no code implementations • 4 Mar 2021 • Florian Seib, Wilhelm Stannat, Jonas M. Tölle
We study stability, long-time behavior and moment estimates for stochastic evolution equations with additive Wiener noise and with singular drift given by a divergence type quasilinear diffusion operator which may not necessarily exhibit a homogeneous diffusivity.
Analysis of PDEs Dynamical Systems Functional Analysis Probability Primary: 35K67, 60H15, Secondary: 37A25, 37L40, 47D07
no code implementations • 28 Dec 2020 • Haesung Lee, Wilhelm Stannat, Gerald Trutnau
We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients.
Probability Primary 60H20, 47D07, 60J35, Secondary 31C25, 35J15, 35B65, 60J60
no code implementations • 15 May 2020 • Gregor Pasemann, Sven Flemming, Sergio Alonso, Carsten Beta, Wilhelm Stannat
A theory for diffusivity estimation for spatially extended activator-inhibitor dynamics modelling the evolution of intracellular signaling networks is developed in the mathematical framework of stochastic reaction-diffusion systems.
no code implementations • 28 Oct 2011 • Yun Shen, Wilhelm Stannat, Klaus Obermayer
We introduce a general framework for measuring risk in the context of Markov control processes with risk maps on general Borel spaces that generalize known concepts of risk measures in mathematical finance, operations research and behavioral economics.
