Sigurd Assing

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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!

Publication	Date of Publication	Type
Optimal Stopping with Trees: The Details	2022-10-10	Paper
Stochastic model reduction: convergence and applications to climate equations Journal of Evolution Equations	2022-01-06	Paper
On the collapse of trial solutions for a damped-driven nonlinear Schrödinger equation Nonlinearity	2018-10-08	Paper
A rigorous equation for the Cole-Hopf solution of the conservative KPZ equation Stochastic and Partial Differential Equations. Analysis and Computations	2015-01-23	Paper
On Trading American Put Options with Interactive Volatility	2014-11-25	Paper
Monotonicity of the value function for a two-dimensional optimal stopping problem The Annals of Applied Probability	2014-08-06	Paper
Monotonicity of the value function for a two-dimensional optimal stopping problem The Annals of Applied Probability	2014-08-06	Paper
On the spatial dynamics of the solution to the stochastic heat equation Electronic Journal of Probability	2014-01-17	Paper
A resolvent-type method for estimating time integrals of quadratic fluctuations in weakly asymmetric exclusion	2011-03-14	Paper
A limit theorem for quadratic fluctuations in symmetric simple exclusion Stochastic Processes and their Applications	2007-06-08	Paper
Invariant measures for stochastic heat equations with unbounded coefficients. Stochastic Processes and their Applications	2005-11-29	Paper
Comparison of systems of stochastic partial differential equations Stochastic Processes and their Applications	2002-08-29	Paper
A pregenerator for Burgers equation forced by conservative noise Communications in Mathematical Physics	2002-05-21	Paper
Infinite-dimensional Langevin equations: Uniqueness and rate of convergence for finite-dimensional approximations Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2001-09-19	Paper
Continuous strong Markov processes in dimension one Lecture Notes in Mathematics	1998-07-28	Paper
The behavior of solutions of stochastic differential inequalities Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	1996-08-27	Paper
On reflected solutions of stochasticdifferential equations with ordinary drift Stochastics and Stochastic Reports	1995-05-02	Paper
On stochastic differential equations without drift Stochastics and Stochastic Reports	1992-06-25	Paper

Research outcomes over time

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