4. Mathematics
  5. Probability

Michael Roeckner

Mathematics – Probability

Scientist

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SFB 701

A mild Ito formula for SPDEs

Mathematics – Probability
Scientific paper

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A Milstein scheme for SPDEs

Mathematics – Numerical Analysis
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Existence and uniqueness of solutions for Fokker-Planck equations on Hilbert spaces

Mathematics – Probability
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On a relation between intrinsic and extrinsic Dirichlet forms for interacting particle systems

Mathematics – Functional Analysis
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Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case

Mathematics – Probability
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