TY - INPR A1 - Zehmisch, René T1 - Über Waldidentitäten der Brownschen Bewegung N2 - Aus dem Inhalt: 1 Abraham Wald (1902-1950) 2 Einführung der Grundbegriffe. Einige technische bekannte Ergebnisse 2.1 Martingal und Doob-Ungleichung 2.2 Brownsche Bewegung und spezielle Martingale 2.3 Gleichgradige Integrierbarkeit von Prozessen 2.4 Gestopptes Martingal 2.5 Optionaler Stoppsatz von Doob 2.6 Lokales Martingal 2.7 Quadratische Variation 2.8 Die Dichte der ersten einseitigen Überschreitungszeit der Brown- schen Bewegung 2.9 Waldidentitäten für die Überschreitungszeiten der Brownschen Bewegung 3 Erste Waldidentität 3.1 Burkholder, Gundy und Davis Ungleichungen der gestoppten Brown- schen Bewegung 3.2 Erste Waldidentität für die Brownsche Bewegung 3.3 Verfeinerungen der ersten Waldidentität 3.4 Stärkere Verfeinerung der ersten Waldidentität für die Brown- schen Bewegung 3.5 Verfeinerung der ersten Waldidentität für spezielle Stoppzeiten der Brownschen Bewegung 3.6 Beispiele für lokale Martingale für die Verfeinerung der ersten Waldidentität 3.7 Überschreitungszeiten der Brownschen Bewegung für nichtlineare Schranken 4 Zweite Waldidentität 4.1 Zweite Waldidentität für die Brownsche Bewegung 4.2 Anwendungen der ersten und zweitenWaldidentität für die Brown- schen Bewegung 5 Dritte Waldidentität 5.1 Dritte Waldidentität für die Brownsche Bewegung 5.2 Verfeinerung der dritten Waldidentität 5.3 Eine wichtige Voraussetzung für die Verfeinerung der drittenWal- didentität 5.4 Verfeinerung der dritten Waldidentität für spezielle Stoppzeiten der Brownschen Bewegung 6 Waldidentitäten im Mehrdimensionalen 6.1 Erste Waldidentität im Mehrdimensionalen 6.2 Zweite Waldidentität im Mehrdimensionalen 6.3 Dritte Waldidentität im Mehrdimensionalen 7 Appendix T3 - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2008, 04 Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-49469 ER - TY - INPR A1 - Kytmanov, Aleksandr A1 - Myslivets, Simona A1 - Tarkhanov, Nikolai Nikolaevich T1 - Zeta-function of a nonlinear system N2 - Given a system of entire functions in Cn with at most countable set of common zeros, we introduce the concept of zeta-function associated with the system. Under reasonable assumptions on the system, the zeta-function is well defined for all s ∈ Zn with sufficiently large components. Using residue theory we get an integral representation for the zeta-function which allows us to construct an analytic extension of the zeta-function to an infinite cone in Cn. T3 - Preprint - (2004) 19 Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26795 ER - TY - INPR A1 - Bär, Christian A1 - Pfäffle, Frank T1 - Wiener measures on Riemannian manifolds and the Feynman-Kac formula N2 - This is an introduction to Wiener measure and the Feynman-Kac formula on general Riemannian manifolds for Riemannian geometers with little or no background in stochastics. We explain the construction of Wiener measure based on the heat kernel in full detail and we prove the Feynman-Kac formula for Schrödinger operators with bounded potentials. We also consider normal Riemannian coverings and show that projecting and lifting of paths are inverse operations which respect the Wiener measure. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 1(2012)17 KW - Wiener measure KW - conditional Wiener measure KW - Brownian motion KW - Brownian bridge KW - Riemannian manifold Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-59998 ER - TY - INPR A1 - Maniccia, L. A1 - Mughetti, M. T1 - Weyl calculus for a class of subelliptic operators N2 - Weyl-Hörmander calculus is used to get a parametrix in OPS¹-m sub(½, ½)(Ω)for a class of subelliptic pseudodifferential operators in OPS up(m)sub(1, 0)(Ω) with real non-negative principal symbol. T3 - Preprint - (2001) 19 Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26038 ER - TY - INPR A1 - Brauer, Uwe A1 - Karp, Lavi T1 - Well-posedness of Einstein-Euler systems in asymptotically flat spacetimes N2 - We prove a local in time existence and uniqueness theorem of classical solutions of the coupled Einstein{Euler system, and therefore establish the well posedness of this system. We use the condition that the energy density might vanish or tends to zero at infinity and that the pressure is a certain function of the energy density, conditions which are used to describe simplified stellar models. In order to achieve our goals we are enforced, by the complexity of the problem, to deal with these equations in a new type of weighted Sobolev spaces of fractional order. Beside their construction, we develop tools for PDEs and techniques for hyperbolic and elliptic equations in these spaces. The well posedness is obtained in these spaces. T3 - Preprint - (2008) 07 Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-30347 ER - TY - INPR A1 - Alsaedy, Ammar A1 - Tarkhanov, Nikolai Nikolaevich T1 - Weak boundary values of solutions of Lagrangian problems N2 - We define weak boundary values of solutions to those nonlinear differential equations which appear as Euler-Lagrange equations of variational problems. As a result we initiate the theory of Lagrangian boundary value problems in spaces of appropriate smoothness. We also analyse if the concept of mapping degree of current importance applies to the study of Lagrangian problems. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 4 (2015) 2 KW - nonlinear equations KW - Lagrangian system KW - weak boundary values KW - quasilinear Fredholm operator KW - mapping degree Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72617 SN - 2193-6943 VL - 4 IS - 2 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Buchholz, Thilo A1 - Schulze, Bert-Wolfgang T1 - Volterra operators and parabolicity : anisotropic pseudo-differential operators N2 - Parabolic equations on manifolds with singularities require a new calculus of anisotropic pseudo-differential operators with operator-valued symbols. The paper develops this theory along the lines of sn abstract wedge calculus with strongly continuous groups of isomorphisms on the involved Banach spaces. The corresponding pseodo-diferential operators are continuous in anisotropic wedge Sobolev spaces, and they form an alegbra. There is then introduced the concept of anisotropic parameter-dependent ellipticity, based on an order reduction variant of the pseudo-differential calculus. The theory is appled to a class of parabolic differential operators, and it is proved the invertibility in Sobolev spaces with exponential weights at infinity in time direction. T3 - Preprint - (1998) 11 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-25231 ER - TY - INPR A1 - Liu, Weian A1 - Yang, Yin A1 - Lu, Gang T1 - Viscosity solutions of fully nonlinear parabolic systems N2 - In this paper, we discuss the viscosity solutions of the weakly coupled systems of fully nonlinear second order degenerate parabolic equations and their Cauchy-Dirichlet problem. We prove the existence, uniqueness and continuity of viscosity solution by combining Perron's method with the technique of coupled solutions. The results here generalize those in [2] and [3]. T3 - Preprint - (2002) 02 KW - Viscosity solutions KW - systems of partial differential equations KW - fully non-linear degenerate parabolic equations KW - Perron's method KW - coupled solution Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-26215 ER - TY - INPR A1 - Alsaedy, Ammar T1 - Variational primitive of a differential form N2 - In this paper we specify the Dirichlet to Neumann operator related to the Cauchy problem for the gradient operator with data on a part of the boundary. To this end, we consider a nonlinear relaxation of this problem which is a mixed boundary problem of Zaremba type for the p-Laplace equation. T3 - Preprints des Instituts für Mathematik der Universität Potsdam - 5 (2016) 4 KW - Dirichlet-to-Neumann operator KW - Cauchy problem KW - p-Laplace operator KW - calculus of variations Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus4-89223 SN - 2193-6943 VL - 5 IS - 4 PB - Universitätsverlag Potsdam CY - Potsdam ER - TY - INPR A1 - Tarkhanov, Nikolai Nikolaevich T1 - Unitary solutions of partial differential equations N2 - We give an explicit construction of a fundamental solution for an arbitrary non-degenerate partial differential equation with smooth coefficients. T3 - Preprint - (2005) 09 KW - fundamental solution KW - geometric optics approximation Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-29852 ER -