User profiles for W. Stannat

Wilhelm Stannat

Professor für Stochastik, TU Berlin
Verified email at math.tu-berlin.de
Cited by 1781

[PDF][PDF] (Nonsymmetric) Dirichlet operators on : existence, uniqueness and associated Markov processes

W Stannat - Annali della Scuola Normale Superiore di Pisa-Classe …, 1999 - numdam.org
… is an arbitrary subspace, denote by Wo the subspace of all elements u e W such that is a
compact subset contained in U, and by Wb the subspace of all bounded elements in W. Finally, …

[BOOK][B] The theory of generalized Dirichlet forms and its applications in analysis and stochastics

W Stannat - 1999 - books.google.com
… Wilhelm Stannat, The theory of generalized Dirichlet forms and its applications in
analysis and stochastics, 1999 … If W is a subset of LP(E, m), let B, OW, B+ O. W and B: OW …

Risk-sensitive Markov control processes

Y Shen, W Stannat, K Obermayer - SIAM Journal on Control and Optimization, 2013 - SIAM
… Now we state the contraction theorem under the w-seminorm. … There exist nonnegative
constants c and w with 1 ≤ w < 1/α and a weight function w ≥ 1 such that ∀x ∈ X, (a) sup …

Long-time stability and accuracy of the ensemble Kalman--Bucy filter for fully observed processes and small measurement noise

J De Wiljes, S Reich, W Stannat - SIAM Journal on Applied Dynamical …, 2018 - SIAM
The ensemble Kalman filter has become a popular data assimilation technique in the
geosciences. However, little is known theoretically about its long term stability and accuracy. In this …

Mean field limit for disordered diffusions with singular interactions

E Luçon, W Stannat - 2014 - projecteuclid.org
Motivated by considerations from neuroscience (macroscopic behavior of large ensembles
of interacting neurons), we consider a population of mean field interacting diffusions in $\…

Uniqueness of solutions of elliptic equations and uniqueness of invariant measures of diffusions

VI Bogachev, M Rockner, W Stannat - Sbornik: Mathematics, 2002 - iopscience.iop.org
Let be a complete connected Riemannian manifold of dimension and let be a second order
elliptic operator on that has a representation in local coordinates, where, for some, and the …

Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions

S Mehri, M Scheutzow, W Stannat… - The Annals of Applied …, 2020 - JSTOR
… In this model, two variables, the voltage variable V having a cubic nonlinearity and a slower
recovery variable w describe the state of each neuron, that is reduced to one single point. …

McKean--Vlasov SDEs in nonlinear filtering

S Pathiraja, S Reich, W Stannat - SIAM Journal on Control and Optimization, 2021 - SIAM
STANNAT … Recall that if U, W are Banach spaces, the Fréchet derivative of a function f :
U → W at u ∈ U is a linear mapping L : U → W such that …

Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac

J Diehl, PK Friz, W Stannat - Annales de la Faculté des …, 2017 - afst.centre-mersenne.org
… In (2.1), replacing W by a rough path W, we are interested in the following formal equation
… When replacing W by a rough path W, we are interested in the following equation …

Uniqueness of solutions to weak parabolic equations for measures

…, G Da Prato, M Röckner, W Stannat - Bulletin of the London …, 2007 - Wiley Online Library
… Röckner and W. Stannat, ‘Uniqueness of solutions of elliptic equations and uniqueness of
invariant … Stannat Fakultät für Mathematik Universität Bielefeld D–33501 Bielefeld Germany …