4 papers
Optimal Control of McKean-Vlasov equations with controlled stochasticity
Luca Di Persio, Peter Kuchling
In this article, we analyse the existence of an optimal feedback controller of stochastic optimal control problems governed by SDEs which have the control in the diffusion part. To…
Wasserstein distance in terms of the comonotonicity Copula
Mariem Abdellatif, Peter Kuching, Barbara Rüdiger +1
The aim of this article is to write the -Wasserstein metric with the -norm, , on in terms of copula. In particular for the case of one-dimension…
Stability properties of some port-Hamiltonian SPDEs
Peter Kuchling, Barbara Rüdiger, Baris Ugurcan
We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential converg…
Analysis on the cone of discrete Radon measures
Dmitri Finkelshtein, Yuri Kondratiev, Peter Kuchling +2
We study analysis on the cone of discrete Radon measures over a locally compact Polish space . We discuss probability measures on the cone and the corresponding correlation meas…