4. Mathematics
  5. Analysis of PDEs

Jan Maas

Mathematics – Analysis of PDEs

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A Clark-Ocone formula in UMD Banach spaces

Mathematics – Probability
Scientific paper

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A spatial version of the Itô-Stratonovich correction

Mathematics – Probability
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A Trotter product formula for gradient flows in metric spaces

Mathematics – Analysis of PDEs
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An Analog of the 2-Wasserstein Metric in Non-commutative Probability under which the Fermionic Fokker-Planck Equation is Gradient Flow for the Entropy

Mathematics – Functional Analysis
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Approximating rough stochastic PDEs

Mathematics – Probability
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