Completed PhD Projects

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  • Matthias Stephan, Yosida approximations for multivalued stochastic differential equations on Banach spaces via a Gelfand triple (01-2012)

    Download: Thesis
  • Benjamin Gess, Stochastic flows induced by Stochastic Partial Differential Equations (12-2011)


    Publications:

    Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise
    Preprint: arXiv.

    Strong Solutions for Stochastic Partial Differential Equations of Gradient Type
    Preprint: arXiv.

    Random attractors for singular stochastic partial differential equations
    Preprint: arXiv.

    Random attractors for a class of stochastic partial differential equations driven by general additive noise (with W. Liu and M. Röckner)
    J. Diff. Equ. 251 (2011), no. 4-5, 1225-1253 (DOI: 10.1016/j.jde.2011.02.013).

    The global random attractor for a class of stochastic porous media equations (with W.J. Beyn, P. Lescot and M. Röckner)
    Commun. PDE 36 (2011), no. 3, 446--469 (DOI: 10.1080/03605302.2010.523919).

  • Dennis Hagedorn, Stochastic analysis related to Gamma measures : Gibbs perturbations and associated diffusions (11-2011)

    Download: Thesis
  • Martin Venker, Local Universality of Repulsive Particle Systems and Random Matrices (09-2011)

  • Sven Wiesinger, Uniqueness of solutions to Fokker-Planck equations related to singular SPDE driven by Levy and cylindrical Wiener noise (09-2011)

    Download: Thesis
  • Jörg Vorbrink, Valuation of financial contingent claims in the presence of model uncertainty (06-2011)

    Download: Thesis

    Publications:

    Exercise Strategies for American Exotic Options under Ambiguity (with T. Chudjakow)
    Prepublication: IMW Working Paper no. 421.

    Financial markets with volatility uncertainty
    Prepublication: IMW Working Paper no. 441.

    American options with multiple priors in continuous time
    Prepublication: IMW Working Paper no. 448.

  • Lukasz Derdziuk, On some classes of birth and death processes in continuum (01-2011)

    Download: Thesis
  • Jonas Tölle, Variational convergence of nonlinear partial differential operators on varying Banach spaces (01-2010)

    Download: Thesis / Poster

    Publications:

    Uniqueness of weighted Sobolev spaces with weakly differentiable weights
    BiBoS-Preprint no. 10-09-363 (2010).

  • Peng Jin, Stochastic dynamics with singular lower order terms in finite and infinite dimensions (10-2009)

    Download: Thesis / Poster
  • Angélica Pachón Pinzón, Scenery reconstruction (08-2009)

    Download: Thesis / Poster
  • Felipe Torres Tapia, On the probabilistic longest common subsequence problem for sequences of independent blocks (03-2009)

    Download: Thesis / Poster

    Publications:

    Fluctuations of the longest common subsequence for sequences of independent blocks (with H. Matzinger)
    Prepublication: arXiv.

    The rate of the convergence of the mean score in random sequence comparison (with J. Lember and H. Matzinger)
    Prepublication: arXiv. To appear in The Annals of Applied Probability.

    Random modification effect in the size of the fluctuation of the LCS of two sequences of i.i.d. blocks (with H. Matzinger)
    Prepublication: arXiv.

  • Shun-Xiang Ouyang, Harnack inequalities for Ornstein-Uhlenbeck type processes in infinite dimensional spaces (02-2009)

    Download: Thesis / Poster

    Publications:

    Gluing and coupling
    Statistics & Probability Letters 80 (2010), no. 15-16, 1196-1199. (DOI: 10.1016/j.spl.2010.03.016)

    Harnack Inequalities and Applications for Ornstein-Uhlenbeck Semigroups with Jump (with M. Röckner, F.-Y. Wang)
    Prepublication: arXiv. To appear in: Potential Analysis.

    Harnack Inequalities and Applications for Multivalued Stochastic Evolution Equations
    Prepublication: arXiv. To appear in: IDAQP.

    Non-time-homogeneous Generalized Mehler Semigroups and Applications (with M. Röckner)
    Prepublication: arXiv.

    Absolute Continuity of Levy Processes in Infinite Dimensional Spaces
    Prepublication: PDF

    Harnack inequalities for SDEs with generalized monotonicity drifts
    Prepublication: PDF

  • Sven Struckmeier, Asymptotic behavior of some stochastic evolutions in continuum (02-2009)

    Download: Thesis / Poster

    Publications:
    Invariance Principle for Diffusions in Random Environment,
    Condensed Matter Physics 11 (2008), no. 2(54), p. 275.
  • Wei Liu, Fine properties of stochastic evolution equations and applications (01-2009)

    Download: Thesis / Poster

    Publications:

    Harnack inequality and strong Feller property for stochastic fast diffusion equations (with F.-Y. Wang)
    J. Math. Anal. Appl. 342 (2008), 651-662. doi:10.1016/j.jmaa.2007.12.047

    Large deviations for stochastic evolution equations with small multiplicative noise
    Appl. Math. Optim. 61 (2010), 27-56. doi:10.1007/s00245-009-9072-2

    Harnack inequality and applications for stochastic evolution equations with monotone drifts
    J. Evol. Equ. 9 (2009), 747-770. doi:10.1007/s00028-009-0032-8

    Dimension-free Harnack inequality and applications for SPDE under variational framework
    Oberwolfach Reports no. 50 (2008).

    On the stochastic p-Laplace equation
    J. Math. Anal. Appl. 360 (2009), 737-751. doi:10.1016/j.jmaa.2009.07.020

    Invariance of subspaces under the solution flow of SPDE
    Infin. Dimens. Anal., Quantum Probab., Relat. Top. 13 (2010), no. 1, 87-98. doi:10.1142/S021902571000395X

  • Nazim H. Tekmen, Interacting particle systems on graphs (01-2009)

    Download: Thesis / Poster
  • Olga Byegunova, Soliton-like waves of nuclear burning in the neutron multiplicating media (theory and computational approach) (01-2009)

    Download: Thesis / Poster

    Publications:
    "Quantum" Chaos and Stability Condition of Soliton-like Waves of Nuclear Burning in Neutron-Multiplicating Media (with V.D. Rusov et al.),
    Prepublication: arXiv
    Geoantineutrino Spectrum and Slow Nuclear Burning on the Boundary of the Liquid and Solid Phases of the Earth's Core (with V.D. Rusov et al.),
    J. Geophys. Res. 112 (2007), B09203, doi:10.1029/2005JB004212
  • Nataliya Ohlerich, Some Classes of Markov Processes on Configuration Spaces and their Applications (07-2007)

    Download: Thesis / Poster

    Publications:

    Selection-Mutation Balance Models with Epistatic Selection (with Yu.G. Kondratiev and T. Kuna)
    Condensed Matter Physics 11 (2008), no. 2(54), p. 283.

    A note on equilibrium Glauber and Kawasaki dynamics for fermion point processes (with E. Lytvynov)
    Methods Funct. Anal. Topology 14 (2008), no. 1, 67-80.

    Spectral gap for Glauber type dynamics for a special class of potentials (with Yu.G. Kondratiev and T. Kuna)
    Prepublication: arXiv

  • Christoph Berns, Conservative stochastic dynamics of continuous interacting particle systems


    Publications:

    Kawasaki dynamics in continuum: micro- and mesoscopic descriptions (with Yu.G. Kondratiev, Yu. Kozitsky, O. Kutoviy)
    CRC701-Preprint no. 11035

Presentation of the project:

Poster — Poster