Using the main ideas of Tanaka, the measure-solution {Pt}t of a 3-dimensional spatially homogeneous Boltzmann equation of Maxwellian molecules without cutoff is related to a Poisso...
Abstract— We study Balanced Truncation for stochastic differential equations. In doing so, we adopt ideas from large deviations theory and discuss notions of controllability and ...
We study spectral properties of certain families of linear second-order differential operators arising from linear stochastic differential equations. We construct a basis in the Hi...
These lecture notes have been developed over several semesters with the assistance of students in the course. For many (most) results, only incomplete proofs are given. Gaps in the...
We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...