**Backward stochastic differential equations with jumps are stable**

*Saplaouras, Alexandros*
(2017)

A backward stochastic differential equation is a stochastic differential equation whose terminal value is known, in contrast to a (forward) stochastic differential equation whose initial value is k...

**Numerical and statistical aspects of tensor decompositions**

*Breiding, Paul*
(2017)

In this work we study numerical and statistical properties of tensor decompositions, namely the canonical-polyadic decomposition— commonly known as tensor-rank decomposition—and the computation of ...

**Discrete conformal maps: boundary value problems, circle domains, Fuchsian and Schottky uniformization**

*Bobenko, Alexander I.; Sechelmann, Stefan; Springborn, Boris*
(2016)

We discuss several extensions and applications of the theory of discretely conformally equivalent triangle meshes (two meshes are considered conformally equivalent if corresponding edge lengths are...

**Constructing solutions to the Björling problem for isothermic surfaces by structure preserving discretization**

*Bücking, Ulrike; Matthes, Daniel*
(2016)

In this article, we study an analog of the Björling problem for isothermic surfaces (that are a generalization of minimal surfaces): given a regular curve γ in R3 and a unit normal vector field n a...

**On the Lagrangian structure of integrable hierarchies**

*Suris, Yuri B.; Vermeeren, Mats*
(2016)

We develop the concept of pluri-Lagrangian structures for integrable hierarchies. This is a continuous counterpart of the pluri-Lagrangian (or Lagrangian multiform) theory of integrable lattice sys...

**Complex line bundles over simplicial complexes and their applications**

*Knöppel, Felix; Pinkall, Ulrich*
(2016)

Discrete vector bundles are important in Physics and recently found remarkable applications in Computer Graphics. This article approaches discrete bundles from the viewpoint of Discrete Differentia...

**On the variational interpretation of the discrete KP equation**

*Boll, Raphael; Petrera, Matteo; Suris, Yuri B.*
(2016)

We study the variational structure of the discrete Kadomtsev-Petviashvili (dKP) equation by means of its pluri-Lagrangian formulation. We consider the dKP equation and its variational formulation o...

**Discrete complex analysis on planar Quad-graphs**

*Bobenko, Alexander I.; Günther, Felix*
(2016)

We develop further a linear theory of discrete complex analysis on general quad-graphs, extending previous work of Duffin, Mercat, Kenyon, Chelkak and Smirnov on discrete complex analysis on rhombi...

**DGD gallery: storage, sharing, and publication of digital research data**

*Joswig, Michael; Mehner, Milan; Sechelmann, Stefan; Techter, Jan; Bobenko, Alexander I.*
(2016)

We describe a project, called the DGD Gallery, whose goal is to store geometric data and to make it publicly available. The DGD Gallery offers an online web service for the storage, sharing, and pu...

**S-conical CMC surfaces. Towards a unified zheory of discrete surfaces with constant mean curvature**

*Bobenko, Alexander I.; Hoffmann, Tim*
(2016)

We introduce a novel class of s-conical nets and, in particular, study s-conical nets with constant mean curvature. Moreover we give a unified description of nets of various types: circular, conica...

**Exponential decay ofcovariances for the supercritical membrane model**

*Bolthausen, Erwin; Cipriani, Alessandra; Kurt, Noemi*
(2017)

We consider the membrane model, that is the centered Gaussian field on Zdwhose covariance matrix is given by the inverse of the discrete Bilaplacian. We impose aδ-pinning condition, giving a reward...

**Shadow price of information in discrete time stochastic optimization**

*Pennanen, Teemu; Perkkiö, Ari-Pekka*
(2017)

The shadow price of information has played a central role in stochastic optimization ever since its introduction by Rockafellar and Wets in the mid-seventies. This article studies the concept in an...

**How unsplittable-flow-covering helps scheduling with job-dependent cost functions**

*Höhn, Wiebke; Mestre, Julián; Wiese, Andreas*
(2017)

Generalizing many well-known and natural scheduling problems, scheduling with job-specific cost functions has gained a lot of attention recently. In this setting, each job incurs a cost depending o...

**An On-line competitive algorithm for coloring bipartite graphs without long induced paths**

*Micek, Piotr; Wiechert, Veit*
(2016)

The existence of an on-line competitive algorithm for coloring bipartite graphs is a tantalizing open problem. So far there are only partial positive results for bipartite graphs with certain small...

**Eikonal equations and pathwise solutions to fully non-linear SPDEs**

*Friz, Peter K.; Gassiat, Paul; Lions, Pierre-Louis; Souganidis, Panagiotis E.*
(2016)

Panagiotis E.

**New applications of Schrödinger type inequalities to the existence and uniqueness of Schrödingerean equilibrium**

*Wang, Jianjie; Roncalver, Hugo*
(2017)

As new applications of Schrödinger type inequalities appearing in Jiang (J. Inequal. Appl. 2016:247, 2016), we first investigate the existence and uniqueness of a Schrödingerean equilibrium. Next w...

**Simulation of multibody systems with servo constraints through optimal control**

*Altmann, Robert; Heiland, Jan*
(2016)

**Operator differential-algebraic equations with noise arising in fluid dynamics**

*Altmann, Robert; Levajković, Tijana; Mena, Hermann*
(2016)

We study linear semi-explicit stochastic operator differential algebraic equations (DAEs) for which the constraint equation is given in an explicit form. In particular, this includes the Stokes equ...

**Backward error analysis of the shift-and-invert Arnoldi algorithm**

*Schröder, Christian; Taslaman, Leo*
(2015)

We perform a backward error analysis of the inexact shift-and-invert Arnoldi algorithm. We consider inexactness in the solution of the arising linear systems, as well as in the orthonormalization s...

**Dynamic hedging in illiquid financial markets**

*Voß, Moritz*
(2017)

In this thesis, we address the problem of constructing effective hedging strategies against the financial risk of writing a contingent claim in an illiquid financial market. Mathematically, this am...

- Fachgebiet Differentialgeometrie und Visualisierung
- Fachgebiet Diskrete Mathematik
- Fachgebiet Diskrete Mathematik / Geometrie
- Fachgebiet Finanzmathematik
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- Fachgebiet Geometrie und Integrable Systeme
- Fachgebiet Kombinatorische Optimierung und Graphenalgorithmen
- Fachgebiet Mathematische Stochastik und Anwendungen in statistischer Physik und Biologie
- Fachgebiet Numerische Mathematik

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