Mark Lichtner

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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!

PublicationDate of PublicationType
How to choose the return model for market risk? Getting towards a right magnitude of stressed VaR
Quantitative Finance
2019-09-26Paper
On the stability of periodic orbits in delay equations with large delay
Discrete and Continuous Dynamical Systems
2013-11-11Paper
The spectrum of delay differential equations with large delay
SIAM Journal on Mathematical Analysis
2011-10-11Paper
Variation of Constants Formula for Hyperbolic Systems
Journal of Applied Analysis
2009-09-29Paper
Parallel Numerical Algorithm for the Traveling Wave Model
Springer Optimization and Its Applications
2009-03-12Paper
NUMERICAL ALGORITHMS FOR SIMULATION OF MULTISECTION LASERS BY USING TRAVELING WAVE MODEL
Mathematical Modelling and Analysis
2009-02-12Paper
Spectral mapping theorem for linear hyperbolic systems
Proceedings of the American Mathematical Society
2008-06-17Paper
Well‐posedness, smooth dependence and centre manifold reduction for a semilinear hyperbolic system from laser dynamics
Mathematical Methods in the Applied Sciences
2007-07-18Paper
Exponential dichotomy and smooth invariant center manifolds for semilinear hyperbolic systems2007-05-11Paper


Research outcomes over time


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