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pro vyhledávání: '"Süß, André"'
We study the Cauchy problem for Schr\"odinger type stochastic partial differential equations with uniformly bounded coefficients on a curved space. We give conditions on the coefficients, on the drift and diffusion terms, on the Cauchy data, and on t
Externí odkaz:
http://arxiv.org/abs/2207.08428
Autor:
Arndt, Stephanie, Gaitzsch, Gunnar, Gnauck, Carsten, Höhne, Christoph, Hüske, Anne-Karen, Kretzschmar, Thomas, Lange, Ulrike, Lehmann, Katrin, Süss, André
For almost 40 years researchers have been trying to identify the relationship between corporate environmental and corporate economic performance. Neither theoretical debate nor empirical studies investigating the relationship show conclusive results.
Externí odkaz:
https://tud.qucosa.de/id/qucosa%3A25318
https://tud.qucosa.de/api/qucosa%3A25318/attachment/ATT-1/
https://tud.qucosa.de/api/qucosa%3A25318/attachment/ATT-1/
Autor:
Benth, Fred Espen, Suess, Andre
We develop cointegration for multivariate continuous-time stochastic processes, both in finite and infinite dimension. Our definition and analysis are based on factor processes and operators mapping to the space of prices and cointegration. The focus
Externí odkaz:
http://arxiv.org/abs/1710.09660
Autor:
Benth, Fred Espen, Suess, Andre
We introduce the class of continuous-time autoregressive moving-average (CARMA) processes in Hilbert spaces. As driving noises of these processes we consider Levy processes in Hilbert space. We provide the basic definitions, show relevant properties
Externí odkaz:
http://arxiv.org/abs/1701.04618
We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We provide condi
Externí odkaz:
http://arxiv.org/abs/1610.01208
Autor:
Süß, André, Waurick, Marcus
In this article we present a way of treating stochastic partial differential equations with multiplicative noise by rewriting them as stochastically perturbed evolutionary equations in the sense of \cite{picardbook}, where a general solution theory f
Externí odkaz:
http://arxiv.org/abs/1603.00239
We propose a non-Gaussian operator-valued extension of the Barndorff-Nielsen and Shephard stochastic volatility dynamics, defined as the square-root of an operator-valued Ornstein-Uhlenbeck process with Levy noise and bounded drift. We derive conditi
Externí odkaz:
http://arxiv.org/abs/1506.07245
Autor:
Sanz-Solé, Marta, Süß, André
Relying on the method developed in [debusscheromito2014], we prove the existence of a density for two different examples of random fields indexed by $(t,x)\in(0,T]\times \Rd$. The first example consists of SPDEs with Lipschitz continuous coefficients
Externí odkaz:
http://arxiv.org/abs/1502.02386
Akademický článek
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Autor:
Sanz-Solé, Marta, Süß, André
Publikováno v:
Electron. Commun. Probab. 20 (2015), no. 14, 1-11
For the class of stochastic partial differential equations studied in [Conus-Dalang,2008], we prove the existence of density of the probability law of the solution at a given point $(t,x)$, and that the density belongs to some Besov space. The proof
Externí odkaz:
http://arxiv.org/abs/1409.8031