PUB - Publikationen an der Universität Bielefeld

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• [9]
  

  2025 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 3000691

  L. Banas, G. Ferrari, and T.A. Randrianasolo, “Numerical Approximation of Dynkin Games with Asymmetric Information”, SIAM Journal on Control and Optimization, vol. 63, 2025, pp. 256-291.

  PUB | DOI | WoS | arXiv
   
• [8]
  

  2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2988110

  E. Hausenblas and T.A. Randrianasolo, “Wong–Zakai approximation of a stochastic partial differential equation with multiplicative noise”, Applicable Analysis, 2024, pp. 1-20.

  PUB | PDF | DOI
   
• [7]
  

  2024 | Preprint | Veröffentlicht | PUB-ID: 2987707

  E. Hausenblas and T.A. Randrianasolo, “A reduced-order modeling of pattern formations”, 2024.

  PUB | DOI
   
• [6]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964034

  L. Banas, et al., “Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics”, Journal of Scientific Computing, vol. 92, 2022, : 54.

  PUB | PDF | DOI | WoS
   
• [5]
  

  2021 | Preprint | Veröffentlicht | PUB-ID: 2939728

  L. Banas, G. Ferrari, and T.A. Randrianasolo, “Numerical approximation of the value of a stochastic differential game with asymmetric information”, arXiv:1912.13248, 2021.

  PUB | DOI | WoS | arXiv
   
• [4]
  

  2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2939974

  L. Banas, G. Ferrari, and T.A. Randrianasolo, Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information, Center for Mathematical Economics Working Papers, vol. 630, Bielefeld: Center for Mathematical Economics, 2019.

  PUB | PDF
   
• [3]
  

  2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2934005

  E. Hausenblas, T.A. Randrianasolo, and M. Thalhammer, “Theoretical study and numerical simulation of pattern formation in the deterministic and stochastic Gray--Scott equations”, Journal of Computational and Applied Mathematics, vol. 364, 2019, : 112335.

  PUB | PDF | DOI | WoS
   
• [2]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2919156

  E. Hausenblas and T.A. Randrianasolo, “Time-discretization of stochastic 2-D Navier--Stokes equations with a penalty-projection method”, Numerische Mathematik, vol. 143, 2019, pp. 339–378.

  PUB | DOI | Download (ext.) | WoS | arXiv
   
• [1]
  

  2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2919151

  H. Bessaih, et al., “Numerical approximation of stochastic evolution equations: Convergence in scale of Hilbert spaces”, Journal of Computational and Applied Mathematics, vol. 343, 2018, pp. 250-274.

  PUB | DOI | WoS | arXiv