Skip to contents

Fu, Guanxing [Author] ; Horst, Ulrich [Contributor]; Fouque, Jean-Pierre [Contributor]; Pham, Huyen [Contributor]

Maximum Principle for Reflected BSPDE and Mean Field Game Theory with Applications

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, 2018-06-29
Liero, Matthias [Author] ; Mielke, Alexander [Contributor]; Jüngel, Ansgar [Contributor]; Emmrich, Etienne [Contributor]

Mathematical Analysis of Charge and Heat Flow in Organic Semiconductor Devices

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, 2023-01-05
Holtz, Sebastian [Author] ; Reiß, Markus [Contributor]; Bibinger, Markus [Contributor]; Schmidt-Hieber, Johannes [Contributor]

High-frequency statistics for Gaussian processes from a Le Cam perspective

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, 2020-03-04
Chorowski, Jakub [Author] ; Reiß, Markus [Contributor]; Hoffmann, Marc [Contributor]; Trabs, Mathias [Contributor]

Statistics for diffusion processes with low and high-frequency observations

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät, 2016-11-11
Kirch, Michael [Author] ; Föllmer, Hans [Contributor]; Karatzas, I. [Contributor]; Schweizer, Martin [Contributor]

Efficient hedging in incomplete markets under model uncertainty

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2002-01-07
Eibeck, Andreas [Author] ; Kersting, G. [Contributor]; Babovsky, H. [Contributor]; Wagner, W. [Contributor]

Stochastische Teilchensysteme zur Approximation der Koagulationsgleichung

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2002-05-24
Lederer, Christian [Author] ; Arnold, Ludwig [Contributor]; Scheutzow, Michael [Contributor]; Imkeller, Peter [Contributor]

Konjugation stochastischer und zufälliger stationärer Differentialgleichungen und eine Version des lokalen Satzes von Hartman-Grobman für stochastische Differentialgleichungen

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2001-10-10
Papagiannouli, Aikaterini [Author] ; Reiss, Markus [Contributor]; Jakob, Shöl [Contributor]; Michael, Neumann [Contributor]

Covariation estimation for multi-dimensional Lévy processes based on high-frequency observations

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, 2023-03-07
Jähnisch, Michael [Author]

Asymptotische Aequivalenz fuer ein Modell unabhaengiger nicht identisch verteilter Daten

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 1999-01-01
Wu, Ching-Tang [Author] ; Föllmer, Hans [Contributor]; Yor, Marc [Contributor]; Schweizer, Martin [Contributor]

Construction of Brownian Motions in Enlarged Filtrations and Their Role in Mathematical Models of Insider Trading

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 1999-06-08
Tonleu, Klebert Kentia [Author] ; Becherer, Dirk [Contributor]; Elie, Romuald [Contributor]; Imkeller, Peter [Contributor]

Robust aspects of hedging and valuation in incomplete markets and related backward SDE theory

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät, 2016-03-16
Martin, Jörg [Author] ; Friz, Peter [Contributor]; Perkowski, Nicolas [Contributor]; Weber, Hendrik [Contributor]

Refinements of the Solution Theory for Singular SPDEs

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, 2018-08-14
Fromm, Alexander [Author] ; Imkeller, Peter [Contributor]; Ankirchner, Stefan [Contributor]; Réveillac, Anthony [Contributor]

Theory and applications of decoupling fields for forward-backward stochastic differential equations

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2015-01-05
Mainberger, Christoph [Author] ; Kupper, Michael [Contributor]; Horst, Ulrich [Contributor]; Elie, Romuald [Contributor]

Essays on supersolutions of BSDEs and equilibrium pricing in generalized capital asset pricing models

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2014-02-24
Paulsen, Michael Christoph [Author] ; Horst, Ulrich [Contributor]; Bank, Peter [Contributor]; Rheinländer, Thorsten [Contributor]

Limit theorems for limit order books

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2014-08-21
Söhl, Jakob [Author] ; Reiß, Markus [Contributor]; Spokoiny, Vladimir [Contributor]; Nickl, Richard [Contributor]

Central limit theorems and confidence sets in the calibration of Lévy models and in deconvolution

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013-05-03
Kappus, Julia Johanna [Author] ; Reiß, Markus [Contributor]; Neumann, Michael [Contributor]; Comte, Fabienne [Contributor]

Nonparametric adaptive estimation for discretely observed Lévy processes

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012-10-30
Schade, Maximilian [Author] ; Tischendorf, Caren [Contributor]; Perkowski, Nicolas [Contributor]; Kværnø, Anne [Contributor]

Numerical Analysis and Simulation of Coupled Systems of Stochastic Partial Differential Equations with Algebraic Constraints

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, 2023-09-20
Pöschke, Patrick [Author] ; Sokolov, Igor [Contributor]; Lindner, Benjamin [Contributor]; Magdziarz, Marcin [Contributor]

Influence of Molecular Diffusion on the Transport of Passive Tracers in 2D Laminar Flows

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, 2018-11-05
Gairing, Jan Martin [Author] ; Imkeller, Peter [Contributor]; Rasmussen, Martin [Contributor]; Scheutzow, Michael [Contributor]

Variational and Ergodic Methods for Stochastic Differential Equations Driven by Lévy Processes

View online
Schließen

Links

... to thesis

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Humboldt-Universität zu Berlin, 2018-04-03

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication