Michael Röckner
PEVZ-ID
322 Publikationen
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993907Barbu, Viorel, and Röckner, Michael. “Markov Processes Associated with Nonlinear Fokker-Planck Equations”. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Ed. Jean-Michel Morel, Kowloon Tong, and Bernard Teissier. Cham: Springer , 2024.Vol. 2353. Lecture Notes in Mathematics. 189-195.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993906Barbu, Viorel, and Röckner, Michael. “Time Dependent Fokker-Planck Equations”. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Ed. Jean-Michel Morel, Kowloon Tong, and Bernard Teissier. Cham: Springer , 2024.Vol. 2353. Lecture Notes in Mathematics. 123-145.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993905Barbu, Viorel, and Röckner, Michael. “Appendix”. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts . Ed. Jean-Michel Morel, Kowloon Tong, and Bernard Teissier. Cham: Springer , 2024.Vol. 2353. Lecture Notes in Mathematics. 197-203.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993902Barbu, Viorel, and Röckner, Michael. “Convergence to Equilibrium of Nonlinear Fokker-Planck Flows”. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Ed. Jean-Michel Morel, Kowloon Tong, and Bernard Teissier. Cham: Springer , 2024.Vol. 2353. Lecture Notes in Mathematics. 147-188.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993899Barbu, Viorel, and Röckner, Michael. “Existence of Nonlinear Fokker-Planck Flows”. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Ed. Jean-Michel Morel, Kowloon Tong, and Bernard Teissier. Cham: Springer , 2024.Vol. 2353. Lecture Notes in Mathematics. 13-122.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993901Barbu, Viorel, and Röckner, Michael. “Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Introduction”. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Ed. Jean-Michel Morel, Kowloon Tong, and Bernard Teissier. Cham: Springer , 2024.Vol. 2353. Lecture Notes in Mathematics. 1-11.PUB | DOI | WoS
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2024 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2993900Barbu, Viorel, and Röckner, Michael. “Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts. Preface”. Nonlinear Fokker-Planck Flows and their Probabilistic Counterparts . Ed. Jean-Michel Morel, Kowloon Tong, and Bernard Teissier. Cham: Springer , 2024.Vol. 2353. Lecture Notes in Mathematics. v-vi.PUB | DOI | WoS
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2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2990509Federico, Salvatore, Ferrari, Giorgio, Riedel, Frank, and Röckner, Michael. Variational Inequalities and Smooth-Fit Principle for Singular Stochastic Control Problems in Hilbert Spaces. Bielefeld: Center for Mathematical Economics, 2024. Center for Mathematical Economics Working Papers. 692.PUB | PDF
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2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2987158Bogachev, V. I., Röckner, Michael, and Shaposhnikov, S. V. “Kolmogorov Problems on Equations for Stationary and Transition Probabilities of Diffusion Processes”. Theory of Probability and its Applications 68.3 (2023): 342-369.PUB | DOI | WoS
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2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2982418Albeverio, Sergio, Kawabi, Hiroshi, Ihalache, Stefan-Radu, and Röckner, Michael. “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 (2023): 33-69.PUB | WoS
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2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2978304Liu, Wei, Röckner, Michael, Sun, Xiaobin, and Xie, Yingchao. “Strong Averaging Principle for Slow-Fast Stochastic Partial Differential Equations with Locally Monotone Coefficients”. Applied Mathematics and Optimization 87.3 (2023): 39.PUB | DOI | WoS
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2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2967252Bogachev, Vladimir I., Röckner, Michael, and Shaposhnikov, Stanislav V. “Zvonkin's transform and the regularity of solutions to double divergence form elliptic equations”. Communications in Partial Differential Equations (2022).PUB | DOI | WoS
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2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2965241Banas, Lubomir, Röckner, Michael, and Wilke, Andre. “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, Ben, Nendel, Max, and Röckner, Michael. Operator Semigroups in the Mixed Topology and the Infinitesimal description of Markov Processes. Bielefeld: Center for Mathematical Economics, 2022. Center for Mathematical Economics Working Papers. 665.PUB | PDF
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2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2962448Röckner, Michael, Xie, Longjie, and Yang, Li. “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, Max, and Röckner, Michael. “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 (2021): 4400-4428.PUB | DOI | WoS
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2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2959755Barbu, Viorel, and Röckner, Michael. “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: 2957066Liu, Wei, Röckner, Michael, and da Silva, Jose Luis. “Strong dissipativity of generalized time-fractional derivatives and quasi-linear (stochastic) partial differential equations”. Journal of Functional Analysis 281.8 (2021): 109135.PUB | DOI | WoS
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2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2956999Majid, Narges Rezvani, and Röckner, Michael. “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 (2021): 2150011.PUB | DOI | WoS
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2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2953834Röckner, Michael, Sun, Xiaobin, and Xie, Yingchao. “Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations”. Annales de l'Institut Henri Poincaré (B): Probability and Statistics 57.1 (2021): 547-576.PUB | DOI | WoS
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2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2942720Banas, Lubomir, Röckner, Michael, and Wilke, Andre. “Convergent numerical approximation of the stochastic total variation flow”. Stochastics and Partial Differential Equations : Analysis and Computations 9.2 (2020): 437-471.PUB | PDF | DOI | WoS
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2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948625Beznea, Lucian, Cimpean, Iulian, and Röckner, Michael. “A natural extension of Markov processes and applications to singular SDEs”. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 56.4 (2020): 2480-2506.PUB | DOI | WoS
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2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946115Barbu, Viorel, and Röckner, Michael. “Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs”. Stochastics and Partial Differential Equations: Analysis and Computations (2020).PUB | DOI | WoS
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2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2943809Da Prato, Giuseppe, Flandoli, Franco, and Röckner, Michael. “Continuity equation in LlogL for the 2D Euler equations under the enstrophy measure”. STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS (2020).PUB | DOI | WoS
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2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2941889Bogachev, Vladimir I., Röckner, Michael, and Shaposhnikov, Stanislav 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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2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2940088Liu, Wei, Röckner, Michael, Sun, Xiaobin, and Xie, Yingchao. “Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients”. JOURNAL OF DIFFERENTIAL EQUATIONS 268.6 (2020): 2910-2948.PUB | DOI | WoS
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2936013Nendel, Max, and Röckner, Michael. Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 618.PUB | PDF
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2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935374Federico, Salvatore, Ferrari, Giorgio, Riedel, Frank, and Röckner, Michael. On a Class of Infinite-Dimensional Singular Stochastic Control Problems. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 614.PUB | PDF
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2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934374Huang, Xing, Röckner, Michael, and Wang, Feng-Yu. “Nonlinear Fokker–Planck equations for Probability Measures on Path Space and Path-Distribution Dependent SDEs”. Discrete and Continuous Dynamical Systems 39.6 (2019): 3017-3035.PUB | DOI | WoS
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2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2935865Bogachev, Vladimir I., Röckner, Michael, and Shaposhnikov, Stanislav V. “Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures”. Journal of Functional Analysis 276.12 (2019): 3681-3713.PUB | DOI | WoS
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2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936025Beznea, Lucian, Cimpean, Iulian, and Röckner, Michael. “A new approach to the existence of invariant measures for Markovian semigroups”. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 55.2 (2019): 977-1000.PUB | DOI | WoS
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2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934350Herr, Sebastian, Röckner, Michael, and Zhang, Deng. “Scattering for stochastic nonlinear Schrödinger equations”. Communications in Mathematical Physics 368.2 (2019): 843–884.PUB | DOI | Download (ext.) | WoS | arXiv
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2931102Barbu, Viorel, and Röckner, Michael. “Variational solutions to nonlinear stochastic differential equations in Hilbert spaces”. Stochastics and Partial Differential Equations: Analysis and Computations 6.3 (2018): 500-524.PUB | DOI | WoS
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2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2919064Grigoryan, Alexander, Ouyang, Shunxiang, and Röckner, Michael. “Heat kernel estimates for an operator with a singular drift and isoperimetric inequalities”. JOURNAL FUR DIE REINE UND ANGEWANDTE MATHEMATIK 736.736 (2018): 1-31.PUB | DOI | WoS
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2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916350Barbu, Viorel, Röckner, Michael, and Russo, Francesco. “Doubly probabilistic representation for the stochastic porous media type equation”. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 53.4 (2017): 2043-2073.PUB | DOI | WoS
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2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916113Barbu, Viorel, and Röckner, Michael. “A splitting algorithm for stochastic partial differential equations driven by linear multiplicative noise”. Stochastics and Partial Differential Equations: Analysis and Computations 5.4 (2017): 457-471.PUB | DOI | WoS
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2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2910486Gess, Benjamin, and Röckner, Michael. “STOCHASTIC VARIATIONAL INEQUALITIES AND REGULARITY FOR DEGENERATE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS”. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY 369.5 (2017): 3017-3045.PUB | DOI | WoS
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2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2907737Röckner, Michael, Shin, Jiyong, and Trutnau, Gerald. “Non-symmetric distorted Brownian motion: Strong solutions, strong Feller property and non-explosion results”. Discrete and Continuous Dynamical Systems. Series B 21.9 (2016): 3219-3237.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911801Barbu, Viorel, Da Prato, Giuseppe, and Röckner, Michael. “Transition Semigroup”. Stochastic porous media equations. Ed. Viorel Barbu, Giuseppe Da Prato, and Michael Röckner. Cham: Springer Int Publishing AG, 2016.Vol. 2163. Lecture Notes in Mathematics. 167-195.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911796Barbu, Viorel, Da Prato, Giuseppe, and Röckner, Michael. “Equations with Lipschitz Nonlinearities”. Stochastic porous media equations. Ed. Viorel Barbu, Giuseppe Da Prato, and Michael Röckner. Cham: Springer , 2016.Vol. 2163. Lecture Notes in Mathematics. 19-47.PUB | DOI | WoS
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2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2905502Bogachev, Vladimir I., Röckner, Michael, and Shaposhnikov, Stanislav V. “Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations”. Journal of Functional Analysis 271.5 (2016): 1262-1300.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911797Barbu, Viorel, Da Prato, Giuseppe, and Röckner, Michael. “Equations with Maximal Monotone Nonlinearities”. Stochastic porous media equations. Ed. Viorel Barbu, Giuseppe Da Prato, and Michael Röckner. Cham: Springer , 2016.Vol. 2163. Lecture Notes in Mathematics. 49-93.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911798Barbu, Viorel, Da Prato, Giuseppe, and Röckner, Michael. “Variational Approach to Stochastic Porous Media Equations”. Stochastic porous media equations. Ed. Viorel Barbu, Giuseppe Da Prato, and Michael Röckner. Cham: Springer Int Publishing AG, 2016.Vol. 2163. Lecture Notes in Mathematics. 95-106.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911794Barbu, Viorel, Da Prato, Giuseppe, and Röckner, Michael. “Stochastic Porous Media Equations Introduction”. Stochastic porous media equations. Ed. Viorel Barbu, Giuseppe Da Prato, and Michael Röckner. Cham: Springer Int Publishing AG, 2016.Vol. 2163. Lecture Notes in Mathematics. 1-18.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911800Barbu, Viorel, Da Prato, Giuseppe, and Röckner, Michael. “The Stochastic Porous Media Equations in ℝ<sup>d</sup>”. Stochastic porous media equations. Ed. Viorel Barbu, Giuseppe Da Prato, and Michael Röckner. Cham: Springer Int Publishing AG, 2016.Vol. 2163. Lecture Notes in Mathematics. 133-165.PUB | DOI | WoS
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2016 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 2911799Barbu, Viorel, Da Prato, Giuseppe, and Röckner, Michael. “L-1-Based Approach to Existence Theory for Stochastic Porous Media Equations”. Stochastic porous media equations. Ed. Viorel Barbu, Giuseppe Da Prato, and Michael Röckner. Cham: Springer Int Publishing AG, 2016.Vol. 2163. Lecture Notes in Mathematics. 107-131.PUB | DOI | WoS
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2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2901228Bogachev, Vladimir I., Da Prato, Giuseppe, Röckner, Michael, and Shaposhnikov, Stanislav V. “An analytic approach to infinite-dimensional continuity and fokker-planck-kolmogorov equations”. Annali Della Scuola Normale Superiore Di Pisa-classe Di Scienze 14.3 (2015): 983-1023.PUB | DOI | WoS
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2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2772441Röckner, Michael, Zhu, Rongchan, and Zhu, Xiangchan. “Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions”. Nonlinear Analysis Theory Methods & Applications 125 (2015): 358-397.PUB | DOI | WoS
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677412Albeverio, Sergio, Röckner, Michael, and Yoshida, Minoru 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 17.1 (2014): 1450002.PUB | DOI | WoS
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2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2677363Röckner, Michael, Zhu, Rongchan, and Zhu, Xiangchan. “Local existence and non-explosion of solutions for stochastic fractional partial differential equations driven by multiplicative noise”. Stochastic Processes and their Applications 124.5 (2014): 1974-2002.PUB | DOI | WoS
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2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2612709Barbu, Viorel, and Röckner, Michael. “Stochastic Variational Inequalities and Applications to the Total Variation Flow Perturbed by Linear Multiplicative Noise”. Archive For Rational Mechanics And Analysis 209.3 (2013): 797-834.PUB | DOI | WoS
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2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2625721Bogachev, Vladimir I., Röckner, Michael, and Shaposhnikov, Stanislav V. “On uniqueness of solutions to the Cauchy problem for degenerate Fokker-Planck-Kolmogorov equations”. Journal Of Evolution Equations 13.3 (2013): 577-593.PUB | DOI | WoS
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2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2636018Da Prato, Giuseppe, Flandoli, F., Priola, E., and Röckner, Michael. “Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift”. The Annals Of Probability 41.5 (2013): 3306-3344.PUB | DOI | WoS
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2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2560367Da Prato, Giuseppe, and Röckner, Michael. “Well posedness of Fokker-Planck equations for generators of time-inhomogeneous Markovian transition probabilities”. Rendiconti Lincei - Matematica E Applicazioni 23.4 (2012): 361-376.PUB | DOI | WoS
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2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2493091Barbu, Viorel, Da Prato, Giuseppe, and Röckner, Michael. “Finite time extinction of solutions to fast diffusion equations driven by linear multiplicative noise”. Journal of Mathematical Analysis and Applications 389.1 (2012): 147-164.PUB | DOI | WoS
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2454846Barbu, Viorel, Röckner, Michael, and Russo, Francesco. “Probabilistic representation for solutions of an irregular porous media type equation: the degenerate case”. Probability Theory and Related Fields 151.1-2 (2011): 1-43.PUB | DOI | WoS
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2440773Beznea, Lucian, and Röckner, Michael. “From resolvents to cadlag processes through compact excessive functions and applications to singular SDE on Hilbert spaces”. Bulletin des Sciences Mathématiques 135.6-7 (2011): 844-870.PUB | DOI | WoS
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2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2003388Beyn, Wolf-Jürgen, Gess, Benjamin, Lescot, Paul, and Röckner, Michael. “The Global Random Attractor for a Class of Stochastic Porous Media Equations”. Communications in Partial Differential Equations 36.3 (2011): 446-469.PUB | DOI | WoS
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2010 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1796081Röckner, Michael, and Wang, Feng-Yu. “LOG-HARNACK INEQUALITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES AND ITS CONSEQUENCES”. Infinite Dimensional Analysis, Quantum Probability and Related Topics 13.1 (2010): 27-37.PUB | DOI | WoS
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2009 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1635704Bogachev, Vladimir I., Da Prato, Giuseppe, and Röckner, Michael. “Fokker-Planck equations and maximal dissipativity for Kolmogorov operators with time dependent singular drifts in Hilbert spaces”. Journal of Functional Analysis 256.4 (2009): 1269-1298.PUB | DOI | WoS
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2008 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1636506Bogachev, Vladimir I., Röckner, Michael, and Shaposhnikov, S. V. “Estimates of Densities of Stationary Distributions and Transition Probabilities of Diffusion Processes ”. Theory of Probability & Its Applications 52.2 (2008): 209-236.PUB | DOI | WoS
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2008 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1592122Beznea, Lucian, Boboc, Nicu, and Röckner, Michael. “Markov processes associated with L-P-resolvents, applications to quasi-regular Dirichlet forms and stochastic differential equations”. Comptes Rendus Mathematique 346.5-6 (2008): 323-328.PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794538Prévôt, Claudia, and Röckner, Michael. “Weak and Strong Solutions: the Yamada-Watanabe Theorem”. A Concise Course on Stochastic Partial Differential Equations. Ed. Claudia Prévôt and Michael Röckner. Berlin: Springer, 2007.Vol. 1905. Lecture Notes in Mathematics. 121-132.PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794526Prévôt, Claudia, and Röckner, Michael. “The Bochner Integral”. A Concise Course on Stochastic Partial Differential Equations. Ed. Claudia Prévôt and Michael Röckner. Berlin: Springer, 2007.Vol. 1905. Lecture Notes in Mathematics. 105-108.PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794520Prévôt, Claudia, and Röckner, Michael. “Stochastic Differential Equations in Finite Dimensions”. A Concise Course on Stochastic Partial Differential Equations. Ed. Claudia Prévôt and Michael Röckner. Berlin: Springer, 2007.Vol. 1905. Lecture Notes in Mathematics. 43-54.PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794532Prévôt, Claudia, and Röckner, Michael. “Pseudo Inverse of Linear Operators”. A Concise Course on Stochastic Partial Differential Equations. Ed. Claudia Prévôt and Michael Röckner. Berlin: Springer, 2007.Vol. 1905. Lecture Notes in Mathematics. 115-117.PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794529Prévôt, Claudia, and Röckner, Michael. “Nuclear and Hilbert-Schmidt Operators”. A Concise Course on Stochastic Partial Differential Equations. Ed. Claudia Prévôt and Michael Röckner. Berlin: Springer, 2007.Vol. 1905. Lecture Notes in Mathematics. 109-113.PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794535Prévôt, Claudia, and Röckner, Michael. “Some Tools from Real Martingale Theory”. A Concise Course on Stochastic Partial Differential Equations. Ed. Claudia Prévôt and Michael Röckner. Berlin: Springer, 2007.Vol. 1905. Lecture Notes in Mathematics. 119-119.PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794541Prévôt, Claudia, and Röckner, Michael. “Strong, Mild and Weak Solutions”. A Concise Course on Stochastic Partial Differential Equations. Ed. Claudia Prévôt and Michael Röckner. Berlin: Springer, 2007.Vol. 1905. Lecture Notes in Mathematics. 133-136.PUB | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794514Prévôt, Claudia, and Röckner, Michael. “Motivation, Aims and Examples”. A Concise Course on Stochastic Partial Differential Equations. Ed. Claudia Prévôt and Michael Röckner. Berling: Springer, 2007.Vol. 1905. Lecture Notes in Mathematics. 1-4.PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794523Prévôt, Claudia, and Röckner, Michael. “A Class of Stochastic Differential Equations”. A Concise Course on Stochastic Partial Differential Equations. Ed. Claudia Prévôt and Michael Röckner. Berlin ; Heidelberg: Springer, 2007.Vol. 1905. Lecture Notes in Mathematics. 55-103.PUB | DOI | WoS
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2007 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1794517Prévôt, Claudia, and Röckner, Michael. “The Stochastic Integral in General Hilbert Spaces (w.r.t. Brownian Motion)”. A Concise Course on Stochastic Partial Differential Equations. Ed. Claudia Prévôt and Michael Röckner. Berlin ; Heidelberg: Springer, 2007.Vol. 1905. Lecture Notes in Mathematics. 5-42.PUB | DOI | WoS
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1874564Röckner, Michael, and Sobol, Zeev. “Kolmogorov Equations in Infinite Dimensions: Well-Posedness, Regularity of Solutions, and Applications to Stochastic Generalized Burgers Equations”. The Annals of Probability 34.2 (2006): 663-727.PUB | DOI | Download (ext.) | WoS
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2006 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1872394Bogachev, Vladimir I., Da Prato, Giuseppe, Röckner, Michael, and Sobol, Zeev. “Gradient bounds for solutions of elliptic and parabolic equations”. Stochastic Differential Equations and Applications - VII. Ed. Giuseppe Da Prato and Luciano Tubaro. Boca Raton: Chapman & Hall/CRC, 2006.Vol. 245. Lecture notes in pure and applied mathematics. 27-34.PUB | Download (ext.)
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1596907Beznea, Lucian, Boboc, Nicu, and Röckner, Michael. “Markov processes associated with L-p-resolvents and applications to stochastic differential equations on Hilbert space”. Journal of Evolution Equations 6.4 (2006): 745-772.PUB | DOI | WoS
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1599008Barbu, Viorel, Bogachev, Vladimir I., Da Prato, Giuseppe, and Röckner, Michael. “Weak solutions to the stochastic porous media equation via Kolmogorov equations: The degenerate case”. Journal of Functional Analysis 237.1 (2006): 54-75.PUB | DOI | WoS
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2006 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1600893Da Prato, Giuseppe, Röckner, Michael, Rozovskii, B.L., and Wang, Feng-Yu. “Strong solutions of stochastic generalized porous media equations: Existence, uniqueness, and ergodicity”. Communications in Partial Differential Equations 31.2 (2006): 277-291.PUB | DOI | WoS
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2005 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1872405Bernabei, Simonetta, Röckner, Michael, Yoshida, MInoru W., and Albeverio, Sergio. “Homogenization with respect to Gibbs measures for periodic drift diffusions on lattices”. Comptes Rendus Mathematique 341.11 (2005): 675-678.PUB | DOI | WoS
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2005 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1872430Bogachev, Vladimir I., Röckner, Michael, and Shaposhnikov, Stanislav V. “Global regularity and bounds for solutions of parabolic equations for probability measures”. SIAM Theory of Probability and its Applications 50.4 (2005): 561-581.PUB | DOI | Download (ext.) | WoS
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2005 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1872422Ren, Jiagang, and Röckner, Michael. “A remark on sets in infinite dimensional spaces with full or zero capacity”. Stochastic Analysis: Classical and Quantum. Perspectives of white noise theory. Singapore: World Scientific, 2005. 177-186.PUB | Download (ext.)
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2005 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1874572Röckner, Michael. “PDE Approach to Invariant and Gibbs Measures with Applications”. Infinite Dimensional Harmonic Analysis III. Ed. Herbert Heyer. Hackensack, N.J: World Scientific, 2005.Vol. 3. Infinite dimensional harmonic analysis. 351.PUB | Download (ext.)
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2005 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1605081Cerrai, Sandra, and Röckner, Michael. “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 (2005): 69-105.PUB | DOI | WoS
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2005 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1874610Albeverio, Sergio, Röckner, Michael, Pasurek, Tatiana, and Kondratiev, Yuri. “Euclidean Gibbs Measures of Quantum Crystals: Existence, Uniqueness and A-Priori Estimates”. Interacting Stochastic Systems. Ed. Jean-Dominique Deuschel. Berlin: Springer, 2005. 29-54.PUB
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2004 | Konferenzbeitrag | Veröffentlicht | PUB-ID: 1877234Da Prato, Guiseppe, and Röckner, Michael. “Invariant Measures for a Stochastic Porous Medium Equation”. Stochastic Analysis and Related Topics. Ed. Hiroshi Kunita, Shinzo Watanabe, and Yoichiro Takahashi. Tokyo: Mathematical Soc. of Japan, 2004.Vol. 41. Advanced studies in pure mathematics. 13-29.PUB | DOI
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2004 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1606613Röckner, Michael, and Zhang, Tusheng S. “Sample path large deviations for diffusion processes on configuration spaces over a Riemannian manifold”. Publications of the Research Institute for Mathematical Sciences 40.2 (2004): 385-427.PUB | DOI | WoS
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2003 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1611843Albeverio, Sergio, Kondratiev, Yuri, Kozitsky, Yuri, and Röckner, Michael. “Quantum stabilization in anharmonic crystals”. PHYSICAL REVIEW LETTERS 90.17 (2003): 170603.PUB | DOI | WoS | PubMed | Europe PMC
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1615560Bogachev, VI, Krylov, NV, and Röckner, Michael. “On regularity of transition probabilities and invariant measures of singular diffusions under minimal conditions”. Communications in Partial Differential Equations 26.11-12 (2001): 2037-2080.PUB | DOI | WoS
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1617681Bogachev, Vladimir, Röckner, Michael, and Wang, Feng-Yu. “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 (2001): 333-338.PUB | DOI | WoS
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1615484Finkelshtein, DL, Kondratiev, Yuri, Röckner, Michael, and Konstantinov, AY. “Gauss formula and symmetric extensions of the Laplacian on configuration spaces”. INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS 4.4 (2001): 489-509.PUB | DOI | WoS
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1615500Albeverio, Sergio, Kondratiev, Yuri, Pasurek, Tatiana, and Röckner, Michael. “Gibbs states on loop lattices: existence and a priori estimates”. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE 333.11 (2001): 1005-1009.PUB | DOI | WoS
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2001 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1617918Albeverio, Sergio, Kondratiev, Yuri, Kozitsky, Yuri, and Röckner, Michael. “Uniqueness for Gibbs measures of quantum lattices in small mass regime”. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 37.1 (2001): 43-69.PUB | DOI | WoS
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2000 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1620414Albeverio, Sergio, Kondratiev, Yuri, Röckner, Michael, and Tsikalenko, Tatiana V. “A priori estimates for symmetrizing measures and their applications to Gibbs states”. JOURNAL OF FUNCTIONAL ANALYSIS 171.2 (2000): 366-400.PUB | DOI | WoS
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1999 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1620659Liskevich, Vitali, Sobol, Zeev, and Röckner, Michael. “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 (1999): 487-502.PUB | DOI | WoS
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1999 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1621467Bogachev, Vladimir, and Röckner, Michael. “Elliptic equations for infinite dimensional probability distributions and Lyapunov functions”. Comptes Rendus de l'Académie des Sciences - Series I - Mathematics 329.8 (1999): 705-710.PUB | DOI | WoS
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1999 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1622749Albeverio, Sergio, Kondratiev, Yuri, Röckner, Michael, and Tsikalenko, Tatiana V. “A-priori estimates and existence of Gibbs measures: a simplified proof”. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE 328.11 (1999): 1049-1054.PUB | DOI | WoS
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1998 | Sammelwerksbeitrag | Veröffentlicht | PUB-ID: 1884927Röckner, Michael. “Stochastic Analysis on Configuration Spaces: Basic Ideas and Recent Results”. New Directions in Dirichlet Forms. Ed. Jürgen Jost. Providence, RI: American Mathematical Society, 1998. Studies in Advances Mathematics. 157-231.PUB
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1998 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1884916Liskevich, Vitali I., and Röckner, Michael. “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 (1998): 69-91.PUB
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1996 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 1628378Albeverio, Sergio, Kondratiev, Yuri, and Röckner, Michael. “Canonical Dirichlet operator and distorted Brownian motion on Poisson spaces”. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE 323.11 (1996): 1179-1184.PUB | WoS
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