29 citations · 29 across the 2 of their papers we have counts for
5 papers
Hypoellipticity in infinite dimensions and an application in interest rate theory
Fabrice Baudoin, Josef Teichmann
We apply methods from Malliavin calculus to prove an infinite-dimensional version of Hormander's theorem for stochastic evolution equations in the spirit of Da Prato-Zabczyk. This…
A hyper-geometric approach to the BMV-conjecture
Michaeln Drmota, Walter Schachermayer, Josef Teichmann
We provide a representation of the (signed) BMV-measure by stochastic means and prove positivity of the respective measures in dimension in several non-trivial cases by combi…
On Finite-dimensional Term Structure models
Damir Filipovic, Josef Teichmann
In this paper we provide the characterization of all finite-dimensional Heath--Jarrow--Morton models that admit arbitrary initial yield curves. It is well known that affine term st…
Regularity of finite-dimensional realizations for Evolution Equations
Damir Filipovic, Josef Teichmann
We show that a continuous local semiflow of -maps on a finite-dimensional -manifold M can be embedded into a local -flow on M under some weak (necessary) assumptions…
Smooth perfectness through decomposition of diffeomorphisms into fiber preserving ones
Stefan Haller, Josef Teichmann
We show that on a closed smooth manifold equipped with fiber bundle structures whose vertical distributions span the tangent bundle, every smooth diffeomorphism of …