514 citations
- Deutsches Zentrum für Luft- und Raumfahrt e. V. (DLR)DE5 papers
- Weierstrass Institute for Applied Analysis and StochasticsDE5 papers
- Centre National de la Recherche ScientifiqueFR4 papers
- ETH ZurichCH4 papers
- Institute of PhysicsPL4 papers
- Aarhus UniversityDK3 papers
- Freie Universität BerlinDE3 papers
- Lund UniversitySE3 papers
- University of SzczecinPL3 papers
- Berlin Mathematical SchoolDE2 papers
- Chemnitz University of TechnologyDE2 papers
- Duke UniversityUS2 papers
31 papers · 1 filter
Harnack Inequality for Functional SDEs with Bounded Memory
A. Es-Sarhir, M-K. von Renesse, M. Scheutzow
We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality \cite{MR1481127}.…
Indefinite Affine Hyperspheres Admitting a Pointwise Symmetry. Part 2
Christine Scharlach
An affine hypersurface is said to admit a pointwise symmetry, if there exists a subgroup of for all , which preserves (pointwise) the affine metr…
Periodic variable stars in CoRoT field LRa02 observed with BEST II
P. Kabath, A. Erikson, H. Rauer +8
The Berlin Exoplanet Search Telescope II (BEST II) is a small wide field-of-view photometric survey telescope system located at the Observatorio Cerro Armazones, Chile. The high du…
Identification of Variable Stars in COROT's First Main Observing Field (LRc1)
C. Karoff, H. Rauer, A. Erikson +7
The COROT space mission will monitor several target fields for up to 150 days to perform asteroseismology and to search for extrasolar planets by photometric transits. Variable sta…
Attractors and Expansion for Brownian Flows
Georgi Dimitroff, Michael Scheutzow
We show that a stochastic flow which is generated by a stochastic differential equation on with bounded volatility has a random attractor provided that the drift component i…
The Optimal Unbiased Value Estimator and its Relation to LSTD, TD and MC
Steffen Grünewälder, Klaus Obermayer
In this analytical study we derive the optimal unbiased value estimator (MVU) and compare its statistical risk to three well known value estimators: Temporal Difference learning (T…