Michael Röckner
PEVZ-ID
322 Publikationen
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993907Barbu, V., & Röckner, M., 2024. Markov Processes Associated with Nonlinear Fokker-Planck Equations. In J. - M. Morel, K. Tong, & B. Teissier, eds. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Lecture Notes in Mathematics. no.2353 Cham: Springer , pp. 189-195.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993906Barbu, V., & Röckner, M., 2024. Time Dependent Fokker-Planck Equations. In J. - M. Morel, K. Tong, & B. Teissier, eds. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Lecture Notes in Mathematics. no.2353 Cham: Springer , pp. 123-145.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993905Barbu, V., & Röckner, M., 2024. Appendix. In J. - M. Morel, K. Tong, & B. Teissier, eds. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts . Lecture Notes in Mathematics. no.2353 Cham: Springer , pp. 197-203.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993902Barbu, V., & Röckner, M., 2024. Convergence to Equilibrium of Nonlinear Fokker-Planck Flows. In J. - M. Morel, K. Tong, & B. Teissier, eds. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Lecture Notes in Mathematics. no.2353 Cham: Springer , pp. 147-188.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993899Barbu, V., & Röckner, M., 2024. Existence of Nonlinear Fokker-Planck Flows. In J. - M. Morel, K. Tong, & B. Teissier, eds. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Lecture Notes in Mathematics. no.2353 Cham: Springer , pp. 13-122.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993901Barbu, V., & Röckner, M., 2024. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Introduction. In J. - M. Morel, K. Tong, & B. Teissier, eds. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Lecture Notes in Mathematics. no.2353 Cham: Springer , pp. 1-11.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993900Barbu, V., & Röckner, M., 2024. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Preface. In J. - M. Morel, K. Tong, & B. Teissier, eds. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts . Lecture Notes in Mathematics. no.2353 Cham: Springer , pp. v-vi.PUB | DOI | WoS
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2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2990509Federico, S., et al., 2024. Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces, Center for Mathematical Economics Working Papers, no.692, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2982418Albeverio, S., et al., 2023. Strong uniqueness for Dirichlet operators related to stochastic quantization under exponential/trigonometric interactions on the two-dimensional torus. Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, 24(1), p 33-69.PUB | WoS
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2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2965241Banas, L., Röckner, M., & Wilke, A., 2022. Correction to: Convergent numerical approximation of the stochastic total variation flow (vol 9, pg 437, 2021). Stochastics and Partial Differential Equations : Analysis and Computations .PUB | DOI | WoS
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2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962548Goldys, B., Nendel, M., & Röckner, M., 2022. Operator Semigroups in the Mixed Topology and the Infinitesimal description of Markov Processes, Center for Mathematical Economics Working Papers, no.665, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2962448Röckner, M., Xie, L., & Yang, L., 2022. Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations. Stochastics and Partial Differential Equations: Analysis and Computations .PUB | DOI | WoS
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2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960405Nendel, M., & Röckner, M., 2021. Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems Read More: https://epubs.siam.org/doi/10.1137/20M1314823. SIAM Journal on Control and Optimization, 59(6), p 4400-4428.PUB | DOI | WoS
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2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2959755Barbu, V., & Röckner, M., 2021. Correction to: Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs . Stochastics and Partial Differential Equations: Analysis and Computations .PUB | DOI | WoS
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2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2956999Majid, N.R., & Röckner, M., 2021. The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck processes with Levy noise in Hilbert spaces. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 24(02): 2150011.PUB | DOI | WoS
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2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2941889Bogachev, V.I., Röckner, M., & Shaposhnikov, S.V., 2020. On the Ambrosio-Figalli-Trevisan Superposition Principle for Probability Solutions to Fokker-Planck-Kolmogorov Equations. JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS.PUB | DOI | WoS
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013Nendel, M., & Röckner, M., 2019. Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems, Center for Mathematical Economics Working Papers, no.618, Bielefeld: Center for Mathematical Economics.PUB | PDF
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2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934350Herr, S., Röckner, M., & Zhang, D., 2019. Scattering for stochastic nonlinear Schrödinger equations. Communications in Mathematical Physics, 368(2), p 843–884.PUB | DOI | Download (ext.) | WoS | arXiv
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2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916113Barbu, V., & Röckner, M., 2017. A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise. Stochastics and Partial Differential Equations: Analysis and Computations, 5(4), p 457-471.PUB | DOI | WoS
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2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907737Röckner, M., Shin, J., & Trutnau, G., 2016. Non-symmetric distorted Brownian motion: Strong solutions, strong Feller property and non-explosion results. Discrete and Continuous Dynamical Systems. Series B, 21(9), p 3219-3237.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911801Barbu, V., Da Prato, G., & Röckner, M., 2016. Transition Semigroup. In V. Barbu, G. Da Prato, & M. Röckner, eds. Stochastic porous media equations. Lecture Notes in Mathematics. no.2163 Cham: Springer Int Publishing AG, pp. 167-195.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911796Barbu, V., Da Prato, G., & Röckner, M., 2016. Equations with Lipschitz Nonlinearities. In V. Barbu, G. Da Prato, & M. Röckner, eds. Stochastic porous media equations. Lecture Notes in Mathematics. no.2163 Cham: Springer , pp. 19-47.PUB | DOI | WoS
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2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2905502Bogachev, V.I., Röckner, M., & Shaposhnikov, S.V., 2016. Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations. Journal of Functional Analysis, 271(5), p 1262-1300.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911797Barbu, V., Da Prato, G., & Röckner, M., 2016. Equations with Maximal Monotone Nonlinearities. In V. Barbu, G. Da Prato, & M. Röckner, eds. Stochastic porous media equations. Lecture Notes in Mathematics. no.2163 Cham: Springer , pp. 49-93.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911798Barbu, V., Da Prato, G., & Röckner, M., 2016. Variational Approach to Stochastic Porous Media Equations. In V. Barbu, G. Da Prato, & M. Röckner, eds. Stochastic porous media equations. Lecture Notes in Mathematics. no.2163 Cham: Springer Int Publishing AG, pp. 95-106.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911794Barbu, V., Da Prato, G., & Röckner, M., 2016. Stochastic Porous Media Equations Introduction. In V. Barbu, G. Da Prato, & M. Röckner, eds. Stochastic porous media equations. Lecture Notes in Mathematics. no.2163 Cham: Springer Int Publishing AG, pp. 1-18.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911800Barbu, V., Da Prato, G., & Röckner, M., 2016. The Stochastic Porous Media Equations in ℝ<sup>d</sup>. In V. Barbu, G. Da Prato, & M. Röckner, eds. Stochastic porous media equations. Lecture Notes in Mathematics. no.2163 Cham: Springer Int Publishing AG, pp. 133-165.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911799Barbu, V., Da Prato, G., & Röckner, M., 2016. L-1-Based Approach to Existence Theory for Stochastic Porous Media Equations. In V. Barbu, G. Da Prato, & M. Röckner, eds. Stochastic porous media equations. Lecture Notes in Mathematics. no.2163 Cham: Springer Int Publishing AG, pp. 107-131.PUB | DOI | WoS
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677412Albeverio, S., Röckner, M., & Yoshida, M.W., 2014. A homeomorphism relating path spaces of stochastic processes with values in R-Z respectively (S-1)(Z). Infinite Dimensional Analysis Quantum Probability and Related Topics, 17(1): 1450002.PUB | DOI | WoS
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677363Röckner, M., Zhu, R., & Zhu, X., 2014. Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise. Stochastic Processes and their Applications, 124(5), p 1974-2002.PUB | DOI | WoS
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2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1796081Röckner, M., & Wang, F.-Y., 2010. LOG-HARNACK INEQUALITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES AND ITS CONSEQUENCES. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 13(1), p 27-37.PUB | DOI | WoS
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2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1635704Bogachev, V.I., Da Prato, G., & Röckner, M., 2009. Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces. Journal of Functional Analysis, 256(4), p 1269-1298.PUB | DOI | WoS
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2008 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1636506Bogachev, V.I., Röckner, M., & Shaposhnikov, S.V., 2008. Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes . Theory of Probability & Its Applications, 52(2), p 209-236.PUB | DOI | WoS
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2008 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1592122Beznea, L., Boboc, N., & Röckner, M., 2008. Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations. Comptes Rendus Mathematique, 346(5-6), p 323-328.PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794538Prévôt, C., & Röckner, M., 2007. Weak and Strong Solutions: the Yamada-Watanabe Theorem. In C. Prévôt & M. Röckner, eds. A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. no.1905 Berlin: Springer, pp. 121-132.PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794520Prévôt, C., & Röckner, M., 2007. Stochastic Differential Equations in Finite Dimensions. In C. Prévôt & M. Röckner, eds. A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. no.1905 Berlin: Springer, pp. 43-54.PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794532Prévôt, C., & Röckner, M., 2007. Pseudo Inverse of Linear Operators. In C. Prévôt & M. Röckner, eds. A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. no.1905 Berlin: Springer, pp. 115-117.PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794529Prévôt, C., & Röckner, M., 2007. Nuclear and Hilbert-Schmidt Operators. In C. Prévôt & M. Röckner, eds. A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. no.1905 Berlin: Springer, pp. 109-113.PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794535Prévôt, C., & Röckner, M., 2007. Some Tools from Real Martingale Theory. In C. Prévôt & M. Röckner, eds. A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. no.1905 Berlin: Springer, pp. 119-119.PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794541Prévôt, C., & Röckner, M., 2007. Strong, Mild and Weak Solutions. In C. Prévôt & M. Röckner, eds. A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. no.1905 Berlin: Springer, pp. 133-136.PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794514Prévôt, C., & Röckner, M., 2007. Motivation, Aims and Examples. In C. Prévôt & M. Röckner, eds. A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. no.1905 Berling: Springer, pp. 1-4.PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794523Prévôt, C., & Röckner, M., 2007. A Class of Stochastic Differential Equations. In C. Prévôt & M. Röckner, eds. A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. no.1905 Berlin ; Heidelberg: Springer, pp. 55-103.PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794517Prévôt, C., & Röckner, M., 2007. The Stochastic Integral in General Hilbert Spaces (w.r.t. Brownian Motion). In C. Prévôt & M. Röckner, eds. A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. no.1905 Berlin ; Heidelberg: Springer, pp. 5-42.PUB | DOI | WoS
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1874564Röckner, M., & Sobol, Z., 2006. Kolmogorov Equations in Infinite Dimensions: Well-Posedness, Regularity of Solutions, and Applications to Stochastic Generalized Burgers Equations. The Annals of Probability, 34(2), p 663-727.PUB | DOI | Download (ext.) | WoS
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2006 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1872394Bogachev, V.I., et al., 2006. Gradient bounds for solutions of elliptic and parabolic equations. In G. Da Prato & L. Tubaro, eds. Stochastic Differential Equations and Applications - VII. Lecture notes in pure and applied mathematics. no.245 Boca Raton: Chapman & Hall/CRC, pp. 27-34.PUB | Download (ext.)
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2005 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1872430Bogachev, V.I., Röckner, M., & Shaposhnikov, S.V., 2005. Global regularity and bounds for solutions of parabolic equations for probability measures. SIAM Theory of Probability and its Applications, 50(4), p 561-581.PUB | DOI | Download (ext.) | WoS
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2005 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1872422Ren, J., & Röckner, M., 2005. A remark on sets in infinite dimensional spaces with full or zero capacity. In Stochastic Analysis: Classical and Quantum. Perspectives of white noise theory. Singapore: World Scientific, pp. 177-186.PUB | Download (ext.)
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2005 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1874572Röckner, M., 2005. PDE Approach to Invariant and Gibbs Measures with Applications. In H. Heyer, ed. Infinite Dimensional Harmonic Analysis III. Infinite dimensional harmonic analysis. no.3 Hackensack, N.J: World Scientific, pp. 351.PUB | Download (ext.)
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2005 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1605081Cerrai, S., & Röckner, M., 2005. Large deviations for invariant measures of stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term. Annales de l'Institut Henri Poincare (B) Probability and Statistics, 41(1), p 69-105.PUB | DOI | WoS
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2005 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1874610Albeverio, S., et al., 2005. Euclidean Gibbs Measures of Quantum Crystals: Existence, Uniqueness and A-Priori Estimates. In J. - D. Deuschel, ed. Interacting Stochastic Systems. Berlin: Springer, pp. 29-54.PUB
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2004 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1877234Da Prato, G., & Röckner, M., 2004. Invariant Measures for a Stochastic Porous Medium Equation. In H. Kunita, S. Watanabe, & Y. Takahashi, eds. Stochastic Analysis and Related Topics. Advanced studies in pure mathematics. no.41 Tokyo: Mathematical Soc. of Japan, pp. 13-29.PUB | DOI
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2004 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1606613Röckner, M., & Zhang, T.S., 2004. Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold. Publications of the Research Institute for Mathematical Sciences, 40(2), p 385-427.PUB | DOI | WoS
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2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1611843Albeverio, S., et al., 2003. Quantum stabilization in anharmonic crystals. PHYSICAL REVIEW LETTERS, 90(17): 170603.PUB | DOI | WoS | PubMed | Europe PMC
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1615560Bogachev, V.I., Krylov, N.V., & Röckner, M., 2001. On regularity of transition probabilities and invariant measures of singular diffusions under minimal conditions. Communications in Partial Differential Equations , 26(11-12), p 2037-2080.PUB | DOI | WoS
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1617681Bogachev, V., Röckner, M., & Wang, F.-Y., 2001. Elliptic equations for invariant measures on Riemannian manifolds: existence and regularity of solutions. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics, 332(4), p 333-338.PUB | DOI | WoS
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1999 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1620659Liskevich, V., Sobol, Z., & Röckner, M., 1999. Dirichlet operators with variable coefficients in L-p-spaces of functions of infinitely many variables coefficients. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2(4), p 487-502.PUB | DOI | WoS
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1998 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1884927Röckner, M., 1998. Stochastic Analysis on Configuration Spaces: Basic Ideas and Recent Results. In J. Jost, ed. New Directions in Dirichlet Forms. Studies in Advances Mathematics. Providence, RI: American Mathematical Society, pp. 157-231.PUB
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1998 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1884916Liskevich, V.I., & Röckner, M., 1998. Strong Uniqueness for a Class of Intinite Dimensional Dirichlet Operators and Applications to Stochastic Quantization. Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Serie 4, 27(1), p 69-91.PUB
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