Julia Ackermann

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stabilisation of stochastic single-file dynamics using port-Hamiltonian systems (available as arXiv preprint)	N/A	Paper
Multi-asset optimal trade execution with stochastic cross-effects: an Obizhaeva-Wang-type framework Mathematics and Financial Economics	2026-09-14	Paper
Matrix Riccati BSDEs with singular terminal condition and stochastic LQ control with linear terminal constraint (available as arXiv preprint)	2026-01-01	Paper
Time discretization of BSDEs with singular terminal condition using asymptotic expansion (available as arXiv preprint)	2026-01-01	Paper
Stochastic passivity in stochastic differential equations: a port-Hamiltonian perspective MCSS. Mathematics of Control, Signals, and Systems	2026-01-01	Paper
Correction to: ``Stochastic passivity in stochastic differential equations: a port-Hamiltonian perspective'' MCSS. Mathematics of Control, Signals, and Systems	2026-01-01	Paper
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the $L^p$-sense (available as arXiv preprint)	2025-01-01	Paper
Modelling car-following dynamics with stochastic input-state-output port-Hamiltonian systems (available as arXiv preprint)	2025-01-01	Paper
Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective (available as arXiv preprint)	2025-01-01	Paper
Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems Finance and Stochastics	2024-07-02	Paper
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the L^p-sense	2023-09-24	Paper
Inhomogeneous affine Volterra processes Stochastic Processes and their Applications	2022-06-20	Paper
Self-exciting price impact via negative resilience in stochastic order books	2021-12-07	Paper
Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models Finance and Stochastics	2021-11-02	Paper
Optimal trade execution in an order book model with stochastic liquidity parameters SIAM Journal on Financial Mathematics	2021-09-08	Paper

Research outcomes over time

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