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Preprints by WIAS Researchers in Other Preprint Series 2010

  • J. Becker, K. Gärtner, R. Klanner, R. Richter, Simulation and experimental study of plasma effects in planar silicon sensors, Preprint no. arXiv:1007.4433, Cornell University Library, arXiv.org, 2010.
  • W. VAN Ackooij, R. Henrion, A. Möller, R. Zorgati, On joint probabilistic constraints with Gaussian coefficient matrix, Preprint no. 6, Stochastic Programming E-Print Series (SPEPS), Humboldt-Universität zu Berlin, 2010.
  • A. Fiaschi, D. Knees, U. Stefanelli, Young measure quasi-static damage evolution, Preprint no. 28PV10/26/0, Istituto di Matematica Applicata e Technologie Informatiche, 2010.
  • CH. Bayer, P. Friz, R.L. Loeffen, Semi-closed form cubature and applications to financial diffusion models, Preprint no. arXiv:1009.4818, Cornell University Library, arXiv.org, 2010.
  • A. Kyprianou, R.L. Loeffen, J.-L. Perez, Optimal control with absolutely continuous strategies for spectrally negative Levy processes, Preprint no. arXiv:1008.2363, Cornell University Library, arXiv.org, 2010.
  • R.L. Loeffen, P. Patie, Absolute ruin in the Ornstein--Uhlenbeck type risk model, Preprint no. arXiv:1006.2712, Cornell University Library, arXiv.org, 2010.
  • A. Mielke, R. Rossi, G. Savaré, A vanishing viscosity approach to rate-independent modelling in metric spaces, Preprint no. 29PV10/27/0, pp. 33--38, in: Rate-independent evolutions and material modeling, T. Roubíček, U. Stefanelli (eds.), Istituto di Matematica Applicata e Technologie Informatiche, 2010.
  • A. Mielke, On an evolutionary model for complete damage based on energies and stresses, Preprint no. 29PV10/27/0, pp. 23--32, in: Rate-independent evolutions and material modeling, T. Roubíček, U. Stefanelli (eds.), Istituto di Matematica Applicata e Technologie Informatiche, 2010.
  • N. Serdyukova, Local parametric estimation under noise misspecification in regression, Preprint no. arXiv:0912.4489, Cornell University Library, arXiv.org, 2010.
  • P. Colli, G. Gilardi, P. Podio-Guidugli, J. Sprekels, A temperature-dependent phase segregation problem of the Allen--Cahn type, Preprint no. arXiv:1005.0911, Cornell University Library, arXiv.org, 2010.
  • A. Braumann, M. Kraft, W. Wagner, Numerical study of a stochastic particle algorithm solving a multidimensional population balance model for high shear granulation, Technical report no. 93, c4e-Preprint Series, Cambridge Centre for Computational Chemical Engineering, University of Cambridge, Department of Chemical Engineering, 2010.
  • G. Hu, B. Zhang, The linear sampling method for the inverse electromagnetic scattering by a partially coated bi-periodic structure, Preprint no. arXiv:1003.3067, Cornell University Library, arXiv.org, 2010.
  • CH. Fries, J. Kampen, On a class of semi-elliptic diffusion models. Part I: A constructive analytical approach for global existence, densities, and numerical schemes with applications to the Libor market model, Preprint no. arXiv:1002.5031, Cornell University Library, arXiv.org, 2010.
  • J. Kampen, Characteristic functions of affine processes via calculus of their operator symbols, Preprint no. arXiv:1002.2764, Cornell University Library, arXiv.org, 2010.
  • M. Beiglboeck, P. Friz, S. Sturm, Is the minimum value of an option on variance generated by local volatility?, Preprint no. arXiv:1001.4031, Cornell University Library, arXiv.org, 2010.
  • J. Diehl, P. Friz, Backward stochastic differential equations with rough drivers, Preprint no. arXiv:1008.0290, Cornell University Library, arXiv.org, 2010.
  • P. Friz, S. Gerhold, A. Gulisashvili, S. Sturm, On refined volatility smile expansion in the Heston model, Preprint no. arXiv:1001.3003, Cornell University Library, arXiv.org, 2010.
  • P. Friz, H. Oberhauser, Rough path stability of SPDEs arising in non-linear filtering, Preprint no. arXiv:1005.1781, Cornell University Library, arXiv.org, 2010.
  • P. Friz, H. Oberhauser, On the splitting-up method for rough (partial) differential equations, Preprint no. arXiv:1008.0513, Cornell University Library, arXiv.org, 2010.
  • P. Friz, H. Oberhauser, A generalized Fernique theorem and applications, Preprint no. arXiv:1004.1923, Cornell University Library, arXiv.org, 2010.