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Grecksch, Wilfried

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Author ID: grecksch.wilfried Recent zbMATH articles by "Grecksch, Wilfried"
Published as: Grecksch, W.; Grecksch, Wilfried
Homepage: http://optimierung.mathematik.uni-halle.de/mitarbeiter/grecksch/
External Links: MGP · Wikidata · dblp · GND
Documents Indexed: 64 Publications since 1978, including 3 Books
Reviewing Activity: 162 Reviews
Biographic References: 1 Publication

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 279 times in 249 Documents Cited by Year
Stochastic evolution equations. A Hilbert space approach. Zbl 0831.60069
Grecksch, Wilfried; Tudor, Constantin
56
1995
Time-discretised Galerkin approximations of parabolic stochastic PDEs. Zbl 0880.35143
Grecksch, W.; Kloeden, P. E.
46
1996
Fractional diffusion and fractional heat equation. Zbl 0986.60077
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W.
43
2000
A parabolic stochastic differential equation with fractional Brownian motion input. Zbl 0937.60064
Grecksch, W.; Anh, V. V.
42
1999
Dynamic portfolio optimization with bounded shortfall risks. Zbl 1121.91046
Gabih, A.; Grecksch, W.; Wunderlich, R.
15
2005
Stochastic nonlinear equations of Schrödinger type. Zbl 1226.60092
Grecksch, Wilfried; Lisei, Hannelore
9
2011
A fractional stochastic evolution equation driven by fractional Brownian motion. Zbl 1049.60056
Anh, V. V.; Grecksch, W.
8
2003
Approximation of the stochastic Navier-Stokes equation. Zbl 0876.60042
Grecksch, Wilfried; Schmalfuß, Björn
8
1996
Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046
Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin
7
2011
\(Q\)-fractional Brownian motion in infinite dimensions with application to fractional Black-Scholes market. Zbl 1158.60364
Grecksch, W.; Roth, C.; Anh, V. V.
6
2009
A splitting method for a stochastic Goursat problem. Zbl 0931.60051
Anh, V. V.; Grecksch, W.; Wadewitz, A.
6
1999
A characterization of approximate solutions of multiobjective stochastic optimal control problems. Zbl 1049.93088
Grecksch, W.; Heyde, F.; Isac, G.; Tammer, Chr.
4
2003
Parabolic regularization of a first order stochastic partial differential equation. Zbl 0963.60054
Grecksch, W.; Tudor, C.
4
2000
Optimal portfolio strategies benchmarking the stock market. Zbl 1132.90008
Gabih, A.; Grecksch, W.; Richter, M.; Wunderlich, R.
3
2006
Derivation and application of quantum Hamilton equations of motion. Zbl 1358.81020
Köppe, J.; Grecksch, W.; Paul, W.
2
2017
Approximation of stochastic differential equations with modified fractional Brownian motion. Zbl 0922.60052
Grecksch, W.; Anh, V. V.
2
1998
A stochastic parabolic variational inequality. Zbl 0828.60045
Grecksch, W.
2
1995
\(\epsilon\)-optimal control of random parabolic differential equations by an elliptic approximation. Zbl 0735.93078
Grecksch, Wilfried
2
1991
Stochastische Evolutionsgleichungen und deren Steuerung. (Stochastic evolution equations and their control). Zbl 0659.60087
Grecksch, Wilfried
2
1987
\(\epsilon\)-optimale Steuerung einer linearen parabolischen Ito-Gleichung. (\(\epsilon\)-optimal control of a linear parabolic Ito equation). Zbl 0635.93078
Grecksch, Wilfried
2
1987
Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems. Zbl 1391.81026
Köppe, J.; Patzold, M.; Grecksch, W.; Paul, W.
1
2018
Stochastic control of individual’s health investments. Zbl 1332.93374
Glauben, Thomas; Grecksch, Wilfried; Burggraf, Christine
1
2015
Approximation of stochastic nonlinear equations of Schrödinger type by the splitting method. Zbl 1271.60073
Grecksch, Wilfried; Lisei, Hannelore
1
2013
A quasilinear stochastic partial differential equation driven by fractional white noise. Zbl 1140.60035
Grecksch, Wilfried; Roth, Christian
1
2007
An \(\varepsilon\)-optimal portfolio with stochastic volatility. Zbl 1133.91023
Gabih, Abdelali; Grecksch, Wilfried
1
2005
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems. Zbl 1115.93096
Heyde, F.; Grecksch, W.; Tammer, Chr.
1
2001
The Wiener-Hopf integral equation for fractional Riesz-Bessel motion. Zbl 0963.45006
Anh, V. V.; Grecksch, W.; Angulo, J. M.; Ruiz-Medina, M. D.
1
2000
Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators. Zbl 0955.60069
Grecksch, W.; Anh, V. V.
1
2000
Eine Ito-Formel für Hilbertraum-wertige zufällige Felder. Zbl 0484.60048
Grecksch, W.
1
1981
Steuerung zufälliger Felder auf der Grundlage eines Satzes vom Girsanov-Typ. Zbl 0481.93067
Grecksch, W.
1
1981
Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems. Zbl 1391.81026
Köppe, J.; Patzold, M.; Grecksch, W.; Paul, W.
1
2018
Derivation and application of quantum Hamilton equations of motion. Zbl 1358.81020
Köppe, J.; Grecksch, W.; Paul, W.
2
2017
Stochastic control of individual’s health investments. Zbl 1332.93374
Glauben, Thomas; Grecksch, Wilfried; Burggraf, Christine
1
2015
Approximation of stochastic nonlinear equations of Schrödinger type by the splitting method. Zbl 1271.60073
Grecksch, Wilfried; Lisei, Hannelore
1
2013
Stochastic nonlinear equations of Schrödinger type. Zbl 1226.60092
Grecksch, Wilfried; Lisei, Hannelore
9
2011
Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046
Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin
7
2011
\(Q\)-fractional Brownian motion in infinite dimensions with application to fractional Black-Scholes market. Zbl 1158.60364
Grecksch, W.; Roth, C.; Anh, V. V.
6
2009
A quasilinear stochastic partial differential equation driven by fractional white noise. Zbl 1140.60035
Grecksch, Wilfried; Roth, Christian
1
2007
Optimal portfolio strategies benchmarking the stock market. Zbl 1132.90008
Gabih, A.; Grecksch, W.; Richter, M.; Wunderlich, R.
3
2006
Dynamic portfolio optimization with bounded shortfall risks. Zbl 1121.91046
Gabih, A.; Grecksch, W.; Wunderlich, R.
15
2005
An \(\varepsilon\)-optimal portfolio with stochastic volatility. Zbl 1133.91023
Gabih, Abdelali; Grecksch, Wilfried
1
2005
A fractional stochastic evolution equation driven by fractional Brownian motion. Zbl 1049.60056
Anh, V. V.; Grecksch, W.
8
2003
A characterization of approximate solutions of multiobjective stochastic optimal control problems. Zbl 1049.93088
Grecksch, W.; Heyde, F.; Isac, G.; Tammer, Chr.
4
2003
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems. Zbl 1115.93096
Heyde, F.; Grecksch, W.; Tammer, Chr.
1
2001
Fractional diffusion and fractional heat equation. Zbl 0986.60077
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W.
43
2000
Parabolic regularization of a first order stochastic partial differential equation. Zbl 0963.60054
Grecksch, W.; Tudor, C.
4
2000
The Wiener-Hopf integral equation for fractional Riesz-Bessel motion. Zbl 0963.45006
Anh, V. V.; Grecksch, W.; Angulo, J. M.; Ruiz-Medina, M. D.
1
2000
Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators. Zbl 0955.60069
Grecksch, W.; Anh, V. V.
1
2000
A parabolic stochastic differential equation with fractional Brownian motion input. Zbl 0937.60064
Grecksch, W.; Anh, V. V.
42
1999
A splitting method for a stochastic Goursat problem. Zbl 0931.60051
Anh, V. V.; Grecksch, W.; Wadewitz, A.
6
1999
Approximation of stochastic differential equations with modified fractional Brownian motion. Zbl 0922.60052
Grecksch, W.; Anh, V. V.
2
1998
Time-discretised Galerkin approximations of parabolic stochastic PDEs. Zbl 0880.35143
Grecksch, W.; Kloeden, P. E.
46
1996
Approximation of the stochastic Navier-Stokes equation. Zbl 0876.60042
Grecksch, Wilfried; Schmalfuß, Björn
8
1996
Stochastic evolution equations. A Hilbert space approach. Zbl 0831.60069
Grecksch, Wilfried; Tudor, Constantin
56
1995
A stochastic parabolic variational inequality. Zbl 0828.60045
Grecksch, W.
2
1995
\(\epsilon\)-optimal control of random parabolic differential equations by an elliptic approximation. Zbl 0735.93078
Grecksch, Wilfried
2
1991
Stochastische Evolutionsgleichungen und deren Steuerung. (Stochastic evolution equations and their control). Zbl 0659.60087
Grecksch, Wilfried
2
1987
\(\epsilon\)-optimale Steuerung einer linearen parabolischen Ito-Gleichung. (\(\epsilon\)-optimal control of a linear parabolic Ito equation). Zbl 0635.93078
Grecksch, Wilfried
2
1987
Eine Ito-Formel für Hilbertraum-wertige zufällige Felder. Zbl 0484.60048
Grecksch, W.
1
1981
Steuerung zufälliger Felder auf der Grundlage eines Satzes vom Girsanov-Typ. Zbl 0481.93067
Grecksch, W.
1
1981
all top 5

Cited by 348 Authors

19 Anh, Vo V.
17 Grecksch, Wilfried
10 Ruiz-Medina, María Dolores
8 Lisei, Hannelore
8 Redmann, Martin
7 Leonenko, Nikolai N.
7 Maslowski, Bohdan
6 Angulo, José Miguel
6 Balasubramaniam, Pagavathigounder
6 Jentzen, Arnulf
6 McKibben, Mark Anthony
4 Bauzet, Caroline
4 Beghin, Luisa
4 Benner, Peter
4 Chen, Pengyu
4 Duncan, Tyrone E.
4 Kloeden, Peter Eris
4 Li, Yongxiang
4 Lu, Kening
4 Pasik-Duncan, Bozenna
4 Schurz, Henri
4 Vallet, Guy
4 Wang, Bixiang
4 Webster, Micah D.
4 Wittbold, Petra
4 Wunderlich, Ralf
4 Yang, Xiaoyuan
3 Al-Hussein, Abdulrahman
3 Gabih, Abdelali
3 Garrido-Atienza, María José
3 Issoglio, Elena
3 Keller, Diana
3 Liaskos, Konstantinos B.
3 Muthukumar, Palanisamy
3 Röckner, Michael
3 Roth, Christian J.
3 Wang, Guolian
3 Yong, Jiongmin
3 Zhang, Xuping
3 Zhang, Yinghan
2 Ahmed, Hamdy M.
2 Bao, Feng
2 Cao, Yanzhao
2 Chen, Zhen-Qing
2 Debussche, Arnaud
2 Guo, Boling
2 Huang, Jianhua
2 Huang, Shu-Shiang
2 Huang, Yenkun
2 Janke, Oliver
2 Kelbert, Mark Ya.
2 Kien, Bui Trong
2 Larsson, Stig
2 Liu, Fawang
2 Majee, Ananta K.
2 Márquez-Carreras, David
2 Nualart, David
2 Pantelous, Athanasios A.
2 Park, Jong Yeoul
2 Roberts, Anthony John
2 Sango, Mamadou
2 Sass, Jörn
2 Schmalfuß, Björn
2 Sharma, B. B.
2 Shen, Tianlong
2 Shi, KeHua
2 Shi, Yufeng
2 Shukla, Manoj Kumar
2 Stratis, Ioannis G.
2 Tindel, Samy
2 Torres, Soledad
2 Tsai, Che-Yuan
2 Tudor, Constantin
2 Turner, Ian William
2 Ungureanu, Viorica Mariela
2 van Neerven, Jan M. A. M.
2 Wang, Xiaojie
2 Wang, Yanqing
2 Wang, Yongjin
2 Wen, Jiaqiang
2 Yan, Xingxue
2 Yan, Zuomao
2 Yao, Jen-Chih
2 Zähle, Martina
2 Zhao, Weidong
1 Aboulalaâ, Adnan
1 Adamu, I. A.
1 Agarwal, Krishna K.
1 Ali, Muhammad Syed
1 Alipour, Mohsen
1 Alonso-Durán, María
1 Aminikhah, Hossein
1 Andersson, Adam
1 Araya, Héctor
1 Árciga-Alejandre, Martín P.
1 Ariza Hernandez, Francisco J.
1 Barbu, Viorel
1 Bäuerle, Nicole
1 Becker, Sebastian
1 Benth, Fred Espen
...and 248 more Authors
all top 5

Cited in 110 Serials

20 Stochastic Analysis and Applications
8 Applied Mathematics and Computation
8 Journal of Computational and Applied Mathematics
7 Journal of Mathematical Analysis and Applications
7 Optimization
7 Stochastic Processes and their Applications
7 Stochastics and Dynamics
6 Journal of Functional Analysis
5 Journal of Differential Equations
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 SIAM Journal on Control and Optimization
5 Discrete and Continuous Dynamical Systems
5 Mathematical Methods of Operations Research
5 Stochastic and Partial Differential Equations. Analysis and Computations
4 Computers & Mathematics with Applications
4 Journal of Mathematical Physics
4 Statistics & Probability Letters
4 Potential Analysis
4 Discrete and Continuous Dynamical Systems. Series B
3 Advances in Applied Probability
3 Mathematics of Computation
3 Chaos, Solitons and Fractals
3 Applied Mathematics and Optimization
3 Zeitschrift für Analysis und ihre Anwendungen
3 Fractional Calculus & Applied Analysis
2 International Journal of Control
2 Journal of Statistical Physics
2 The Annals of Probability
2 BIT
2 Collectanea Mathematica
2 Czechoslovak Mathematical Journal
2 Journal of Optimization Theory and Applications
2 Mathematische Nachrichten
2 SIAM Journal on Numerical Analysis
2 Systems & Control Letters
2 Applied Numerical Mathematics
2 Mathematical and Computer Modelling
2 Computational and Applied Mathematics
2 NoDEA. Nonlinear Differential Equations and Applications
2 Monte Carlo Methods and Applications
2 Abstract and Applied Analysis
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 International Journal of Theoretical and Applied Finance
2 Stochastic Environmental Research and Risk Assessment
2 Methodology and Computing in Applied Probability
2 Journal of Applied Mathematics and Computing
2 Stochastics
1 Computer Methods in Applied Mechanics and Engineering
1 Journal of the Franklin Institute
1 Mathematical Methods in the Applied Sciences
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Applied Probability
1 Journal of Mathematical Economics
1 Mathematics of Operations Research
1 Numerical Functional Analysis and Optimization
1 Numerische Mathematik
1 Osaka Journal of Mathematics
1 Insurance Mathematics & Economics
1 Chinese Annals of Mathematics. Series B
1 Journal of Complexity
1 Numerical Methods for Partial Differential Equations
1 Journal of Economic Dynamics & Control
1 MCSS. Mathematics of Control, Signals, and Systems
1 Forum Mathematicum
1 Journal of Applied Mathematics and Stochastic Analysis
1 Annals of Operations Research
1 International Journal of Adaptive Control and Signal Processing
1 Applications of Mathematics
1 Numerical Algorithms
1 International Journal of Computer Mathematics
1 Computational Statistics and Data Analysis
1 Journal of Dynamics and Differential Equations
1 Journal of Nonlinear Science
1 Applied Mathematics. Series B (English Edition)
1 Random Operators and Stochastic Equations
1 Applied Mathematical Finance
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 Mathematical Finance
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Nonlinear Dynamics
1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Discrete Dynamics in Nature and Society
1 Extremes
1 LMS Journal of Computation and Mathematics
1 Scandinavian Actuarial Journal
1 Dynamical Systems
1 Foundations of Computational Mathematics
1 Stochastic Models
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Communications on Pure and Applied Analysis
1 Milan Journal of Mathematics
1 Journal of Hyperbolic Differential Equations
1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
1 Computational & Mathematical Methods in Medicine
1 Science China. Mathematics
1 International Journal of Stochastic Analysis
1 Afrika Matematika
...and 10 more Serials

Citations by Year

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