Michael Röckner
PEVZ-ID
322 Publikationen
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993907Barbu, V., Röckner, M.: Markov Processes Associated with Nonlinear Fokker-Planck Equations. In: Morel, J.-M., Tong, K., and Teissier, B. (eds.) Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Lecture Notes in Mathematics. 2353, p. 189-195. Springer , Cham (2024).PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993906Barbu, V., Röckner, M.: Time Dependent Fokker-Planck Equations. In: Morel, J.-M., Tong, K., and Teissier, B. (eds.) Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Lecture Notes in Mathematics. 2353, p. 123-145. Springer , Cham (2024).PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993905Barbu, V., Röckner, M.: Appendix. In: Morel, J.-M., Tong, K., and Teissier, B. (eds.) Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts . Lecture Notes in Mathematics. 2353, p. 197-203. Springer , Cham (2024).PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993902Barbu, V., Röckner, M.: Convergence to Equilibrium of Nonlinear Fokker-Planck Flows. In: Morel, J.-M., Tong, K., and Teissier, B. (eds.) Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Lecture Notes in Mathematics. 2353, p. 147-188. Springer , Cham (2024).PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993899Barbu, V., Röckner, M.: Existence of Nonlinear Fokker-Planck Flows. In: Morel, J.-M., Tong, K., and Teissier, B. (eds.) Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Lecture Notes in Mathematics. 2353, p. 13-122. Springer , Cham (2024).PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993901Barbu, V., Röckner, M.: Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Introduction. In: Morel, J.-M., Tong, K., and Teissier, B. (eds.) Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Lecture Notes in Mathematics. 2353, p. 1-11. Springer , Cham (2024).PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993900Barbu, V., Röckner, M.: Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Preface. In: Morel, J.-M., Tong, K., and Teissier, B. (eds.) Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts . Lecture Notes in Mathematics. 2353, p. v-vi. Springer , Cham (2024).PUB | DOI | WoS
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2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2990509Federico, S., Ferrari, G., Riedel, F., Röckner, M.: Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces. Center for Mathematical Economics Working Papers, 692. Center for Mathematical Economics, Bielefeld (2024).PUB | PDF
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2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2982418Albeverio, S., Kawabi, H., Ihalache, S.-R., Röckner, M.: 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, 33-69 (2023).PUB | WoS
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2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2965241Banas, L., Röckner, M., Wilke, A.: Correction to: Convergent numerical approximation of the stochastic total variation flow (vol 9, pg 437, 2021). Stochastics and Partial Differential Equations : Analysis and Computations . (2022).PUB | DOI | WoS
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2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2962548Goldys, B., Nendel, M., Röckner, M.: Operator Semigroups in the Mixed Topology and the Infinitesimal description of Markov Processes. Center for Mathematical Economics Working Papers, 665. Center for Mathematical Economics, Bielefeld (2022).PUB | PDF
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2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2962448Röckner, M., Xie, L., Yang, L.: Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations. Stochastics and Partial Differential Equations: Analysis and Computations . (2022).PUB | DOI | WoS
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2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960405Nendel, M., Röckner, M.: 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, 4400-4428 (2021).PUB | DOI | WoS
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2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2959755Barbu, V., Röckner, M.: Correction to: Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs . Stochastics and Partial Differential Equations: Analysis and Computations . (2021).PUB | DOI | WoS
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2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2956999Majid, N.R., Röckner, M.: 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, : 2150011 (2021).PUB | DOI | WoS
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2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2941889Bogachev, V.I., Röckner, M., Shaposhnikov, S.V.: On the Ambrosio-Figalli-Trevisan Superposition Principle for Probability Solutions to Fokker-Planck-Kolmogorov Equations. JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS. (2020).PUB | DOI | WoS
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013Nendel, M., Röckner, M.: Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems. Center for Mathematical Economics Working Papers, 618. Center for Mathematical Economics, Bielefeld (2019).PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374Federico, S., Ferrari, G., Riedel, F., Röckner, M.: On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Center for Mathematical Economics Working Papers, 614. Center for Mathematical Economics, Bielefeld (2019).PUB | PDF
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2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934350Herr, S., Röckner, M., Zhang, D.: Scattering for stochastic nonlinear Schrödinger equations. Communications in Mathematical Physics. 368, 843–884 (2019).PUB | DOI | Download (ext.) | WoS | arXiv
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2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916113Barbu, V., Röckner, M.: A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise. Stochastics and Partial Differential Equations: Analysis and Computations. 5, 457-471 (2017).PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911801Barbu, V., Da Prato, G., Röckner, M.: Transition Semigroup. In: Barbu, V., Da Prato, G., and Röckner, M. (eds.) Stochastic porous media equations. Lecture Notes in Mathematics. 2163, p. 167-195. Springer Int Publishing AG, Cham (2016).PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911796Barbu, V., Da Prato, G., Röckner, M.: Equations with Lipschitz Nonlinearities. In: Barbu, V., Da Prato, G., and Röckner, M. (eds.) Stochastic porous media equations. Lecture Notes in Mathematics. 2163, p. 19-47. Springer , Cham (2016).PUB | DOI | WoS
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2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2905502Bogachev, V.I., Röckner, M., Shaposhnikov, S.V.: Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations. Journal of Functional Analysis. 271, 1262-1300 (2016).PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911797Barbu, V., Da Prato, G., Röckner, M.: Equations with Maximal Monotone Nonlinearities. In: Barbu, V., Da Prato, G., and Röckner, M. (eds.) Stochastic porous media equations. Lecture Notes in Mathematics. 2163, p. 49-93. Springer , Cham (2016).PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911798Barbu, V., Da Prato, G., Röckner, M.: Variational Approach to Stochastic Porous Media Equations. In: Barbu, V., Da Prato, G., and Röckner, M. (eds.) Stochastic porous media equations. Lecture Notes in Mathematics. 2163, p. 95-106. Springer Int Publishing AG, Cham (2016).PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911794Barbu, V., Da Prato, G., Röckner, M.: Stochastic Porous Media Equations Introduction. In: Barbu, V., Da Prato, G., and Röckner, M. (eds.) Stochastic porous media equations. Lecture Notes in Mathematics. 2163, p. 1-18. Springer Int Publishing AG, Cham (2016).PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911800Barbu, V., Da Prato, G., Röckner, M.: The Stochastic Porous Media Equations in ℝ<sup>d</sup>. In: Barbu, V., Da Prato, G., and Röckner, M. (eds.) Stochastic porous media equations. Lecture Notes in Mathematics. 2163, p. 133-165. Springer Int Publishing AG, Cham (2016).PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911799Barbu, V., Da Prato, G., Röckner, M.: L-1-Based Approach to Existence Theory for Stochastic Porous Media Equations. In: Barbu, V., Da Prato, G., and Röckner, M. (eds.) Stochastic porous media equations. Lecture Notes in Mathematics. 2163, p. 107-131. Springer Int Publishing AG, Cham (2016).PUB | DOI | WoS
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2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901228Bogachev, V.I., Da Prato, G., Röckner, M., Shaposhnikov, S.V.: An analytic approach to infinite-dimensional continuity and fokker-planck-kolmogorov equations. Annali Della Scuola Normale Superiore Di Pisa-classe Di Scienze. 14, 983-1023 (2015).PUB | DOI | WoS
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677412Albeverio, S., Röckner, M., Yoshida, M.W.: 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, : 1450002 (2014).PUB | DOI | WoS
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677363Röckner, M., Zhu, R., Zhu, X.: Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise. Stochastic Processes and their Applications. 124, 1974-2002 (2014).PUB | DOI | WoS
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2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1635704Bogachev, V.I., Da Prato, G., Röckner, M.: Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces. Journal of Functional Analysis. 256, 1269-1298 (2009).PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794538Prévôt, C., Röckner, M.: Weak and Strong Solutions: the Yamada-Watanabe Theorem. In: Prévôt, C. and Röckner, M. (eds.) A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. 1905, p. 121-132. Springer, Berlin (2007).PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794520Prévôt, C., Röckner, M.: Stochastic Differential Equations in Finite Dimensions. In: Prévôt, C. and Röckner, M. (eds.) A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. 1905, p. 43-54. Springer, Berlin (2007).PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794532Prévôt, C., Röckner, M.: Pseudo Inverse of Linear Operators. In: Prévôt, C. and Röckner, M. (eds.) A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. 1905, p. 115-117. Springer, Berlin (2007).PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794529Prévôt, C., Röckner, M.: Nuclear and Hilbert-Schmidt Operators. In: Prévôt, C. and Röckner, M. (eds.) A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. 1905, p. 109-113. Springer, Berlin (2007).PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794535Prévôt, C., Röckner, M.: Some Tools from Real Martingale Theory. In: Prévôt, C. and Röckner, M. (eds.) A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. 1905, p. 119-119. Springer, Berlin (2007).PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794541Prévôt, C., Röckner, M.: Strong, Mild and Weak Solutions. In: Prévôt, C. and Röckner, M. (eds.) A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. 1905, p. 133-136. Springer, Berlin (2007).PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794514Prévôt, C., Röckner, M.: Motivation, Aims and Examples. In: Prévôt, C. and Röckner, M. (eds.) A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. 1905, p. 1-4. Springer, Berling (2007).PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794523Prévôt, C., Röckner, M.: A Class of Stochastic Differential Equations. In: Prévôt, C. and Röckner, M. (eds.) A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. 1905, p. 55-103. Springer, Berlin ; Heidelberg (2007).PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794517Prévôt, C., Röckner, M.: The Stochastic Integral in General Hilbert Spaces (w.r.t. Brownian Motion). In: Prévôt, C. and Röckner, M. (eds.) A Concise Course on Stochastic Partial Differential Equations. Lecture Notes in Mathematics. 1905, p. 5-42. Springer, Berlin ; Heidelberg (2007).PUB | DOI | WoS
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1874564Röckner, M., Sobol, Z.: Kolmogorov Equations in Infinite Dimensions: Well-Posedness, Regularity of Solutions, and Applications to Stochastic Generalized Burgers Equations. The Annals of Probability. 34, 663-727 (2006).PUB | DOI | Download (ext.) | WoS
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2006 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1872394Bogachev, V.I., Da Prato, G., Röckner, M., Sobol, Z.: Gradient bounds for solutions of elliptic and parabolic equations. In: Da Prato, G. and Tubaro, L. (eds.) Stochastic Differential Equations and Applications - VII. Lecture notes in pure and applied mathematics. 245, p. 27-34. Chapman & Hall/CRC, Boca Raton (2006).PUB | Download (ext.)
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1600893Da Prato, G., Röckner, M., Rozovskii, B.L., Wang, F.-Y.: Strong solutions of stochastic generalized porous media equations: Existence, uniqueness, and ergodicity. Communications in Partial Differential Equations. 31, 277-291 (2006).PUB | DOI | WoS
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2005 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1872430Bogachev, V.I., Röckner, M., Shaposhnikov, S.V.: Global regularity and bounds for solutions of parabolic equations for probability measures. SIAM Theory of Probability and its Applications. 50, 561-581 (2005).PUB | DOI | Download (ext.) | WoS
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2005 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1872422Ren, J., Röckner, M.: A remark on sets in infinite dimensional spaces with full or zero capacity. Stochastic Analysis: Classical and Quantum. Perspectives of white noise theory. p. 177-186. World Scientific, Singapore (2005).PUB | Download (ext.)
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2005 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1874572Röckner, M.: PDE Approach to Invariant and Gibbs Measures with Applications. In: Heyer, H. (ed.) Infinite Dimensional Harmonic Analysis III. Infinite dimensional harmonic analysis. 3, p. 351. World Scientific, Hackensack, N.J (2005).PUB | Download (ext.)
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2005 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1605081Cerrai, S., Röckner, M.: 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, 69-105 (2005).PUB | DOI | WoS
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2005 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1874610Albeverio, S., Röckner, M., Pasurek, T., Kondratiev, Y.: Euclidean Gibbs Measures of Quantum Crystals: Existence, Uniqueness and A-Priori Estimates. In: Deuschel, J.-D. (ed.) Interacting Stochastic Systems. p. 29-54. Springer, Berlin (2005).PUB
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2004 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1877234Da Prato, G., Röckner, M.: Invariant Measures for a Stochastic Porous Medium Equation. In: Kunita, H., Watanabe, S., and Takahashi, Y. (eds.) Stochastic Analysis and Related Topics. Advanced studies in pure mathematics. 41, p. 13-29. Mathematical Soc. of Japan, Tokyo (2004).PUB | DOI
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2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1611843Albeverio, S., Kondratiev, Y., Kozitsky, Y., Röckner, M.: Quantum stabilization in anharmonic crystals. PHYSICAL REVIEW LETTERS. 90, : 170603 (2003).PUB | DOI | WoS | PubMed | Europe PMC
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1615560Bogachev, V.I., Krylov, N.V., Röckner, M.: On regularity of transition probabilities and invariant measures of singular diffusions under minimal conditions. Communications in Partial Differential Equations . 26, 2037-2080 (2001).PUB | DOI | WoS
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1617681Bogachev, V., Röckner, M., Wang, F.-Y.: Elliptic equations for invariant measures on Riemannian manifolds: existence and regularity of solutions. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics. 332, 333-338 (2001).PUB | DOI | WoS
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1615484Finkelshtein, D.L., Kondratiev, Y., Röckner, M., Konstantinov, A.Y.: Gauss formula and symmetric extensions of the Laplacian on configuration spaces. INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS. 4, 489-509 (2001).PUB | DOI | WoS
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1999 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1620659Liskevich, V., Sobol, Z., Röckner, M.: 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, 487-502 (1999).PUB | DOI | WoS
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1998 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1884927Röckner, M.: Stochastic Analysis on Configuration Spaces: Basic Ideas and Recent Results. In: Jost, J. (ed.) New Directions in Dirichlet Forms. Studies in Advances Mathematics. p. 157-231. American Mathematical Society, Providence, RI (1998).PUB
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1998 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1884916Liskevich, V.I., Röckner, M.: 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, 69-91 (1998).PUB
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