of Probability New York, NY [u.a.] 48 3 1220-1265 [Article]

Weissmann, Simon (2020) Particle based sampling and optimization methods for inverse problems.

Mannheim [Doctoral dissertation]

Brehmer, Jonas Reiner (2020) Theory and methodology of scoring functions: tail properties, interval forecasts, and point processes.

Mannheim [Doctoral dissertation]

Baguley, Samuel Peter (2020) Path integrals of standard Markov processes.

Mannheim [Doctoral dissertation]

Liu, Chong ; Prömel, David J.

; Teichmann, Josef (2020) Characterization of nonlinear Besov spaces. Transactions of the American Mathematical Society Providence, RI 373 1 529-550 [Article]

Göttlich, Simone

(2020) Nuclear accidents: how can mathematicians help to save lives? Lindner, Ewald ; Micheletti, Alessandra ; Nunes, Cláudia Mathematical modelling in real life problems: case studies from ECMI-Modelling Weeks Mathematics in Industry Cham 33 45-58 [Book chapter]

Andres, Sebastian ; Deuschel, Jean-Dominique ; Slowik, Martin

(2020) Green kernel asymptotics for two-dimensional random walks under random conductances.

Electronic Communications in Probability : ECP Seattle, WA 25 Paper 58 1-14 [Article]

Tajan, Louis (2020) Privacy-preserving data processing for real use cases.

Mannheim [Doctoral dissertation]

Kienzlen, Annika ; Weißen, Jennifer ; Verl, Alexander ; Göttlich, Simone

(2020) Simulative Optimierung der Steuerungsparameter eines Materialflusslayouts mit Bandförderern.

Forschung im Ingenieurwesen = Engineering Research Berlin ; Heidelberg 84 4 357-368 [Article]

Brélivet, Thomas ; Hertling, Claus (2020) Bernoulli moments of spectral numbers and Hodge numbers. Journal of Singularities Cambridge, Mass. 20 Article 9 205-231 [Article]

Balnojan, Sven ; Hertling, Claus (2020) Conjectures on spectral numbers for upper triangular matrices and for singularities. Mathematical Physics, Analysis and Geometry Dordrecht [u.a.] 23 1, Article 5 1-49 [Article]

Hertling, Claus (2020) Automorphisms with eigenvalues in S1 of a Z-lattice with cyclic finite monodromy. Acta Arithmetica Warszawa 192 1 1-30 [Article]

David, Liana ; Hertling, Claus (2020) (T)-structures over two-dimensional F-manifolds: formal classification. Annali di matematica pura ed applicata Heidelberg 199 3 1221-1242 [Article]

David, Liana ; Hertling, Claus (2020) (TE)-structures over the irreducible 2-dimensional globally nilpotent F-manifold germ. Revue Roumaine de mathématiques pures et appliquées = Romanian Journal of Pure and Applied Mathematics Bucarest 65 3. Special issue dedicated to Professor Vasile Brînzănescu on his 75th birthday 235-284 [Article]

Dirrler, Martin ; Dörr, Christopher ; Schlather, Martin (2020) A generalization of Matérn hard-core processes with applications to max-stable processes. Journal of Applied Probability Sheffield 57 4 1298-1312 [Article]

Pook, Torsten ; Schlather, Martin ; Simianer, Henner (2020) MoBPS - Modular Breeding Program Simulator.

G3: Genes, Genomes, Genetics Pittsburgh, PA 10 6 1915-1918 [Article]

Glanzer, Martin

; Pflug, Georg Ch. (2020) Multiscale stochastic optimization: modeling aspects and scenario generation.

Computational Optimization and Applications New York, NY [u.a.] 75 1 1-34 [Article]

van Ackooij, Wim ; Escobar, Debora Daniela ; Glanzer, Martin

; Pflug, Georg Ch. (2020) Distributionally robust optimization with multiple time scales: valuation of a thermal power plant.

Computational Management Science : CMS Berlin ; Heidelberg 17 3 357-385 [Article]

Göttlich, Simone

; Lux, Kerstin ; Neuenkirch, Andreas (2019) The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate.

Advances in Difference Equations : ADE Cham 2019 Article 429 1-21 [Article]

Preview

Koch, Stefan ; Neuenkirch, Andreas (2019) The Mandelbrot-van Ness fractional Brownian motion is infinitely differentiable with respect to its Hurst parameter. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, MO 24 8 3865-3880 [Article]

Friedrich, Jan ; Kolb, Oliver

(2019) Maximum principle satisfying CWENO schemes for non-local conservation laws. SIAM Journal on Scientific Computing Philadelphia, PA 41 2 A973-A988 [Article]

Neuenkirch, Andreas ; Szölgyenyi, Michaela ; Szpruch, Lukasz (2019) An adaptive Euler-Maruyama scheme for stochastic differential equations with discontinuous drift and its convergence analysis. SIAM Journal on Numerical Analysis Philadelphia, PA 57 1 378-403 [Article]

Prims, Domenik ; Kötz, Jennifer ; Göttlich, Simone

; Katterfeld, André (2019) Validation of flow models as new simulation approach for parcel handling in bulk mode.

Logistics journal : LJ : Reviewed publications Stuttgart ; Dortmund 2019 18.06.2019 [Article]

Göttlich, Simone

; Knapp, Stephan (2019) Load-dependent machine failures in production network models. SIAM Journal on Applied Mathematics Philadelphia, PA 79 4 1197-1217 [Article]

Festa, Adriano ; Göttlich, Simone

; Pfirsching, Marion (2019) A model for a network of conveyor belts with discontinuous speed and capacity. Networks and Heterogeneous Media : NHM Springfield, MO 14 2 389-410 [Article]

Burger, Michael ; Göttlich, Simone

; Jung, Thomas (2019) Derivation of second order traffic flow models with time delays. Networks and Heterogeneous Media : NHM Springfield, MO 14 2 265-288 [Article]

Fokken, Eike ; Göttlich, Simone

; Kolb, Oliver

(2019) Optimal control of compressor stations in a coupled gas-to-power network. Mannheim [Working paper]

Knapp, Stephan ; Göttlich, Simone

A production model with history based random machine failures. Faragó, István Mathematics in Industry 30 491-497 In: Progress in Industrial Mathematics at ECMI 2018 : The 20th European Conference on Mathematics for Industry, 18-22 June 2018, Budapest, Hungary (2019) Cham ECMI 2018 (Budapest, Hungary) [Conference or workshop publication]

Göttlich, Simone

; Hante, Falk M. ; Potschka, Andreas ; Schewe, Lars (2019) Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints. Mannheim [Working paper]

Chiarello, Felisia Angela ; Friedrich, Jan ; Goatin, Paola ; Göttlich, Simone

(2019) A non-local traffic flow model for 1-to-1 junctions. Mannheim [u.a.] [Working paper]

Dambach, Theresa ; Göttlich, Simone

; Knapp, Stephan (2019) Car path tracking in traffic flow networks with bounded buffers at junctions. Mannheim [Working paper]

Yin, Qitao ; Chen, Li ; Göttlich, Simone

(2019) The mean field kinetic equation for interacting particle systems with non-Lipschitz force. Mannheim [Working paper]

Göttlich, Simone

; Knapp, Stephan (2019) Uncertainty quantification with risk measures in production planning. Mannheim [Working paper]

Baumgärtner, Vanessa ; Göttlich, Simone

; Knapp, Stephan (2019) Feedback stabilization for a coupled PDE-ODE production system. Mannheim [Working paper]

Kötz, Jennifer ; Kolb, Oliver

; Göttlich, Simone

(2019) A combined first and second order traffic network model. Mannheim [Working paper]

Armbruster, Dieter ; Göttlich, Simone

; Knapp, Stephan (2019) Continuous approximation of Mt/Mt/1 distributions with application to production. Mannheim [Working paper]

Rossi, Elena ; Kötz, Jennifer ; Goatin, Paola ; Göttlich, Simone

(2019) Well-posedness of a non-local model for material flow on conveyor belts. Mannheim [u.a.] [Working paper]

Seifried, Kilian

TSP with one truck and one or multiple drones. (2019) Seventh Annual Workshop of the EURO Working Group on Vehicle Routing and Logistics Optimization (Sevilla, Spain) [Conference presentation]

Seifried, Kilian

The TSP with one truck and multiple drones. (2019) 3rd Last-Mile Delivery Workshop (Magdeburg, Germany) [Conference presentation]

Neuenkirch, Andreas ; Szölgyenyi, Michaela (2019) The Euler-Maruyama scheme for SDEs with irregular drift: Convergence rates via reduction to a quadrature problem. Ithaca, NY [Working paper]

Yin, Qitao (2019) Mean field limit of many particle system with non-Lipschitz force.

Mannheim [Doctoral dissertation]

Preview

Klos, Fabian ; Roggenkamp, Daniel (2019) Realizing IR theories by projections in the UV. Ithaca, NY [Working paper]

Koch, Stefan (2019) Sensitivity results in stochastic analysis.

Mannheim [Doctoral dissertation]

Preview

Döring, Leif

; Gonon, Lukas ; Prömel, David J.

; Reichmann, Oleg (2019) On Skorokhod embeddings and Poisson equations. The Annals of Applied Probability Cleveland, OH ; Hayward, CA 29 4 2302-2337 [Article]

Bartl, Daniel ; Kupper, Michael ; Prömel, David J.

; Tangpi, Ludovic (2019) Duality for pathwise superhedging in continuous time.

Finance and Stochastics Berlin ; Heidelberg 23 3 697-728 [Article]

Aeckerle-Willems, Cathrine (2019) Nonparametric statistics for scalar ergodic diffusion processes.

Mannheim [Doctoral dissertation]

Preview

Li, Yiqi (2019) Visual search as a queueing process.

Mannheim [Doctoral dissertation]

Preview

Döring, Leif

; Watson, Alexander R. ; Weissmann, Philip (2019) Levy processes with finite variance conditioned to avoid an interval. Electronic Journal of Probability : EJP Seattle, WA 24 Paper 55 1-32 [Article]

Lenthe, Pierre ; Weissmann, Philip (2019) Completely asymmetric stable processes conditioned to avoid an interval. Journal of Applied Probability Sheffield 56 4 1187-1197 [Article]

Dambach, Theresa ; Göttlich, Simone

; Knapp, Stephan (2019) Car path tracking in traffic flow networks with bounded buffers at junctions.

Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 43 6 3331-3353 [Article]

Preview

Fokken, Eike ; Göttlich, Simone

; Kolb, Oliver

(2019) Modeling and simulation of gas networks coupled to power grids. Journal of Engineering Mathematics Dordrecht [u.a.] 119 217-239 [Article]

Göttlich, Simone

; Korn, Ralf ; Lux, Kerstin (2019) Optimal control of electricity input given an uncertain demand. Mathematical Methods of Operations Research Berlin ; Heidelberg 90 3 301-328 [Article]

Lux, Kerstin ; Göttlich, Simone

Optimal inflow control in transport systems with uncertain demands ‐ A comparison of undersupply penalties.

Proceedings in Applied Mathematics and Mechanics : PAMM 19,1 1-2 In: 90th Annual Meeting of the International Association of Applied Mathematics and Mechanics (GAMM) (2019) Weinheim [u.a.] GAMM 2019 (Vienna, Austria) [Conference or workshop publication]

Göttlich, Simone

; Korn, Ralf ; Lux, Kerstin Optimal inflow control penalizing undersupply in transport systems with uncertain demands. Faragó, István Mathematics in Industry 30 485-490 In: Progress in industrial mathematics at ECMI 2018 : The 20th European Conference on Mathematics for Industry (2019) Cham ECMI 2018 (Budapest, Hungary) [Conference or workshop publication]

Samara, Adam ; Rempe, Felix ; Fastenrath, Ulrich ; Göttlich, Simone

Assessing the probability of arriving on time using historical travel time data in a road network. Qu, Qiaobo 1343-1348 In: The 2019 IEEE Intelligent Transportation Systems Conference - ITSC : Auckland, New Zealand, 27-30 October 2019 (2019) Piscataway, NJ 22nd IEEE-ITSC 2019 (Auckland, New Zealand) [Conference or workshop publication]

Schlichting, André ; Slowik, Martin

(2019) Poincaré and logarithmic Sobolev constants for metastable Markov chains via capacitary inequalities. The Annals of Applied Probability Cleveland, OH ; Hayward, CA 29 6 3438-3488 [Article]

Flegel, Franziska ; Heida, Martin ; Slowik, Martin

(2019) Homogenization theory for the random conductance model with degenerate ergodic weights and unbounded-range jumps. Annales de l'Institut Henri Poincaré. B, Probabilité et statistiques Bethesda, MD 55 3 1226-1257 [Article]

Andres, Sebastian ; Deuschel, Jean-Dominique ; Slowik, Martin

(2019) Heat kernel estimates and intrinsic metric for random walks with general speed measure under degenerate conductances.

Electronic Communications in Probability : ECP Seattle, WA 24 Paper 5 1-17 [Article]

Göttlich, Simone

; Potschka, Andreas ; Teuber, Claus (2019) A partial outer convexification approach to control transmission lines.

Computational Optimization and Applications New York, NY [u.a.] 72 2 431-456 [Article]

Hertling, Claus ; Zilke, Philip (2019) Seven combinatorial problems around isolated quasihomogeneous singularities. Journal of Algebraic Combinatorics Dordrecht [u.a.] 50 4 447-482 [Article]

Balnojan, Sven ; Hertling, Claus (2019) Real Seifert forms and polarizing forms of Steenbrink mixed Hodge structures. Bulletin of the Brazilian Mathematical Society = Boletim da Sociedade Brasileira de Matemática Heidelberg [u.a.] N.S. 50 1 233-274 [Article]

Balnojan, Sven ; Hertling, Claus (2019) Reduced and nonreduced presentations of Weyl group elements. Journal of Lie Theory Lemgo 29 2 559-599 [Article]

Pook, Torsten ; Schlather, Martin ; Campos, Gustavo de los ; Mayer, Manfred ; Schoen, Chris Caroline ; Simianer, Henner (2019) HaploBlocker: Creation of subgroup-specific haplotype blocks and libraries. Genetics Oxford 212 4 1045-1061 [Article]

Oesting, Marco ; Schlather, Martin ; Schillings, Claudia (2019) Sampling sup-normalized spectral functions for Brown–Resnick processes. Stat : the ISI's Journal for the Rapid Dissemination of Statistics Research Hoboken, NJ 8 1, Article e228 1-11 [Article]

Schreck, Nicholas ; Piepho, Hans-Peter ; Schlather, Martin (2019) Best prediction of the additive genomic variance in random-effects models.

Genetics Oxford 213 2 379-394 [Article]

Glanzer, Martin

; Pflug, Georg Ch. ; Pichler, Alois (2019) Incorporating statistical model error into the calculation of acceptability prices of contingent claims.

Mathematical Programming : Series B Berlin ; Heidelberg 174 1/2 499-524 [Article]

Łochowski, Rafał M. ; Perkowski, Nicolas ; Prömel, David J.

(2018) A superhedging approach to stochastic integration. Stochastic Processes and Their Applications Amsterdam [u.a.] 128 12 4078-4103 [Article]

Garrido-Atienza, Maria J. ; Neuenkirch, Andreas ; Schmalfuß, Björn (2018) Asymptotical stability of differential equations driven by Hölder continuous paths. Journal of Dynamics and Differential Equations New York, NY [u.a.] 30 1 359-377 [Article]

Neuenkirch, Andreas ; Parczewski, Peter (2018) Optimal approximation of skorohod integrals. Journal of Theoretical Probability New York, NY [u.a.] 31 1 206-231 [Article]

Kolb, Oliver

(2018) A third order hierarchical basis WENO interpolation for sparse grids with application to conservation laws with uncertain data. Journal of Scientific Computing New York, NY [u.a.] 74 3 1480-1503 [Article]

Oesting, Marco ; Schlather, Martin ; Zhou, Chen (2018) Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague 24 2 1497-1530 [Article]

Göttlich, Simone

; Pfirsching, Marion (2018) A micro-macro hybrid model with application for material and pedestrian flow.

Cogent Mathematics & Statistics London 5 1 1476049 [Article]

Preview

Naumann, Alexander ; Kolb, Oliver

; Semplice, Matteo (2018) On a third order CWENO boundary treatment with application to networks of hyperbolic conservation laws. Applied Mathematics and Computation Amsterdam [u.a.] 325 252-270 [Article]

Jaehn, Florian ; Otto, Alena

; Seifried, Kilian

(2018) Shunting operations at flat yards: Retrieving freight railcars from storage tracks. OR Spectrum Berlin ; Heidelberg 40 2 367-393 [Article]

Ustalov, Dmitry

; Panchenko, Alexander

; Kutuzov, Andrei ; Biemann, Chris ; Ponzetto, Simone Paolo

Unsupervised semantic frame induction using triclustering.

Cohen, Shay 55-62 In: The 56th Annual Meeting of the Association for Computational Linguistics : ACL 2018 : proceedings of the conference, vol. 2 (short papers) : July 15 - 20, 2018 Melbourne, Australia (2018) Stroudsburg, PA 56th Annual Meeting of the Association for Computational Linguistics (Melbourne, Australia) [Conference or workshop publication]

Preview

Balnojan, Sven (2018) Stokes matrices of isolated hypersurface singularities.

Mannheim [Doctoral dissertation]

Preview

Schreck, Nicholas (2018) From estimation to prediction of genomic variances : allowing for linkage disequilibrium and unbiasedness.

Mannheim [Doctoral dissertation]

Preview

Moreva, Olga (2018) Bivariate Gaussian random fields : models, simulation, and inference.

Mannheim [Doctoral dissertation]

Preview

Schwab, Dimitri (2018) Random fields on general domains - analytic properties, models, and simulations.

Mannheim [Doctoral dissertation]

Preview

Kolb, Oliver

; Costeseque, Guillaume ; Goatin, Paola ; Göttlich, Simone

(2018) Pareto-optimal coupling conditions for the Aw-Rascle-Zhang traffic flow model at junctions. SIAM Journal on Applied Mathematics Philadelphia, PA 78 4 1981-2002 [Article]

Gauß, Falko (2018) Period maps and Torelli results for marked hypersurface singularities.

Mannheim [Doctoral dissertation]

Preview

Ustalov, Dmitry ; Filchenkov, Andrey ; Pivovarova, Lidia ; Žižka, Jan (2018) Artificial Intelligence and Natural Language : 7th International Conference, AINL 2018, St. Petersburg, Russia, October 17–19, 2018, Proceedings. Communications in Computer and Information Science Cham 930 [Book]

Friedrich, Jan ; Kolb, Oliver

; Göttlich, Simone

(2018) A Godunov type scheme for a class of LWR traffic flow models with non-local flux. Networks and Heterogeneous Media : NHM Springfield, MO 13 4 531-547 [Article]

Duc, Luu H. ; Garrido-Atienza, Maria J. ; Neuenkirch, Andreas ; Schmalfuß, Björn (2018) Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1). Journal of Differential Equations Orlando, FL [u.a.] 264 2 1119-1145 [Article]

Fuchs, Sebastian ; McCord, Yann ; Schmidt, Klaus D. (2018) Characterizations of copulas attaining the bounds of multivariate Kendall's tau. Journal of Optimization Theory and Applications Dordrecht [u.a.] 178 2 424-438 [Article]

Gütschow, Tobias ; Hess, Klaus Th. ; Schmidt, Klaus D. (2018) Separation of small and large claims on the basis of collective models. Scandinavian Actuarial Journal Stockholm 2018 6 529-544 [Article]

Weissmann, Philip (2018) Lévy processes conditioned to avoid and hit intervals.

Mannheim [Doctoral dissertation]

Preview

Döring, Leif

; Gonon, Lukas ; Prömel, David J.

; Reichmann, Oleg (2018) Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations. Mannheim [u.a.] [Working paper]

Döring, Leif

; Weissmann, Philip (2018) Stable processes conditioned to hit an interval continuously from the outside. Mannheim [u.a.] [Working paper]

Döring, Leif

; Watson, Alexander R. ; Weissmann, Philip (2018) Lévy processes with finite variance conditioned to avoid an interval. Mannheim [u.a.] [Working paper]

Döring, Leif

; Kyprianou, Andreas E. ; Weissmann, Philip (2018) Stable processes conditioned to avoid an interval. Mannheim [u.a.] [Working paper]

Döring, Leif

; Kyprianou, Andreas E. (2018) Entrance and exit at infinity for stable jump diffusions. Mannheim [u.a.] [Working paper]

Simon, Tobias (2018) On the isospectral problem of Fermi curves of two-dimensional doubly periodic Schrödinger operators.

Mannheim [Doctoral dissertation]

Preview

Ableitinger, Christoph ; Göttlich, Simone

; Sickenberger, Thorsten (2018) Eine Modellierungsaufgabe zum Thema "Optimale Auslastung von Flugzeugen". Siller, Hans-Stefan 25 Jahre ISTRON-Gruppe - eine Best-of-Auswahl aus der ISTRON-Schriftenreihe Neue Materialien für einen realitätsbezogenen Mathematikunterricht Wiesbaden 4 331-342 [Book chapter]

Chen, Li ; Göttlich, Simone

; Knapp, Stephan (2018) Modeling of a diffusion with aggregation: rigorous derivation and numerical simulation. Mathematical Modelling and Numerical Analysis = Modélisation Mathématique et Analyse Numérique Les Ulis 52 2 567-593 [Article]

Göttlich, Simone

; Knapp, Stephan ; Schillen, Peter (2018) A pedestrian flow model with stochastic velocities: Microscopic and macroscopic approaches. Kinetic and Related Models Springfield, MO 11 6 1333-1358 [Article]

Erbrich, Markus ; Göttlich, Simone

; Pfirsching, Marion (2018) Optimal packing of material flow on conveyor belts. Optimization and Engineering Dordrecht [u.a.] 19 1 71-96 [Article]

Göttlich, Simone

; Teuber, Claus (2018) Space mapping techniques for the optimal inflow control of transmission lines. Optimization Methods and Software London [u.a.] 33 1 120-139 [Article]

Göttlich, Simone

(2018) Schnelles Boarding leichtgemacht: Eine Simulationsstudie mit zellulären Automaten. Greefrath, Gilbert Digitale Werkzeuge, Simulationen und mathematisches Modellieren : didaktische Hintergründe und Erfahrungen aus der Praxis Wiesbaden 165-181 [Book chapter]

Festa, Adriano ; Göttlich, Simone

A Mean Field Games approach for multi-lane traffic management. Filippova, Tatiana IFAC-PapersOnLine 51, Iss. 32 793-798 In: 17th IFAC Workshop on Control Applications of Optimization CAO 2018 Yekaterinburg, Russia, 15–19 October 2018 : proceedings (2018) Frankfurt ; München [u.a.] 17th IFAC Workshop on Control Applications of Optimization CAO 2018 (Yekaterinburg, Russia) [Conference or workshop publication]

Burger, Michael ; Göttlich, Simone

; Jung, Thomas Derivation of a first order traffic flow model of Lighthill-Whitham-Richards type. Ferrara, Antonella IFAC-PapersOnLine 51, Iss. 9 49-54 In: 15th IFAC Symposium on Control in Transportation Systems CTS 2018 : Savona, Italy, 6–8 June 2018 : proceedings (2018) Frankfurt ; München [u.a.] 15th IFAC Symposium on Control in Transportation Systems CTS 2018 (Yekaterinburg, Russia) [Conference or workshop publication]

Fokken, Eike ; Göttlich, Simone

; Kolb, Oliver

(2018) Modeling and simulation of gas networks coupled to power grids. Mannheim [Working paper]

Göttlich, Simone

; Korn, Ralf ; Lux, Kerstin (2018) Optimal control of electricity input given an uncertain demand. Mannheim [Working paper]

Neuenkirch, Andreas ; Nourdin, Ivan ; Rößler, Andreas ; Tindel, Samy (2018) Trees and asymptotic developments for fractional stochastic differential equations. Ithaca, NY [Working paper]

Koch, Stefan (2018) Directional Malliavin derivatives: A characterisation of independence and a generalised chain rule. Communications on Stochastic Analysis Baton Rouge, LA 12 2 137-156 [Article]

Bender, Christian ; Parczewski, Peter (2018) Discretizing Malliavin calculus. Stochastic Processes and Their Applications Amsterdam [u.a.] 128 8 2489 - 2537 [Article]

Friz, Peter K. ; Prömel, David J.

(2018) Rough path metrics on a Besov-Nikolskii-type scale. Transactions of the American Mathematical Society Providence, RI 370 12 8521-8550 [Article]

Liu, Chong ; Prömel, David J.

(2018) Examples of Itô càdlàg rough paths. Proceedings of the American Mathematical Society : PAMS Providence, RI 146 11 4937-4950 [Article]

Hameister, Kathinka (2018) A dual tailored branch-and-bound algorithm for quadratic mixed-integer problems applied to production models with buffers. München [Book]

Knapp, Stephan (2018) Stochastic extensions of production and pedestrian models: Microscopic and macroscopic approaches. München [Book]

Pfirsching, Marion (2018) A multi-scale model for material flow problems based on a non-local conservation law: simulation and optimization. München [Book]

Andres, Sebastian ; Chiarini, Alberto ; Deuschel, Jean-Dominique ; Slowik, Martin

(2018) Quenched invariance principle for random walks with time-dependent ergodic degenerate weights.

The Annals of Applied Probability Cleveland, OH ; Hayward, CA 46 1 302-336 [Article]

Deuschel, Jean-Dominique ; Nguyen, Tuan Anh ; Slowik, Martin

(2018) Quenched invariance principles for the random conductance model on a random graph with degenerate ergodic weights. Probability Theory and Related Fields Berlin [u.a.] 170 1/2 363-386 [Article]

Deuschel, Jean-Dominique ; Friz, Peter K. ; Maurelli, Mario ; Slowik, Martin

(2018) The enhanced Sanov theorem and propagation of chaos.

Stochastic Processes and Their Applications Amsterdam [u.a.] 128 7 2228-2269 [Article]

Gauss, Falko ; Hertling, Claus (2018) μ-constant monodromy groups and Torelli results for the quadrangle singularities and the bimodal series. Journal of Singularities Cambridge, Mass. 18. Special volume in honor of the life and mathematics of Egbert Brieskorn 119-214 [Article]

Hertling, Claus ; Varchenko, Alexander (2018) Potentials of a Frobenius-like structure. Glasgow Mathematical Journal Cambridge 60 3 681-693 [Article]

Moreva, Olga ; Schlather, Martin (2018) Fast and exact simulation of univariate and bivariate Gaussian random fields. Stat : the ISI's Journal for the Rapid Dissemination of Statistics Research Hoboken, NJ 7 1, Article e188 1-14 [Article]

Reimer, Christian ; Rubin, C.-J. ; Sharifi, Ahmad Reza ; Ha, Ngoc-Thuy ; Weigend, Steffen ; Waldmann, Karl-Heinz ; Distl, Ottmar ; Pant, Sameer D. ; Fredholm, Merete ; Schlather, Martin ; Simianer, Henner (2018) Analysis of porcine body size variation using re-sequencing data of miniature and large pigs.

BMC Genomics London ; Berlin 19 Article 687 1-17 [Article]

Kroll, Martin (2017) Concentration inequalities for Poisson point processes with applications to non-parametric statistics.

Mannheim [Doctoral dissertation]

Preview

Seifried, Kilian

; Agatz, Niels ; Fleischmann, Moritz Attended-home delivery from multiple depots. (2017) EURO Working Group Retail Operations (Porto, Portugal) [Conference presentation]

Kalinin, Alexander (2017) Markovian integral equations and path-dependent partial differential equations.

Mannheim [Doctoral dissertation]

Preview

Seifried, Kilian

; Agatz, Niels ; Fleischmann, Moritz The benefits of flexible fulfillment center assignments in attended home delivery. (2017) VeRoLog (Amsterdam, Netherlands) [Conference presentation]

Altmayer, Martin ; Neuenkirch, Andreas (2017) Discretising the Heston model: an analysis of the weak convergence rate. IMA Journal of Numerical Analysis : IMAJNA Oxford 37 4 1930-1960 [Article]

Kolb, Oliver

; Göttlich, Simone

; Goatin, Paola (2017) Capacity drop and traffic control for a second order traffic model.

Networks and Heterogeneous Media : NHM Springfield, MO 12 4 663-681 [Article]

Dirrler, Martin (2017) Spatial point process models with applications to max-stable random fields.

Mannheim [Doctoral dissertation]

Preview

Kolb, Oliver

; Döring, Leif

; Klinger, Melanie ; Schlather, Martin ; Schmidt, Martin U.

(2017) Individualisierte Tutorien im Mathematikstudium. Neues Handbuch Hochschullehre Berlin 82 77-88 [Article]

Fiebig, Ulf-Rainer ; Strokorb, Kirstin ; Schlather, Martin (2017) The realization problem for tail correlation functions. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 20 1 121-168 [Article]

Sozykin, Andrey ; Ustalov, Dmitry (2017) Ural-PDC 2017 : Ural Workshop on Parallel, Distributed, and Cloud Computing for Young Scientists : Proceedings of the 3rd Ural Workshop on Parallel, Distributed, and Cloud Computing for Young Scientists, Yekaterinburg, Russia, October 19th, 2017. CEUR Workshop Proceedings Aachen, Germany 1990 [Book]

Lübcke, Eva (2017) The direct and the inverse problem of finite type Fermi curves of two-dimensional double-periodic Schrödinger operators.

Mannheim [Doctoral dissertation]

Preview

Heß, Maximilian (2017) An enumerative method for convex programs with linear complementarity constraints and application to the bilevel problem of a forecast model for high complexity products.

Mannheim [Doctoral dissertation]

Preview

Strehle, Elias (2017) Single- and multiplayer trade execution strategies under transient price impact.

Mannheim [Doctoral dissertation]

Preview

Fuchs, Sebastian ; Schlotter, Ruben ; Schmidt, Klaus D. (2017) A review and some complements on quantile risk measures and their domain. Risks : Open Access Journal Basel 5 4 59 [Article]

Döring, Leif

; Gonon, Lukas ; Prömel, David J.

; Reichmann, Oleg (2017) On Skorokhod embeddings and Poisson equations. Mannheim [u.a.] [Working paper]

Döring, Leif

; Horvath, Blanka ; Teichmann, Josef (2017) Functional analytic (ir-)regularity properties of SABR type processes. International Journal of Theoretical and Applied Finance : IJTAF River Edge [u.a.] 20 3 1750013-1-48 [Article]

Döring, Leif

; Klenke, Achim ; Mytnik, Leonid (2017) Finite system scheme for mutually catalytic branching with infinite branching rate. The Annals of Applied Probability Cleveland, OH ; Hayward, CA 27 5 3113-3152 [Article]

Dreieich, Steffen ; Döring, Leif

; Kyprianou, Andreas E. (2017) Real self-similar processes started from the origin. The Annals of Probability New York, NY [u.a.] 45 3 1952-2003 [Article]

Göttlich, Simone

; Schillen, Peter (2017) Numerical feedback stabilization with applications to networks.

Discrete Dynamics in Nature and Society London [u.a.] 2017 Article ID 6896153 1-11 [Article]

Göttlich, Simone

; Schillen, Peter (2017) Numerical discretization of boundary control problems for systems of balance laws: Feedback stabilization. European Journal of Control Oxford [u.a.] ; Paris 35 11-18 [Article]

Göttlich, Simone

; Knapp, Stephan (2017) Semi-Markovian capacities in production network models. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, MO 22 9 3235-3258 [Article]

Che, Jiahang ; Chen, Li ; Göttlich, Simone

; Pandey, Anamika ; Wang, Jing (2017) Boundary layer analysis from the Keller-Segel system to the aggregation system in one space dimension. Communications on Pure and Applied Analysis : CPAA Springfield, MO 16 3 1013-1036 [Article]

Chen, Li ; Göttlich, Simone

; Yin, Qitao (2017) Mean field limit and propagation of chaos for a pedestrian flow model. Journal of Statistical Physics New York [u.a.] 166 2 211-229 [Article]

Göttlich, Simone

; Herty, Michael ; Luckert, Melanie Modeling of material flow problems. Ghezzi, Luca Mathematics in Industry 27 21-36 In: Math for the digital factory (2017) Cham 1st M4DiFa Kick-Off Meeting (Berlin, Germany) [Conference or workshop publication]

Göttlich, Simone

; Lux, Kerstin ; Neuenkirch, Andreas (2017) The Euler scheme for stochastic differential equations with discontinuous drift coefficient: A numerical study of the convergence rate. Ithaca, NY [Working paper]

Chun, Sungbong ; Gukov, Sergei ; Roggenkamp, Daniel (2017) Junctions of surface operators and categorification of quantum groups. Contemporary Mathematics : CONM Providence, RI 684 Article 13749 87-146 [Article]

Parczewski, Peter (2017) Extensions of the Hitsuda–Skorokhod integral. Communications on Stochastic Analysis Baton Rouge, LA 11 4 479-490 [Article]

Parczewski, Peter (2017) The self-normalized Donsker theorem revisited. Modern Stochastics: Theory and Applications Vilnius 4 3 189-198 [Article]

Parczewski, Peter (2017) Optimal approximation of Skorohod integrals - examples with substandard rates. Communications on Stochastic Analysis Baton Rouge, LA 11 1 43-61 [Article]

Parczewski, Peter (2017) Donsker-type theorems for correlated geometric fractional Brownian motions and related processes. Electronic Communications in Probability : ECP Seattle, WA 22 Paper 55 1-13 [Article]

Beiglböck, Mathias ; Cox, Alexander M. G. ; Huesmann, Martin ; Perkowski, Nicolas ; Prömel, David J.

(2017) Pathwise superreplication via Vovk’s outer measure. Finance and Stochastics Berlin ; Heidelberg 21 4 1141-1166 [Article]

Teuber, Claus (2017) Optimal control methods for transmission lines. München [Book]

Göttlich, Simone

; Potschka, Andreas ; Ziegler, Ute (2017) Partial outer convexification for traffic light optimization in road networks. SIAM Journal on Scientific Computing Philadelphia, PA 39 1 B53-B75 [Article]

David, Liana ; Hertling, Claus (2017) Regular F-manifolds: initial conditions and Frobenius metrics. Annali della Scuola Normale Superiore di Pisa, Classe di Scienze Pisa 5. Ser., 17 3 1121-1152 [Article]

Guest, Martin A. ; Hertling, Claus (2017) Painlevé III : a case study in the geometry of meromorphic connections. Lecture Notes in Mathematics Berlin ; Heidelberg [u.a.] 2198 [Book]

Gauss, Falko ; Hertling, Claus μ-constant monodromy groups and Torelli results for marked singularities, for the unimodal and some bimodal singularities. Decker, Wolfram ; Pfister, Gerhard ; Schulze, Mathias 109-146 In: Singularities and computer algebra : Festschrift for Gert-Martin Greuel on the occasion of his 70th birthday (2017) Cham Conference on Singularities and Computer Algebra (Lambrecht, Germany) [Conference or workshop publication]

Ha, Ngoc-Thuy ; Gross, Josef Johann ; Sharifi, Ahmad Reza ; Schlather, Martin ; Drögemüller, Cord ; Schnyder, Urs ; Schmitz-Hsu, Fritz ; Bruckmaier, Rupert ; Simianer, Henner (2017) Genetische Analyse der metabolischen Adaptation von Milchkühen in der Frühlaktation. Züchtungskunde Stuttgart 89 1 48-60 [Article]

Carberry, Emma ; Schmidt, Martin U.

(2016) The closure of spectral data for constant mean curvature tori in S^3. Journal für die reine und angewandte Mathematik Berlin ; New York 2016 721 149-166 [Article]

Neuenkirch, Andreas ; Shalaiko, Taras (2016) The maximum rate of convergence for the approximation of the fractional Lévy area at a single point. Journal of Complexity Amsterdam 33 107-117 [Article]

Goatin, Paola ; Göttlich, Simone

; Kolb, Oliver

(2016) Speed limit and ramp meter control for traffic flow networks.

Engineering Optimization London 48 7 1121-1144 [Article]

Makmul, Juntima (2016) Microscopic and macroscopic models for pedestrian crowds.

Mannheim [Doctoral dissertation]

Preview

Knopf, Markus (2016) Darboux coordinates for periodic solutions of the sinh–Gordon equation. Journal of Geometry and Physics Amsterdam [u.a.] 110 60-68 [Article]

Malinowski, Alexander ; Schlather, Martin ; Zhang, Zhengjun (2016) Intrinsically weighted means and non-ergodic marked point processes. The Annals of Statistics Cleveland, Ohio [u.a.] 68 1 1-24 [Article]

Voloshchenko, Iryna (2016) On pathwise functional Itô calculus and its applications to mathematical finance.

Mannheim [Doctoral dissertation]

Preview

Göttlich, Simone

; Herty, Michael ; Schillen, Peter (2016) Electric transmission lines: control and numerical discretization. Optimal Control, Applications & Methods Chichester [u.a.] 37 5 980-995 [Article]

Göttlich, Simone

; Kühn, Sebastian (2016) Routing strategies in production networks with random breakdowns.

Communications in Mathematical Sciences : CMS Somerville, MA 14 7 1799-1820 [Article]

Göttlich, Simone

; Kühn, Sebastian ; Ohst, Jan Peter ; Ruzika, Stefan (2016) Evacuation modeling: a case study on linear and nonlinear nNetwork flow models. EURO Journal on Computational Optimization Berlin ; Heidelberg 4 3 219-239 [Article]

Che, Jiahang ; Chen, Li ; Göttlich, Simone

; Wang, Jing (2016) Existence of a classical solution to complex material flow problems. Mathematical Methods in the Applied Sciences : MMAS Chichester [u.a.] 39 14 4069-4081 [Article]

Göttlich, Simone

; Harter, Camill (2016) A weakly coupled model of differential equations for thief tracking. Networks and Heterogeneous Media : NHM Springfield, MO 11 3 447-469 [Article]

Domschke, Pia ; Kolb, Oliver

; Lang, Jens (2016) Adaptive modelling, simulation and optimization of gas and water supply networks. Proceedings in Applied Mathematics and Mechanics : PAMM Weinheim [u.a.] 16 1 839-840 [Article]

Kolb, Oliver

On the full and global accuracy of a compact third order WENO scheme: Part II. Karazösen, Bülent Lecture Notes in Computational Science and Engineering 112 53-62 In: Numerical Mathematics and Advanced Applications - ENUMATH 2015 (2016) Cham European Conference on Numerical Mathematics and Advanced Applications (ENUMATH 2015) (Ankara, Turkey) [Conference or workshop publication]

Wagner, Lisa ; Lang, Jens ; Kolb, Oliver

Second order implicit schemes for scalar conservation laws. Karazösen, Bülent Lecture Notes in Computational Science and Engineering 112 33-41 In: Numerical Mathematics and Advanced Applications - ENUMATH 2015 (2016) Cham European Conference on Numerical Mathematics and Advanced Applications (ENUMATH 2015) (Ankara, Turkey) [Conference or workshop publication]

Falkenburg, Oliver (2016) Auswertung der Skorokhodmetrik.

Mannheim [Doctoral dissertation]

Preview

Werner, Florian (2016) Brownian motions on metric graphs.

Mannheim [Doctoral dissertation]

Preview

Schied, Alexander (2016) On a class of generalized Takagi functions with linear pathwise quadratic variation. Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 433 2 974-990 [Article]

Neuman, Eyal ; Schied, Alexander (2016) Optimal portfolio liquidation in target zone models and catalytic superprocesses. Finance and Stochastics Berlin 20 2 495-509 [Article]

Mishura, Yuliya ; Schied, Alexander (2016) Constructing functions with prescribed pathwise quadratic variation. Journal of Mathematical Analysis and Applications Amsterdam [u.a.] 442 1 117-137 [Article]

Föllmer, Hans ; Schied, Alexander (2016) Stochastic finance : an introduction in discrete time. Berlin ; Boston, MA [Book]

Schied, Alexander ; Voloshchenko, Iryna (2016) Pathwise no-arbitrage in a class of delta hedging strategies. Probability, uncertainty, and quantitative risk Singapore 1 3 1-24 [Article]

Alfonsi, Aurélien ; Klöck, Florian ; Schied, Alexander (2016) Multivariate transient price impact and matrix-valued positive definite functions. Mathematics of operations research Hanover, MD 41 3 914-934 [Article]

Seifried, Kilian

; Jaehn, Florian ; Otto, Alena Shunting operations at flat yards : Retrieving freight railcars from storage tracks. (2016) European Conference on Operational Research (EURO) 2016 (Posen, Germany) [Conference presentation]

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 [Article]

Sozykin, Andrey ; Akimova, Elena ; Ustalov, Dmitry (2016) Ural-PDC 2016 : Ural Workshop on Parallel, Distributed, and Cloud Computing for Young Scientists : Proceedings of the 2nd Ural Workshop on Parallel, Distributed, and Cloud Computing for Young Scientists, Yekaterinburg, Russia, October 6, 2016. CEUR Workshop Proceedings Aachen, Germany 1729 [Book]

Dietz, Markus ; Fuchs, Sebastian ; Schmidt, Klaus D. (2016) On order statistics and their copulas. Statistics & Probability Letters Amsterdam [u.a.] 117 165-172 [Article]

Goelden, Heinz-Willi ; Hess, Klaus Th. ; Morlock, Martin ; Schmidt, Klaus D. ; Schröter, Klaus J. (2016) Schadenversicherungsmathematik. Berlin ; Heidelberg [Book]

Radtke, Michael ; Schmidt, Klaus D. ; Schnaus, Anja (2016) Handbook on loss reserving. Cham [Book]

Döring, Leif

; Kyprianou, Andreas E. (2016) Perpetual integrals for Lévy processes. Journal of Theoretical Probability New York, NY [u.a.] 29 3 1192-1198 [Article]

Burger, Michael ; Gerdts, Matthias ; Göttlich, Simone

; Herty, Michael Dynamic programming approach for discrete-valued time discrete optimal control problems with dwell time constraints. Désidéri, Jean-Antoine IFIP Advances in Information and Communication Technology 494 159-168 In: System Modeling and Optimization : 27th IFIP TC 7 Conference, CSMO 2015, Sophia Antipolis, France, June 29 - July 3, 2015, Revised Selected Papers (2016) Cham CSMO 2015 (Sophia Antipolis, France) [Conference or workshop publication]

Neuenkirch, Andreas ; Shalaiko, Taras (2016) The order barrier for strong approximation of rough volatility models. Ithaca, NY [Working paper]

Prömel, David J.

; Trabs, Mathias (2016) Rough differential equations driven by signals in Besov spaces. Journal of Differential Equations Orlando, FL [u.a.] 260 6 5202-5249 [Article]

Perkowski, Nicolas ; Prömel, David J.

(2016) Pathwise stochastic integrals for model free finance. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague ; Aarhus 22 4 2486-2520 [Article]

Carberry, Emma ; Schmidt, Martin U.

(2016) The prevalence of tori amongst constant mean curvature planes in R³. Journal of Geometry and Physics Amsterdam [u.a.] 106 352-366 [Article]

Hauswirth, Laurent ; Kilian, Martin ; Schmidt, Martin U.

(2016) Mean-convex Alexandrov embedded constant mean curvature tori in the 3-sphere. Proceedings of the London Mathematical Society Chichester 112 3 588-622 [Article]

Andres, Sebastian ; Deuschel, Jean-Dominique ; Slowik, Martin

(2016) Harnack inequalities on weighted graphs and some applications to the random conductance model. Probability Theory and Related Fields Berlin [u.a.] 164 3/4 931-977 [Article]

Andres, Sebastian ; Deuschel, Jean-Dominique ; Slowik, Martin

(2016) Heat kernel estimates for random walks with degenerate weights.

Electronic Journal of Probability : EJP Seattle, WA 21 33 1-21 [Article]

Deuschel, Jean-Dominique ; Slowik, Martin

Invariance principle for the one-dimensional dynamic random conductance model under moment conditions. Fukushima, Ryoki ; Funaki, Tadahisa ; Nagahata, Yukio ; Nakashima, Makoto ; Osada, Hirofumi ; Otobe, Yoshiki Sūri-Kaiseki-Kenkyūsho-kōkyūroku : Kenkyū Shūkai hōkokushū = RIMS Kōkyūroku Bessatsu B59 69-84 In: Stochastic analysis on large scale interacting systems : October 26-29, 2014 (2016) Kyōto RIMS Workshop "Stochastic Analysis on Large Scale Interacting Systems" (Kyoto, Japan) [Conference or workshop publication]

Hertling, Claus ; Sabbah, Claude ; Sevenheck, Christian (2016) Mirror Symmetry, Hodge Theory and Differential Equations : workshop 1517b, 19. April - 25. April 2015, report no. 22/2015. Oberwolfach Reports : OWR Berlin 12 2 1201-1254 [Article]

David, Liana ; Hertling, Claus (2016) Hermitian metrics on F-manifolds. Journal of Geometry and Physics : JGP Amsterdam [u.a.] 107 60-78 [Article]

Strokorb, Kirstin ; Ballani, Felix ; Schlather, Martin (2015) Tail correlation functions of max-stable processes: Construction principles, recovery and diversity of some mixing max-stable processes with identical TCF. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 18 2 241-271 [Article]

Altmayer, Martin ; Neuenkirch, Andreas (2015) Multilevel Monte Carlo quadrature of discontinuous payoffs in the generalized Heston model using Malliavin integration by parts. SIAM Journal on Financial Mathematics : SIFIN Philadelphia, Pa. 6 1 22-52 [Article]

Neuenkirch, Andreas ; Shalaiko, Taras (2015) The relation between mixed and rough SDEs and its application to numerical methods. Stochastic Analysis and Applications Philadelphia, Pa. 33 5 927-942 [Article]

Akhtari, Bahareh ; Babolian, Esmail ; Neuenkirch, Andreas (2015) An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, Mo. 20 1 23-38 [Article]

Kolb, Oliver

; Göttlich, Simone

(2015) A continuous buffer allocation model using stochastic processes. European Journal of Operational Research : EJOR Amsterdam [u.a.] 242 3 865-874 [Article]

Böcherer, Siegfried ; Das, Soumya (2015) Linear independence of Poincaré series of exponential type via non-analytic methods. Transactions of the American Mathematical Society Providence, RI 367 2 1329-1345 [Article]

Domschke, Pia ; Kolb, Oliver

; Lang, Jens (2015) Adjoint-based error control for the simulation and optimization of gas and water supply networks. Applied Mathematics and Computation Amsterdam [u.a.] 259 1003-1018 [Article]

Altmayer, Martin (2015) Quadrature of discontinuous SDE functionals using Malliavin integration by parts.

Mannheim [Doctoral dissertation]

Preview

Altmayer, Martin (2015) Quadrature of discontinuous SDE functionals using Malliavin integration by parts. München [Book]

Hauswirth, Laurent ; Kilian, Martin ; Schmidt, Martin U.

(2015) On mean-convex Alexandrov embedded surfaces in the 3-sphere. Mathematische Zeitschrift Berlin [u.a.] 281 1 483-499 [Article]

Krätschmer, Volker ; Schied, Alexander ; Zähle, Henryk (2015) Quasi-Hadamard differentiability of general risk functionals and its application. Statistics and Risk Modeling Berlin 32 1 25-47 [Article]

Kilian, Martin ; Schmidt, Martin U.

; Schmitt, Nicholas (2015) Flows of constant mean curvature tori in the 3-sphere: The equivariant case. Journal für die reine und angewandte Mathematik Berlin ; New York 2015 707 46-86 [Article]

Lazgham, Mourad (2015) A state-constrained stochastic optimal control problem arising in portfolio liquidation.

Mannheim [Doctoral dissertation]

Preview

Ehlert, Andree ; Fiebig, Ulf-Rainer ; Janßen, Anja ; Schlather, Martin (2015) Joint extremal behavior of hidden and observable time series with applications to GARCH processes. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 18 1 109-140 [Article]

Engelke, Sebastian ; Kabluchko, Zakhar ; Schlather, Martin (2015) Maxima of independent non-identically distributed Gaussian vectors. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague [u.a.] 21 1 38-61 [Article]

Strokorb, Kirstin ; Schlather, Martin (2015) An exceptional max-stable process fully parameterized by its extremal coefficients. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague [u.a.] 21 1 276-302 [Article]

Forestier-Coste, Louis ; Göttlich, Simone

; Herty, Michael (2015) Data-fitted second-order macroscopic production models. SIAM Journal on Applied Mathematics Philadelphia, PA 75 3 999-1014 [Article]

Göttlich, Simone

; Klar, Axel ; Tiwari, Sudarshan (2015) Complex material flow problems: a multi-scale model hierarchy and particle methods.

Journal of Engineering Mathematics Dordrecht [u.a.] 92 1 15-29 [Article]

Göttlich, Simone

; Herty, Michael ; Ziegler, Ute (2015) Modeling and optimizing traffic light settings on road networks. Computers & Operations Research Amsterdam [u.a.] 55 36-51 [Article]

Göttlich, Simone

; Schindler, Patrick (2015) Optimal inflow control of production systems with finite buffers. Discrete and Continuous Dynamical Systems : DCDS. Series B Springfield, MO 20 1 107-127 [Article]

Sozykin, Andrey ; Akimova, Elena ; Ustalov, Dmitry (2015) Ural-PDC 2015 : 1st Ural Workshop on Parallel, Distributed, and Cloud Computing for Young Scientists : Proceedings of the 1st Ural Workshop on Parallel, Distributed, and Cloud Computing for Young Scientists, Yekaterinburg, Russia, November 17th, 2015. CEUR Workshop Proceedings Aachen, Germany 1513 [Book]

Cornesse, Carina

; Blom, Annelies G. (2015) Mario Callegaro, Reginald P. Baker, Jelke Bethlehem, Anja S. Goritz, Jon A. Krosnick, Paul J. Lavrakas (Eds).: Online Panel Research: A Data Quality Perspective. 2014. Chichester, UK: John Wiley and Sons. ISBN: 978-1-119-94177-4, 508 pp., £55.00. Journal of Official Statistics : JOS Berlin ; Stockholm 31 4 809-812 [Review]

Döring, Leif

(2015) A jump-type SDE approach to real-valued self-similar Markov processes. Transactions of the American Mathematical Society Providence, RI 367 11 7797-7836 [Article]

Berestycki, Julien ; Döring, Leif

; Mytnik, Leonid ; Zambotti, Lorenzo (2015) Hitting properties and non-uniqueness for SDEs driven by stable processes. Stochastic Processes and Their Applications Amsterdam [u.a.] 125 3 918-940 [Article]

De Loera, Jesús A. ; Margulies, Susan ; Pernpeintner, Michael

; Riedl, Eric ; Rolnick, David ; Spencer, Gwen ; Stasi, Despina ; Swenson, Jon Graph coloring ideals : Nullstellensatz certificates, Gröbner bases for chordal graphs, and hardness of Gröbner bases. Robertz, Daniel 133-140 In: ISSAC '15 : proceedings of the 2015 ACM International Symposium on Symbolic and Algebraic Computation : July 6-9, 2015, Bath, United Kingdom (2015) New York, NY 40th ISSAC '15 (Bath, UK) [Conference or workshop publication]

Göttlich, Simone

; Schindler, Patrick (2015) Discontinuous Galerkin method for material flow problems.

Mathematical Problems in Engineering : MPE London [u.a.] 2015 Article ID 341893 1-15 [Article]

Schmidt, Klaus D. (2015) Stochastische Folgen : ein Proseminar mit Anwendungen in der Versicherungsmathematik. Berlin ; Heidelberg [Book]

Chun, Sungbong ; Gukov, Sergei ; Roggenkamp, Daniel (2015) Junctions of surface operators and categorification of quantum groups. Ithaca, NY [Working paper]

Fromm, Alexander ; Imkeller, Peter ; Prömel, David J.

(2015) An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift. Electronic Journal of Probability : EJP Seattle, WA 20 Paper 127 1-38 [Article]

Imkeller, Peter ; Prömel, David J.

(2015) Existence of Lévy's area and pathwise integration. Communications on Stochastic Analysis Baton Rouge, LA 9 1 93-111 [Article]

Perkowski, Nicolas ; Prömel, David J.

(2015) Local times for typical price paths and pathwise Tanaka formulas. Electronic Journal of Probability : EJP Seattle, WA 20 Paper 46 1-15 [Article]

Munzert, Simon ; Rubba, Christian ; Meißner, Peter ; Nyhuis, Dominic (2015) Automated data collection with R : a practical guide to web scraping and text mining. Chichester [Book]

Schillen, Peter (2015) Modelling and control of balance laws with applications to networks. München [Book]

Prömel, David J.

(2015) Robust stochastic analysis with applications.

Berlin [Doctoral dissertation]

Andres, Sebastian ; Deuschel, Jean-Dominique ; Slowik, Martin

(2015) Invariance principle for the random conductance model in a degenerate ergodic environment.

The Annals of Probability New York, NY [u.a.] 43 4 1866-1891 [Article]

Schneider, Simon (2014) Verblindete Fallzahlanpassung in klinischen Studien mit Ereigniszähldaten.

Mannheim [Doctoral dissertation]

Preview

Neuenkirch, Andreas ; Tindel, Samy (2014) A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise. Statistical Inference for Stochastic Processes Dordrecht [u.a.] 17 1 99-120 [Article]

Neuenkirch, Andreas ; Szpruch, Lukasz (2014) First order strong approximations of scalar SDEs defined in a domain. Numerische Mathematik Berlin [u.a.] 128 1 103-136 [Article]

Göttlich, Simone

; Ziegler, Ute (2014) Traffic Light Control: A Case Study. Discrete and Continuous Dynamical Systems : DCDS. Series S Springfield, Mo. 7 3 483-501 [Article]

Borsche, Raul ; Göttlich, Simone

; Klar, Axel ; Schillen, Peter (2014) The scalar Keller-Segel model on networks. Mathematical Models and Methods in Applied Sciences : M 3 AS Singapore [u.a.] 24 2 221-247 [Article]

Martini, Johannes W. R. ; Habeck, Michael ; Schlather, Martin (2014) A derivation of the grand canonical partition function for systems with a finite number of binding sites using a Markov-chain model for the dynamics of single molecules. Journal of Mathematical Chemistry Bussum 52 2 665-674 [Article]

Martini, Johannes (2014) Excursions in the Theory of Ligand Binding.

Mannheim [Doctoral dissertation]

Preview

Schindler, Patrick (2014) Continuous Modeling and Optimization Approaches for Manufacturing Systems.

Mannheim [Doctoral dissertation]

Preview

Zhang, Tao (2014) Nash Equilibria in Market Impact Models : Differential Game, Transient Price Impact and Transaction Costs.

Mannheim [Doctoral dissertation]

Preview

Göttlich, Simone

; Kolb, Oliver

; Kühn, Sebastian (2014) Optimization for a special class of traffic flow models: Combinatorial and continuous approaches. Networks and Heterogeneous Media : NHM Springfield, MO 9 2 315-334 [Article]

Kilian, Martin ; Schmidt, Martin U.

; Schmitt, Nicolas (2014) On stability of equivariant minimal tori in the 3-sphere. Journal of Geometry and Physics Amsterdam [u.a.] 85 171-176 [Article]

Kolb, Oliver

(2014) On the Full and Global Accuracy of a Compact Third Order WENO Scheme. SIAM Journal on Numerical Analysis Philadelphia, Pa. 52 5 2335-2355 [Article]

Altmayer, Martin ; Dereich, Steffen ; Li, Sangmeng ; Müller-Gronbach, Thomas ; Neuenkirch, Andreas ; Ritter, Klaus ; Yaroslavtseva, Larissa (2014) Constructive quantization and multilevel algorithms for quadrature of stochastic differential equations. Dahlke, Stephan Extraction of Quantifiable Information from Complex Systems Lecture Notes in Computational Science and Engineering Cham 102 109-132 [Book chapter]

Schied, Alexander (2014) Model-free CPPI. Journal of Economic Dynamics & Control Amsterdam [u.a.] 40 84-94 [Article]

Schied, Alexander ; Krätschmer, Volker ; Zähle, Henryk (2014) Comparative and qualitative robustness for law-invariant risk measures. Finance and Stochastics Berlin [u.a.] 18 2 271-295 [Article]

Böcherer, Siegfried ; Das, Soumya (2014) Characterization of Siegel cusp forms by the growth of their Fourier coefficients. Mathematische Annalen Berlin ; Göttingen ; Heidelberg 259 1/2 169-188 [Article]

Etikyala, Raghavender ; Göttlich, Simone

; Klar, Axel ; Tiwari, Sudarshan (2014) A macroscopic model for pedestrian flow: comparisons with experimental results of pedestrian flow in corridors and T-junctions. Neural, Parallel & Scientific Computations Atlanta, GA 22 3 315-330 [Article]

Etikyala, Raghavender ; Göttlich, Simone

; Klar, Axel ; Tiwari, Sudarshan (2014) Particle methods for pedestrian flow models: from microscopic to non-local continuum models. Mathematical Models and Methods in Applied Sciences : M 3 AS Singapore [u.a.] 24 12 2503-2523 [Article]

Göttlich, Simone

; Hoher, Simon ; Schindler, Patrick ; Schleper, Veronika ; Verl, Alexander (2014) Modeling, simulation and validation of material flow on conveyor belts. Applied Mathematical Modelling Amsterdam [u.a.] 38 13 3295-3313 [Article]

Fuchs, Sebastian ; Schmidt, Klaus D. (2014) Bivariate copulas: Transformations, asymmetry and measures of concordance. Kybernetika Praha 50 1 109-125 [Article]

Schmidt, Klaus D. (2014) On inequalities for moments and the covariance of monotone functions. Insurance : Mathematics & Economics Amsterdam 55 91-95 [Article]

Dreieich, Steffen ; Döring, Leif

(2014) Random interlacements via Kuznetsov measures. Mannheim [u.a.] [Working paper]

Döring, Leif

(2014) A 0-1 law for spectrally positive Lévy processes conditioned to be positive. Zürich [Report]

Barczy, Mátyás ; Döring, Leif

; Li, Zenghu ; Pap, Gyula (2014) Parameter estimation for a subcritical affine two factor model. Journal of Statistical Planning and Inference : JSPI Amsterdam 151/2 37-59 [Article]

Barczy, Mátyás ; Döring, Leif

; Li, Zenghu ; Pap, Gyula (2014) Stationarity and ergodicity for an affine two factor model. Advances in Applied Probability Sheffield [u.a.] 46 3 878-898 [Article]

Berestycki, Julien ; Döring, Leif

; Mytnik, Leonid ; Zambotti, Lorenzo (2014) On exceptional times for generalized Fleming-Viot processes with mutations. Stochastic Partial Differential Equations : Analysis and Computations New York, NY 2 1 84-120 [Article]

Pernpeintner, Michael

(2014) On the structure of Gröbner bases for graph coloring ideals.

München [Final Thesis]

Preview

Göttlich, Simone

; Kühn, Sebastian ; Ohst, Jan Peter ; Ruzika, Stefan Influence of spreading hazardous material in macroscopic evacuation dynamics: A proof of concept. Weidmann, Ulrich IFIP Advances in Information and Communication Technology 1 275-282 In: Pedestrian and evacuation dynamics 2012 (2014) Cham ; Heidelberg 6th International Conference on Pedestrian and Evacuation Dynamics, PED 2012 (Zürich, Switzerland) [Conference or workshop publication]

Parczewski, Peter (2014) A Wick functional limit theorem. Probability and Mathematical Statistics Wrocław 34 1 127-145 [Article]

Parczewski, Peter (2014) A fractional Donsker theorem. Stochastic Analysis and Applications Philadelphia, PA 32 2 328-347 [Article]

Fasang, Anette Eva ; Raab, Marcel

(2014) Beyond transmission: Intergenerational patterns of family formation among middle-class American families. Demography New York, NY 51 5 1703-1728 [Article]

Hinrichs, Aicke ; Neuenkirch, Andreas ; Novak, Erich (2014) Guest editors' preface. Journal of Complexity Amsterdam [u.a.] 30 2 1 [Article]

Schied, Alexander (2013) Finanzmathematik. Zeidler, Eberhard Springer-Handbuch der Mathematik Wiesbaden 3 267-282 [Book chapter]

Alfonsi, Aurélien ; Schied, Alexander (2013) Capacitary measures for completely monotone kernels via singular control. SIAM Journal on Control and Optimization Philadelphia, Pa. 51 2 1758-1780 [Article]

Knopf, Markus (2013) Periodic solutions of the sinh-Gordon equation and integrable systems.

Mannheim [Doctoral dissertation]

Preview

Schied, Alexander (2013) Finanzmathematik. Zeidler, Eberhard Springer-Taschenbuch der Mathematik Wiesbaden 1015-1029 [Book chapter]

Martini, Johannes W. R. ; Schlather, Martin ; Ullmann, G. Matthias (2013) On the interaction of different types of ligands binding to the same molecule Part I: the transfer of the decoupled sites representation. Journal of Mathematical Chemistry Bussum 51 2 672-695 [Article]

Martini, Johannes W. R. ; Schlather, Martin ; Ullmann, G. Matthias (2013) On the interaction of different types of ligands binding to the same molecule Part II: Systems with n to 2 and n to 3 binding sites. Journal of Mathematical Chemistry Bussum 51 2 696-714 [Article]

Gatheral, Jim ; Schied, Alexander (2013) Dynamical models for market impact and algorithms for optimal order execution. Fouque, Jean-Pierre Handbook on Systemic Risk Cambridge 579-602 [Book chapter]

Klöck, Florian (2013) Regularity of Market Impact Models : Time-Dependent Impact, Dark Pools and Multivariate Transient Impact.

Mannheim [Doctoral dissertation]

Preview

Scheuerer, Michael ; Schaback, Robert ; Schlather, Martin (2013) Interpolation of spatial data - a stochastic or a deterministic problem? European Journal of Applied Mathematics Cambridge 24 4 601-629 [Article]

Föllmer, Hans ; Schied, Alexander (2013) Probabilistic aspects of finance. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague 19 4 1306-1326 [Article]

Schied, Alexander (2013) Robust strategies for optimal order execution in the Almgren-Chriss framework. Applied Mathematical Finance London 20 3 264-286 [Article]

Lorenz, Christopher ; Schied, Alexander (2013) Drift dependence of optimal trade execution strategies under transient price impact. Finance and Stochastics Berlin [u.a.] 17 4 743-770 [Article]

Kloeden, Peter E. ; Neuenkirch, Andreas (2013) Convergence of numerical methods for stochastic differential equations in mathematical finance. Gerstner, Thomas Recent Developments in Computational Finance Interdisciplinary Mathematical Sciences New Jersey, NJ [u.a.] 14 49-80 [Book chapter]

Schied, Alexander (2013) A control problem with fuel constraint and Dawson-Watanabe superprocesses. The Annals of Applied Probability Cleveland, Ohio 23 6 2472-2499 [Article]

Göttlich, Simone

; Herty, Michael ; Ziegler, Ute (2013) Numerical discretization of Hamilton-Jacobi equations on networks.

Networks and Heterogeneous Media : NHM Springfield, Mo. 8 3 685-705 [Article]

Göttlich, Simone

; Klar, Axel ; Schindler, Patrick (2013) Discontinuous conservation laws for production networks with finite buffers. SIAM Journal on Applied Mathematics Philadelphia, PA 73 3 1117-1138 [Article]

Bracke, Martin ; Göttlich, Simone

; Götz, Thomas (2013) Modellierungsproblem Dart spielen. Borromeo Ferri, Rita Mathematisches Modellieren für Schule und Hochschule Wiesbaden 147-162 [Book chapter]

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 [Article]

Boldin, Denis (2013) Bermuda-Put-Optionen nach Geske und Johnson: Konvergenzanalyse und Zusammenhang mit amerikanischen Put-Optionen.

Mannheim [Doctoral dissertation]

Preview

Kaiser, Gabriele ; Bracke, Martin ; Göttlich, Simone

; Kaland, Christine (2013) Authentic complex modelling problems in mathematics education. Damlamian, Alain Educational Interfaces between Mathematics and Industry New ICMI Study Series Cham 16 287-297 [Book chapter]

Göttlich, Simone

; Klar, Axel Modeling and optimization of scalar flows on networks. Piccoli, Benedetto Lecture Notes in Mathematics 2062 395-461 In: Modelling and optimisation of flows on networks : Cetraro, Italy 2009 (2013) Berlin ; Heidelberg [u.a.] [Conference or workshop publication]

Martini, Johannes W. R. ; Ullmann, G. Matthias ; Schlather, Martin (2013) The meaning of the decoupled sites representation in terms of statistical mechanics and stochastics. Match : communications in mathematical and in computer chemistry Kragujevac 70 3 829-850 [Article]

Ober, Ulrike ; Malinowski, Alexander ; Schlather, Martin ; Simianer, Henner (2013) The expected linkage disequilibrium in finite populations revisited. Mannheim [Report]

Schneider, Georg Hubert (2013) Lagrange interpolation and quasi-interpolation using trivariate splines on a uniform partition.

Mannheim [Doctoral dissertation]

Klauer, Alexander ; Schmidt, Martin U.

(2013) Erratum Bloch varieties of higher-dimensional, periodic Schrödinger operators [J. Appl. Anal. 15 (2009), 33–46]. Journal of Applied Analysis : JAA Berlin [u.a.] 19 2 305-306 [Article]

Hauswirth, Laurent ; Kilian, Martin ; Schmidt, Martin U.

(2013) Finite type minimal annuli in S^2×R. Illinois Journal of Mathematics Champaign, Ill. 57 3 697-741 [Article]

Böcherer, Siegfried ; Das, Soumya (2013) On holomorphic differential operators equivariant for the inclusion of Sp(n,R) in U(n,n). International Mathematics Research Notices : IMRN Oxford 2013 11 2534-2567 [Article]

Fuchs, Sebastian ; Ludwig, Alexander ; Schmidt, Klaus D. (2013) Zur Exaktheit der Standardformel. Zeitschrift für die gesamte Versicherungswissenschaft Berlin [u.a.] 102 1 87-95 [Article]

Barczy, Mátyás ; Döring, Leif

; Li, Zenghu ; Pap, Gyula (2013) On parameter estimation for critical affine processes. Electronic Journal of Statistics : EJS Ithaca, NY 7 647-696 [Article]

Barczy, Mátyás ; Döring, Leif

(2013) On entire moments of self-similar Markov processes. Stochastic Analysis and Applications Philadelphia, PA 31 2 191-198 [Article]

Döring, Leif

; Mytnik, Leonid (2013) Longtime behavior of mutually catalytic branching with negative correlations. Englander, Janos Advances in superprocesses and nonlinear PDEs Springer Proceedings in Mathematics & Statistics Boston, MA [u.a.] 38 93-111 [Book chapter]

Döring, Leif

; Roberts, Matthew I. Catalytic branching processes via spine techniques and renewal theory. Donati-Martin, Catherine Lecture Notes in Mathematics 2078 305-322 In: Séminaire de Probabilités XLV (2013) Berlin ; Heidelberg [u.a.] 45th Seminar on Probability (Strasbourg, France) [Conference or workshop publication]

Aurzada, Frank ; Döring, Leif

; Svavov, Mladen (2013) Small time Chung-type LIL for Lévy processes. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability The Hague ; Aarhus 19 1 115-136 [Article]

Kreuter, Frauke

(2013) Improving surveys with paradata : analytic uses of process information. Hoboken, NJ [Book]

Bachas, Costas ; Brunner, Ilka ; Roggenkamp, Daniel (2013) Fusion of critical defect lines in the 2D Ising model. Journal of Statistical Mechanics : JSTAT Bristol 2013 P08008 1-13 [Article]

Parczewski, Peter (2013) A Wick functional limit theorem and applications to fractional Brownian motion. Saarbrücken [Doctoral dissertation]

Scheuerer, Michael ; Schlather, Martin (2012) Covariance Models for Divergence-Free and Curl-Free Random Vector Fields. Stochastic Models New York, NY [u.a.] 28 3 433-451 [Article]

Gatheral, Jim ; Schied, Alexander ; Slynko, Alla (2012) Transient linear price impact and Fredholm integral equations. Mathematical Finance Malden, Mass. [u.a.] 22 3 445-474 [Article]

Elasmar, Sherine Rady Abdel Ghany (2012) Information-theoretic environment modeling for mobile robot localization.

Mannheim [Doctoral dissertation]

Preview

Sevenheck, Christian (2012) Duality of Gauß-Manin systems associated to linear free divisors. Mannheim [Report]

Oesting, Marco ; Kabluchko, Zakhar ; Schlather, Martin (2012) Simulation of Brown-Resnick Processes. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 15 1 89-107 [Article]

Krätschmer, Volker ; Schied, Alexander ; Zähle, Henryk (2012) Qualitative and infinitesimal robustness of tail-dependent statistical functionals. Journal of Multivariate Analysis : JMVA Amsterdam [u.a.] 103 1 35-47 [Article]

Alfonsi, Aurélien ; Schied, Alexander ; Slynko, Alla (2012) Order Book Resilience, Price Manipulation and the Positive Portfolio Problem. SIAM Journal on Financial Mathematics : SIFIN Philadelphia, Pa. 3 1 511-533 [Article]

Nürnberger, Günther ; Schneider, Georg (2012) A Lagrange interpolation method by trivariate cubic C^1 splines of low locality. Neamtu, Marian Approximation Theory XIII : San Antonio 2010 Springer Proceedings in Mathematics New York, NY [u.a.] 13 231-248 [Book chapter]

Zentgraf, Jörg (2012) Constrained Willmore Hopf Tori.

Mannheim [Doctoral dissertation]

Preview

Ballani, Felix ; Kabluchko, Zakhar ; Schlather, Martin (2012) Random Marked Sets. Advances in Applied Probability Sheffield [u.a.] 44 3 603-616 [Article]

Hertling, Claus ; Kurbel, Ralf (2012) On the classification of quasihomogeneous singularities. Journal of Singularities Cambridge, Mass. 4 131-153 [Article]

Göttlich, Simone

; Herty, Michael ; Ringhofer, Christian ; Ziegler, Ute (2012) Production systems with limited repair capacity.

Optimization London [u.a.] 61 8 915-948 [Article]

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 [Article]

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 [Article]

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 [Article]

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

Göttlich, Simone

; Herty, Michael ; Ringhofer, Christian (2012) Optimal order and distribution strategies in production networks. Armbruster, Dieter Decision policies for production systems London [u.a.] 265-287 [Book chapter]

Göttlich, Simone

; Martin, Stephan ; Sickenberger, Thorsten Production networks with stochastic machinery default. Günther, Michael Mathematics in Industry 17 247-253 In: Progress in Industrial Mathematics at ECMI 2010 (2012) Berlin [u.a.] (Wuppertal) [Conference or workshop publication]

Dereich, Steffen ; Neuenkirch, Andreas ; Szpruch, Lukasz (2012) An Euler-type method for the strong approximation of the Cox-Ingersoll-Ross process. Proceedings / Section A, Mathematics Edinburgh 468 1105-1115 [Article]

Deya, Aurélien ; Neuenkirch, Andreas ; Tindel, Samy (2012) A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion. Annales de l'Institut Henri Poincaré. B, Probabilité et statistiques Bethesda, Md. 48 2 518-550 [Article]

Kolb, Oliver

; Lang, Jens (2012) Simulation and continuous optimization. Martin, Alexander Mathematical Optimization of Water Networks International Series of Numerical Mathematics Basel [u.a.] 162 17-33 [Book chapter]

Kolb, Oliver

; Morsi, Antonio ; Lang, Jens ; Martin, Alexander (2012) Nonlinear and mixed integer linear programming. Martin, Alexander Mathematical Optimization of Water Networks International Series of Numerical Mathematics Basel [u.a.] 162 55-65 [Book chapter]

Sevenheck, Christian (2012) Mirror symmetry, singularity theory and non-commutative Hotdge structures. Jahresbericht der Deutschen Mathematiker-Vereinigung Heidelberg [u.a.] 114 3 131-162 [Article]

Lee, Young K. ; Mammen, Enno ; Park, Byeong U. (2012) Flexible Generalized Varying Coefficient Regressions Models. The Annals of Statistics Cleveland, Ohio [u.a.] 40 3 1906-1933 [Article]

Böcherer, Siegfried ; Ibukiyama, Tomoyoshi (2012) Surjectivity of Siegel Φ-operator for square free level and small weight. Annales de l'Institut Fourier Grenoble 62 1 121-144 [Article]

Böcherer, Siegfried ; Dummigan, Neil ; Schulze-Pillot, Rainer (2012) Yoshida lifts and Selmer groups. Journal of the Mathematical Society of Japan Tokyo 64 4 1353-1405 [Article]

Jentsch, Carsten ; Kreiss, Jens-Peter ; Mantalos, Panagiotis ; Paparoditis, Efstathios (2012) Hybrid bootstrap aided unit root testing. Computational Statistics Berlin [u.a.] 27 4 779-797 [Article]

Jentsch, Carsten ; Pauly, Markus (2012) A note using periodogram-based distances for comparing spectral densities. Statistics & Probability Letters Amsterdam 82 1 158-164 [Article]

Dietze, Siegfried ; Riedrich, Thomas ; Schmidt, Klaus D. (2012) Marginal-sum equations and related fixed-point problems. Nonlinear Analysis : Theory, Methods & Applications Amsterdam [u.a.] 75 16 6088-6102 [Article]

Schmidt, Klaus D. (2012) Loss prediction based on run-off triangles. Advances in Statistical Analysis : AStA Berlin [u.a.] 96 2 265-310 [Article]

Radtke, Michael ; Schmidt, Klaus D. (2012) Handbuch zur Schadenreservierung. Karlsruhe [Book]

Döring, Leif

; Barczy, Mátyás (2012) A jump-type SDE approach to positive self-similar Markov processes. Electronic Journal of Probability : EJP Seattle, WA 17 No. 94 1-39 [Article]

Döring, Leif

; Mytnik, Leonid (2012) Mutually catalytic branching processes and voter processes with strength of opinion. ALEA : Latin American Journal of Probability and Mathematical Statistics Beachwood, OH 9 1 1-51 [Article]

Hoher, Simon ; Schindler, Patrick ; Göttlich, Simone

; Schleper, Veronika ; Röck, Sascha System dynamic models and real-time simulation of complex material flow systems. ElMaraghy, Hoda A. 316-321 In: Enabling manufacturing competitiveness and economic sustainability : proceedings of the 4th International Conference on Changeable, Agile, Reconfigurable and Virtual Production (CARV2011), Montreal, Canada, 2 - 5 October 2011 (2012) Berlin ; Heidelberg CARV2011 (Montréal, Canada) [Conference or workshop publication]

Bachas, Costas ; Brunner, Ilka ; Roggenkamp, Daniel (2012) A worldsheet extension of O(d,d|Z). Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2012 10 Article 039 [Article]

Bender, Christian ; Parczewski, Peter (2012) On the connection between discrete and continuous Wick calculus with an application to the fractional Black-Scholes model. Cohen, Samuel N. Stochastic processes, finance and control : a Festschrift in honor of Robert J. Elliott Advances in statistics, probability and actuarial science Hackensack, NJ [u.a.] 1 3-40 [Book chapter]

Strohmaier, Markus

; Kröll, Mark (2012) Acquiring knowledge about human goals from Search Query Logs. Information Processing & Management Amsterdam 48 1 63-82 [Article]

Dubrovin, Boris ; Hertling, Claus ; Strachan, Ian A. B. ; Wendland, Katrin (2012) Singularity Theory and Integrable Systems : workshop 1217b, April 22nd – April 28th, 2012, report no. 23/2012. Oberwolfach Reports : OWR Berlin 9 2 1361-1403 [Article]

Klauer, Alexander (2011) On complex Fermi curves of two-dimensional periodic Schrödinger operators.

None [Doctoral dissertation]

Preview

Geißler, Björn ; Kolb, Oliver

; Lang, Jens ; Leugering, Günter ; Martin, Alexander ; Morsi, Antonio (2011) Mixed integer linear models for the optimization of dynamical transport networks. Mathematical Methods of Operations Research Berlin [u.a.] 73 3 339-362 [Article]

Göttlich, Simone

; Sickenberger, Thorsten (2011) Modelling the storage capacity of 2D pixel mosaics. Maaß, Jürgen Real-World Problems for Secondary School Mathematics Students Rotterdam 99-112 [Book chapter]

Göttlich, Simone

; Martin, Stephan ; Sickenberger, Thorsten (2011) Time-continuous production networks with random breakdowns.

Networks and Heterogeneous Media : NHM Springfield, Mo. 6 4 695-714 [Article]

Göttlich, Simone

; Kühn, Sebastian ; Ohst, Jan Peter ; Ruzika, Stefan ; Thiemann, Markus (2011) Evacuation dynamics influenced by spreading hazardous material. Networks and Heterogeneous Media : NHM Springfield, Mo. 6 3 443-464 [Article]

Armbruster, Dieter ; Göttlich, Simone

; Herty, Michael (2011) A scalar conservation law with discontinuous flux for supply chains with finite buffers. SIAM Journal on Applied Mathematics Philadelphia, Pa. 71 4 1070-1087 [Article]

Dittel, Agnes ; Göttlich, Simone

; Ziegler, Ute (2011) Optimal design of capacitated production networks. Optimization and Engineering Dordrecht [u.a.] 12 4 583-602 [Article]

Nürnberger, Günther ; Rhein, Markus ; Schneider, Georg (2011) Local Lagrange interpolation by quintic C1 splines on type-6 tetrahedral partitions. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 236 4 529-542 [Article]

Gatheral, Jim ; Schied, Alexander ; Slynko, Alla (2011) Exponential resilience and decay of market impact. Abergel, Frédéric Econophysics of Order-driven Markets In: Econophysics of Order-driven Markets. Milano 225-236 [Book chapter]

Gatheral, Jim ; Schied, Alexander (2011) Optimal trade execution under geometric Brownian motion in the Almgren and Chriss framework. International Journal of Theoretical and Applied Finance : IJTAF River Edge, NJ [u.a.] 14 3 353-368 [Article]

Föllmer, Hans ; Schied, Alexander (2011) Stochastic Finance : An Introduction in Discrete Time. Berlin [u.a.] [Book]

Schied, Alexander ; Slynko, Alla (2011) Some mathematical aspects of market impact modeling. Blath, Jochen Surveys in Stochastic Processes EMS Series of Congress Reports Zürich 153-179 [Book chapter]

Hertling, Claus ; Sabbah, Claude (2011) Examples of non-commutative Hodge structures. Journal of the Institute of Mathematics of Jussieu : JIMJ = Journal de l'Institut de Mathématiques de Jussieu Cambridge 10 3 635-674 [Article]

Sevenheck, Christian ; Reichelt, Thomas (2011) Logarithmic Frobenius manifolds, hypergeometric systems and quantum D-modules. Mannheim [Report]

Sevenheck, Christian (2011) Bernstein polynomials and spectral numbers for linear free divisors. Annales de l'Institut Fourier Grenoble 61 1 379-400 [Article]

Engelke, Sebastian ; Kabluchko, Zakhar ; Schlather, Martin (2011) An equivalent representation of the Brown-Resnick process. Statistics & Probability Letters Amsterdam 81 8 1150-1154 [Article]

Ballani, Felix ; Schlather, Martin (2011) A construction principle for multivariate extreme value distributions. Biometrika London ; Oxford 98 3 633-645 [Article]

Hertling, Claus ; Sabbah, Claude (2011) μ-constant monodromy groups and marked singularities. Annales de l'Institut Fourier Grenoble 61 7 2643-2680 [Article]

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

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 [Article]

Jentsch, Carsten ; Mammen, Enno (2011) Discussion: Bootstrap methods for dependent data : a review. Journal of the Korean Statistical Society Amsterdam [u.a.] 40 4 391-392 [Article]

Jentsch, Carsten ; Politis, Dimitris N. The multivariate linear process bootstrap. 1-4 In: Proceedings of the 17th European Young Statisticians Meeting, EYSM, 5-9 September 2011, Lisbon, Portugal (2011) Lisboa 17th European Young Statisticians Meeting (Lisbon, Portugal) [Conference or workshop publication]

Kloeden, Peter E. ; Neuenkirch, Andreas ; Pavani, Raffaella (2011) Multilevel Monte Carlo for stochastic differential equations with additive fractional noise. Annals of Operations Research New York, NY [u.a.] 189 1 255-276 [Article]

Schmidt, Klaus D. (2011) Schadenreservierung. Wagner, Fred Gabler Versicherungslexikon Wiesbaden 588-592 [Encyclopedic article]

Schmidt, Klaus D. (2011) Versicherungsmathematik. Wagner, Fred Gabler Versicherungslexikon Wiesbaden 723-724 [Encyclopedic article]

Döring, Leif

; Svavov, Mladen (2011) (Non)differentiability and asymptotics for potential densities of subordinators. Electronic Journal of Probability : EJP Seattle, WA 16 No. 17 470-503 [Article]

Blath, Jochen ; Döring, Leif

; Etheridge, Alison (2011) On the moments and the interface of the symbiotic branching model. The Annals of Probability New York, NY [u.a.] 39 1 252-290 [Article]

Aurzada, Frank ; Döring, Leif

(2011) Intermittency and ageing for the symbiotic branching model. Annales de l'Institut Henri Poincaré. B, Probabilité et statistiques Bethesda, MD 47 2 376-394 [Article]

Schmidt, Klaus D. (2011) Maß und Wahrscheinlichkeit. Berlin ; Heidelberg [Book]

Bartenwerfer, Jens ; Buse, Gert ; Diepold, Christian ; Döring, Ingelore ; Hörnemann, Thomas ; Jäger, Bernd ; John, Daniel ; Lonsing, Marco ; Mangold, Klaus-Peter ; Matitschka, Heinz ; Romund, Gerd ; Schmidt, Klaus D. ; Stienen, Ulrich (2011) Methoden zur Schätzung von Schaden- und Prämienrückstellungen in der Kompositversicherung : überarbeitete Fassung. Berlin [Working paper]

Kloeden, Peter E. ; Lord, Gabriel J. ; Neuenkirch, Andreas ; Shardlow, Tony (2011) The exponential integrator scheme for stochastic partial differential equations: Pathwise error bounds. Journal of Computational and Applied Mathematics Amsterdam [u.a.] 235 5 1245-1260 [Article]

Brunner, Ilka ; Roggenkamp, Daniel (2011) Attractor flows from defect lines. Journal of Physics. A, Mathematical and Theoretical Bristol 44 7 075402, 1-22 [Article]

Barkow, Ingo ; Leopold, Thomas ; Raab, Marcel

; Schiller, David ; Wenzig, Knut ; Blossfeld, Hans-Peter ; Rittberger, Marc (2011) RemoteNEPS: data dissemination in a collaborative workspace. Blossfeld, Hans-Peter Education as a lifelong process : the German National Educational Panel Study (NEPS) Zeitschrift für Erziehungswissenschaft : ZfE. Sonderheft Wiesbaden 14 315-325 [Book chapter]

Teuber, Tanja ; Steidl, Gabriele ; Gwosdek, Pascal ; Schmaltz, Christian ; Weickert, Joachim (2010) Dithering by Differences of Convex Functions.

Preprints / Department of Mathematics Mannheim 10-01 [Working paper]

Preview

Hertling, Claus ; Sevenheck, Christian (2010) Limit of families of Brieskorn lattices and compactified classifiying spaces. Advances in Mathematics Amsterdam [u.a.] 223 4 1155-1224 [Article]

Kilian, Martin ; Schmidt, Martin U.

On infinitesimal deformations of cmc surfaces of finite type in the 3-sphere. Ohnita, Yoshihiro Riemann Surfaces, Harmonic Maps and Visualization : Proceedings of the 16 OCU International Academic Symposium 2008 237-254 In: Riemann Surfaces, Harmonic Maps and Visualization : Proceedings of the 16 OCU International Academic Symposium 2008 (2010) Osaka 16th Osaka City University International Academic Symposium 2008 (Osaka, Japan) [Conference or workshop publication]

Matt, Michael A. ; Nürnberger, Günther (2010) Local Lagrange interpolation using cubic C1 splines on type-4 cube partitions. Journal of Approximation Theory Amsterdam [u.a.] 162 3 494-511 [Article]

D'Apice, Ciro ; Göttlich, Simone

; Herty, Michael ; Piccoli, Benedetto (2010) Modeling, simulation, and optimization of supply chains : a continuous approach. Philadelphia, PA [Book]

Göttlich, Simone

; Herty, Michael ; Ringhofer, Christian (2010) Optimization of order policies in supply networks.

European Journal of Operational Research : EJOR Amsterdam [u.a.] 202 2 456-465 [Article]

Klein, Sebastian (2010) Totally geodesic submanifolds of the eceptional Riemannian symmetric spaces of rank 2. Osaka Journal of Mathematics Tokyo 47 4 1077-1157 [Article]

Nürnberger, Günther (2010) In memoriam: Günter Meinardus (1926-2007). Journal of Approximation Theory Amsterdam [u.a.] 162 1 1-5 [Article]

Alfonsi, Aurélien ; Schied, Alexander (2010) Optimal trade execution and absence of price manipulations in limit order book models. SIAM Journal on Financial Mathematics : SIFIN Philadelphia, Pa. 1 1 490-522 [Article]

Föllmer, Hans ; Schied, Alexander (2010) Coherent and convex risk measures. Cont, Rama Encyclopedia of Quantitative Finance Encyclopedia of Quantitative Finance Chichester [u.a.] 1 355-363 [Book chapter]

Alfonsi, Aurélien ; Fruth, Antje ; Schied, Alexander (2010) Optimal execution strategies in limit order books with general shape functions. Quantitative Finance London [u.a.] 10 2 143-157 [Article]

Schied, Alexander ; Schöneborn, Torsten ; Tehranchi, Michael (2010) Optimal basket liquidation for CARA investors is deterministic. Applied Mathematical Finance London 17 6 471-489 [Article]

Hertling, Claus ; Hoevenaars, Luuk ; Posthuma, Hessel (2010) Frobenius manifolds, projective special geometry and Hitchin systems. Journal für die reine und angewandte Mathematik Berlin ; New York 649 117-165 [Article]

Fasen, Vicky ; Klüppelberg, Claudia ; Schlather, Martin (2010) High-level dependence in time series models. Extremes : Statistical Theory and Applications in Science, Engineering and Economics Dordrecht [u.a.] 13 1 1-33 [Article]

Kabluchko, Zakhar ; Schlather, Martin (2010) Ergodic properties of max-infinitely divisible processes. Stochastic Processes and Their Applications Amsterdam [u.a.] 120 3 281-295 [Article]

Schlather, Martin (2010) Some covariance models based on normal scale mixtures. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London [u.a.] 16 3 780-797 [Article]

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

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 [Article]

Jentsch, Carsten ; Kreiss, Jens-Peter (2010) The multiple hybrid bootstrap - Resampling multivariate linear processes. Journal of Multivariate Analysis : JMVA Amsterdam [u.a.] 101 10 2320-2345 [Article]

Szabó, Tibor ; Zumstein, Philipp

; Zürcher, Stefanie (2010) On the minimum degree of minimal Ramsey graphs.

Journal of Graph Theory Hoboken, NJ 64 2 150-164 [Article]

Preview

Neuenkirch, Andreas ; Tindel, Samy ; Unterberger, Jérémie (2010) Discretizing the fractional Lévy area. Stochastic Processes and Their Applications Amsterdam [u.a.] 120 2 223-254 [Article]

Döring, Leif

; Svavov, Mladen (2010) An application of the renewal theorem to exponential moments of local times. Electronic Communications in Probability : ECP Seattle, WA 15 Paper 24 263-269 [Article]

Göttlich, Simone

(2010) Numerical simulation and optimization of transport equations on networks. Kaiserslautern [Habilitation thesis]

Göttlich, Simone

Modelling with students - a practical approach. Araújo, Adérito Lecture Notes in Mathematics 235-242 In: EIMI 2010 : conference Educational Interfaces between Mathematics and Industry; proceedings; Lisbon - April, 19-23, Portugal (2010) Coimbra EIMI 2010 (Lisboa, Portugal) [Conference or workshop publication]

Ziegler, Ute ; Göttlich, Simone

Design network problem and heuristics. Mathematics in Industry 15 515-520 In: Progress in industrial mathematics at ECMI 2008 : [15th European Conference on Mathematics for Industry ; London, 30 June to 4 July 2008 ; proceedings] (2010) Berlin ; Heidelberg ECMI 2008 (London, UK) [Conference or workshop publication]

Göttlich, Simone

; Herty, Michael ; Ringhofer, Christian Time-dependent order and distribution policies in supply networks. Mathematics in Industry 15 521-526 In: Progress in industrial mathematics at ECMI 2008 : [15th European Conference on Mathematics for Industry ; London, 30 June to 4 July 2008 ; proceedings] (2010) Berlin, Heidelberg ECMI 2008 (London, UK) [Conference or workshop publication]

Ludwig, Alexander ; Schmidt, Klaus D. (2010) Calendar year reserves in the multivariate additive model. Dresdner Schriften zur Versicherungsmathematik Dresden 2010,1 [Working paper]

Brunner, Ilka ; Roggenkamp, Daniel ; Rossi, Sebastiano (2010) Defect perturbations in Landau-Ginzburg models. Journal of High Energy Physics : JHEP Berlin ; Heidelberg 2010 3 Article 015 [Article]

Bender, Christian ; Parczewski, Peter (2010) Approximating a geometric fractional Brownian motion and related processes via discrete Wick calculus. Bernoulli : Official Journal of the Bernoulli Society for Mathematical Statistics and Probability London 16 2 389-417 [Article]

Trauter, Bastian (2009) Untersuchungen zum inversen, elektromagnetischen Gitterbeugungsproblem mit Anwendungen in der Gittercharakterisierung.

None [Doctoral dissertation]

Preview

Steidl, Gabriele ; Teuber, Tanja (2009) Removing multiplicative noise by Douglas-Rachford splitting methods.

Preprints / Department of Mathematics Mannheim 08-02 [Working paper]

Preview

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 [Working paper]

Preview

Setzer, Simon (2009) Splitting Methods in Image Processing.

None [Doctoral dissertation]

Preview

Rhein, Markus (2009) Trivariate C1-Splines auf gleichmäßigen Partitionen.

None [Doctoral dissertation]

Preview

Bartels, Hans-Jochen ; Veselčić, Marinko (2009) Zinsgarantien und Modellrisiko in Lebensversicherungen. Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 2 327-361 [Article]

Albrecht, Peter ; Bartels, Hans-Jochen ; Maurer, Raimond (2009) Bericht zur Prüfung im November 2008 über Finanzmathematik (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 1 265-277 [Article]

Strobel, Jürgen ; Bartels, Hans-Jochen (2009) Bericht zur Prüfung im Oktober 2008 über Mathematik der Lebensversicherung (Grundwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 2 425-428 [Article]

Strobel, Jürgen ; Bartels, Hans-Jochen ; Pannenberg, Michael (2009) Bericht zur Prüfung im November 2008 über Mathematik der Lebensversicherung (Spezialwissen). Blätter der Deutschen Gesellschaft für Versicherungs- und Finanzmathematik e.V. Heidelberg 30 2 429-439 [Article]

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

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

Schied, Alexander ; Schöneborn, Torsten (2009) Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets. Finance and Stochastics Berlin [u.a.] 13 2 181-204 [Article]

Föllmer, Hans ; Schied, Alexander ; Weber, Stefan (2009) Robust preferences and robust portfolio choice. Bensoussan, Alain Special volume: Mathematical modeling and numerical methods in finance Handbook of Numerical Analysis Amsterdam [u.a.] 15 29-87 [Book chapter]

Klein, Sebastian (2009) Totally geodesic submanifolds of the complex and the quaternionic 2-Grassmannians. Transactions of the American Mathematical Society Providence, RI 36 4927-4967 [Article]

Klein, Sebastian (2009) Reconstructing the geometric structure of a Riemannian symmetric space from its Satake diagram. Geometriae dedicata Dordrecht [u.a.] 13 25-50 [Article]

Klein, Sebastian Totally geodesic submanifolds in Riemannian symmetric spaces. Alvarez López, José Differential Geometry : Proceedings of the VIII International Colloquium, Santiago de Compostela, Spain, 7--11 July 2008 136-145 In: Differential Geometry : proceedings of the VIII International Colloquium, Santiago de Compostela, Spain, 7 - 11 July 2008 (2009) Hackensack, NJ [u.a.] [Conference or workshop publication]

Klein, Sebastian ; Thorbergsson, Gudlaugur ; Verhóczki, László (2009) On the Funk transform on compact symmetric spaces. Publicationes Mathematicae / Institutum Mathematicum Universitatis Debreceniensis Debrecen 75 3/4 485-493 [Article]

Manin, Yuri ; Teleman, Constantin ; Hertling, Claus (2009) An update on semisimple quantum cohomology and F-manifolds. Proceedings of the Steklov Institute of Mathematics / American Mathematical Society Birmingham, Ala. [u.a.] 264 62-69 [Article]

Gregorio, Ignacio de ; Mond, David ; Sevenheck, Christian (2009) Linear free divisors and Frobenius manifolds. Compositio mathematica Cambridge 145 5 1305-1350 [Article]

Reichelt, Thomas (2009) A Construction of Frobenius Manifolds with Logarithmic Poles and Applications. Communications in Mathematical Physics Berlin [u.a.] 287 3 1145-1187 [Article]

Fügenschuh, Armin ; Göttlich, Simone

; Herty, Michael ; Kirchner, Claus ; Martin, Alexander (2009) Efficient reformulation and solution of a nonlinear PDE-controlled flow network model. Computing Wien [u.a.] 85 3 245-265 [Article]

Dittel, Agnes ; Fügenschuh, Armin ; Göttlich, Simone

; Herty, Michael (2009) MIP presolve techniques for a PDE-based supply chain model. Optimization Methods and Software Abingdon 24 3 427-445 [Article]

Ableitinger, Christoph ; Göttlich, Simone

; Sickenberger, Thorsten (2009) Kann Papier sprechen? Eine Modellierungsaufgabe zum Thema "Speicherkapazität von 2D Pixel-Mosaiken". Brinkmann, Astrid Die Kompetenz Modellierung : konkret oder kürzer Materialien für einen realitätsbezogenen Mathematikunterricht Hildesheim [u.a.] 14 113-123 [Book chapter]

Ableitinger, Christoph ; Göttlich, Simone

; Sickenberger, Thorsten (2009) Eine Modellierungsaufgabe zum Thema "Optimale Auslastung von Flugzeugen". Brinkmann, Astrid Die Kompetenz Modellierung : konkret oder kürzer Materialien für einen realitätsbezogenen Mathematikunterricht Hildesheim [u.a.] 14 83-94 [Book chapter]

Kabluchko, Zakhar ; Schlather, Martin ; Haan, Laurens de (2009) Stationary max-stable fields associated to negative definite functions. The Annals of Probability New York, NY [u.a.] 37 5 2042-2065 [Article]

Klauer, Alexander ; Schmidt, Martin U.

(2009) Bloch Varieties of higher-dimensional periodic Schrödinger Operators. Journal of Applied Analysis : JAA Berlin [u.a.] 15 1 33-46 [Article]

Zumstein, Philipp

(2009) Extremal colorings and extremal satisfiability.

Zürich [Doctoral dissertation]

Preview

Jentzen, Arnulf ; Kloeden, Peter E. ; Neuenkirch, Andreas Pathwise convergence of numerical schemes for random and stochastic differential equations. Cucker, Felipe London Mathematical Society Lecture Note Series 363 140-161 In: Foundations of Computational Mathematics, Hong Kong 2008 (2009) Cambridge Foundations of Computational Mathematics, Hong Kong 2008 (Hong Kong, China) [Conference or workshop publication]

Neuenkirch, Andreas ; Nourdin, Ivan ; Rößler, Andreas ; Tindel, Samy (2009) Trees and asymptotic expansions for fractional stochastic differential equations. Annales de l'Institut Henri Poincaré. B, Probabilité et statistiques Bethesda, MD 45 1 157-174 [Article]

Garrido-Atienza, Maria J. ; Kloeden, Peter E. ; Neuenkirch, Andreas (2009) Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion. Applied Mathematics and Optimization New York, NY ; Heidelberg ; Berlin 60 2 151-172 [Article]

Kloeden, Peter E. ; Neuenkirch, Andreas ; Pavani, Raffaella (2009) Synchronization of noisy dissipative systems under discretization. Journal of Difference Equations and Applications London [u.a.] 15 8/9 785-801 [Article]

Bordone, Valeria ; Billari, Francesco C. ; Dalla Zuanna, Gianpiero (2009) The Italian Labour Force Survey to estimate fertility. Statistical Methods and Applications Heidelberg [u.a.] 18 3 445-451 [Article]

Kloberdanz, Kathrin ; Schmidt, Klaus D. (2009) Loss prediction in a linear model under a linear constraint. Advances in Statistical Analysis : AStA Berlin [u.a.] 93 2 205-220 [Article]

Döring, Leif

(2009) Fine properties of symbiotic branching processes. Berlin [Doctoral dissertation]

Schmidt, Klaus D. (2009) Versicherungsmathematik. Heidelberg ; Berlin [Book]

Göttlich, Simone

; Bracke, Martin Eine Modellierungsaufgabe zum Thema: "Munterer Partnertausch beim Marienkäfer". Neubrand, Michael 1 93-96 In: Beiträge zum Mathematikunterricht 2009 : Vorträge auf der 43. Tagung für Didaktik der Mathematik ; Jahrestagung der Gesellschaft für Didaktik der Mathematik vom 02.03. bis 06.03.2009 in Oldenburg (2009) Münster 43. Tagung für Didaktik der Mathematik (Oldenburg, Germany) [Conference or workshop publication]

Schmidt, Klaus D. (2009) Maß und Wahrscheinlichkeit. Berlin ; Heidelberg [Book]

Neuenkirch, Andreas ; Tindel, Samy ; Unterberger, Jérémie (2009) Discretizing the fractional Levy area. Ithaca, NY [Working paper]

Neuenkirch, Andreas ; Zähle, Henryk (2009) Asymptotic error distribution of the Euler method for SDEs with non-Lipschitz coefficients. Monte Carlo Methods and Applications Berlin [u.a.] 15 4 333-351 [Article]

Citation