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Anzahl der Publikationen: 15
Zeitschriftenartikel
Kalinin, Alexander 
ORCID: https://orcid.org/0000-0003-4069-1953; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2. November 2024):
Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach.
In: Stochastics and Dynamics
ORCID: https://orcid.org/0000-0003-4069-1953; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2. November 2024):
Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach.
In: Stochastics and Dynamics
Baños, David ORCID: https://orcid.org/0000-0002-3221-4009; Bauer, Martin; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2024):
Restoration of Well-Posedness of Infinite-Dimensional Singular ODE’s via Noise.
In: Potential Analysis, Bd. 60, Nr. 2: S. 759-805
[PDF, 2MB]
ORCID: https://orcid.org/0000-0002-3221-4009; Bauer, Martin; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2024):
Restoration of Well-Posedness of Infinite-Dimensional Singular ODE’s via Noise.
In: Potential Analysis, Bd. 60, Nr. 2: S. 759-805
[PDF, 2MB]
Kalinin, Alexander ORCID: https://orcid.org/0000-0003-4069-1953; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2024):
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments.
In: Journal of Theoretical Probability [Forthcoming]
ORCID: https://orcid.org/0000-0003-4069-1953; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2024):
Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments.
In: Journal of Theoretical Probability [Forthcoming]
Bauer, Martin; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2018):
Strong solutions of mean-field stochastic differential equations with irregular drift.
In: Electronic Journal of Probability, Bd. 23, 132
ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2018):
Strong solutions of mean-field stochastic differential equations with irregular drift.
In: Electronic Journal of Probability, Bd. 23, 132
Banos, David R.; Duedahl, Sindre; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2018):
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle.
In: Annales de l'Institut Henri Poincaré (B): Probability and Statistics, Bd. 54, Nr. 3: S. 1464-1491
ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2018):
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle.
In: Annales de l'Institut Henri Poincaré (B): Probability and Statistics, Bd. 54, Nr. 3: S. 1464-1491
Menoukeu-Pamen, Olivier; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983; Nilssen, Torstein; Proske, Frank und Zhang, Tusheng
(2013):
A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s.
In: Mathematische Annalen, Bd. 357, Nr. 2: S. 761-799
ORCID: https://orcid.org/0000-0002-6374-7983; Nilssen, Torstein; Proske, Frank und Zhang, Tusheng
(2013):
A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s.
In: Mathematische Annalen, Bd. 357, Nr. 2: S. 761-799
Menoukeu Pamen, Olivier; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983; Proske, Frank und Binti Salleh, Hassilah
(2013):
Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps.
In: Stochastics, Bd. 85, Nr. 3: S. 431-463
ORCID: https://orcid.org/0000-0002-6374-7983; Proske, Frank und Binti Salleh, Hassilah
(2013):
Malliavin calculus applied to optimal control of stochastic partial differential equations with jumps.
In: Stochastics, Bd. 85, Nr. 3: S. 431-463
Mandrekar, Vidyadhar; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2011):
A Bayes Formula for Nonlinear Filtering with Gaussian and Cox Noise.
In: Journal of Probability and Statistics, Bd. 2011: S. 1-15
ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2011):
A Bayes Formula for Nonlinear Filtering with Gaussian and Cox Noise.
In: Journal of Probability and Statistics, Bd. 2011: S. 1-15
Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2010):
Construction of strong solutions of SDE's via Malliavin calculus.
In: Journal of Functional Analysis, Bd. 258, Nr. 11: S. 3922-3953
ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2010):
Construction of strong solutions of SDE's via Malliavin calculus.
In: Journal of Functional Analysis, Bd. 258, Nr. 11: S. 3922-3953
Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2010):
Explicit Representation of Strong Solutions of SDEs Driven by Infinite-Dimensional Lévy Processes.
In: Journal of Theoretical Probability, Bd. 23, Nr. 1: S. 301-314
ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2010):
Explicit Representation of Strong Solutions of SDEs Driven by Infinite-Dimensional Lévy Processes.
In: Journal of Theoretical Probability, Bd. 23, Nr. 1: S. 301-314
Nunno, Giulia Di; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983; Øksendal, Bernt und Proske, Frank
(2006):
Optimal portfolio for an insider in a market driven by Lévy processes§.
In: Quantitative Finance, Bd. 6, Nr. 1: S. 83-94
ORCID: https://orcid.org/0000-0002-6374-7983; Øksendal, Bernt und Proske, Frank
(2006):
Optimal portfolio for an insider in a market driven by Lévy processes§.
In: Quantitative Finance, Bd. 6, Nr. 1: S. 83-94
Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2006):
On the existence and explicit representability of strong solutions of Lévy noise driven SDE's with irregular coefficients.
In: Communications in Mathematical Sciences, Bd. 4, Nr. 1:
129 - 154
ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2006):
On the existence and explicit representability of strong solutions of Lévy noise driven SDE's with irregular coefficients.
In: Communications in Mathematical Sciences, Bd. 4, Nr. 1:
129 - 154
Di Nunno, Giulia; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983; Øksendal, Bernt und Proske, Frank
(2005):
Malliavin Claculus and Anticipative Itô Formulae for Lévy Processes.
In: Infinite Dimensional Analysis, Quantum Probability and Related Topics, Bd. 08, Nr. 02: S. 235-258
ORCID: https://orcid.org/0000-0002-6374-7983; Øksendal, Bernt und Proske, Frank
(2005):
Malliavin Claculus and Anticipative Itô Formulae for Lévy Processes.
In: Infinite Dimensional Analysis, Quantum Probability and Related Topics, Bd. 08, Nr. 02: S. 235-258
Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2004):
Explicit Solution of a Non-Linear Filtering Problem for Lévy Processes with Application to Finance.
In: Applied Mathematics and Optimization, Bd. 50, Nr. 2: S. 119-134
ORCID: https://orcid.org/0000-0002-6374-7983 und Proske, Frank
(2004):
Explicit Solution of a Non-Linear Filtering Problem for Lévy Processes with Application to Finance.
In: Applied Mathematics and Optimization, Bd. 50, Nr. 2: S. 119-134
Buchbeitrag
Sulem, Agnès; Kohatsu-Higa, Arturo; ksendal, Bernt; Proske, Frank; Di Nunno, Giulia und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(2009):
Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading.
In: Du, Qiang (Hrsg.):
Special Volume: Mathematical Modeling and Numerical Methods in Finance. Handbook of Numerical Analysis, Bd. 15. Amsterdam: North-Holland. S. 573-593
ORCID: https://orcid.org/0000-0002-6374-7983
(2009):
Anticipative Stochastic Control for Lévy Processes With Application to Insider Trading.
In: Du, Qiang (Hrsg.):
Special Volume: Mathematical Modeling and Numerical Methods in Finance. Handbook of Numerical Analysis, Bd. 15. Amsterdam: North-Holland. S. 573-593