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Author ID: grecksch.wilfried Recent zbMATH articles by "Grecksch, Wilfried"
Published as: Grecksch, Wilfried; Grecksch, W.
Homepage: http://optimierung.mathematik.uni-halle.de/mitarbeiter/grecksch/
External Links: MGP · Wikidata · dblp · GND
Documents Indexed: 66 Publications since 1978, including 2 Books
3 Contributions as Editor
Reviewing Activity: 162 Reviews
Biographic References: 1 Publication
Co-Authors: 35 Co-Authors with 53 Joint Publications
870 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

35 Publications have been cited 357 times in 320 Documents Cited by Year
Stochastic evolution equations. A Hilbert space approach. Zbl 0831.60069
Grecksch, Wilfried; Tudor, Constantin
72
1995
A parabolic stochastic differential equation with fractional Brownian motion input. Zbl 0937.60064
Grecksch, W.; Anh, V. V.
52
1999
Time-discretised Galerkin approximations of parabolic stochastic PDEs. Zbl 0880.35143
Grecksch, W.; Kloeden, P. E.
51
1996
Fractional diffusion and fractional heat equation. Zbl 0986.60077
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W.
48
2000
Dynamic portfolio optimization with bounded shortfall risks. Zbl 1121.91046
Gabih, A.; Grecksch, W.; Wunderlich, R.
17
2005
Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046
Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin
13
2011
Stochastic nonlinear equations of Schrödinger type. Zbl 1226.60092
Grecksch, Wilfried; Lisei, Hannelore
13
2011
Approximation of the stochastic Navier-Stokes equation. Zbl 0876.60042
Grecksch, Wilfried; Schmalfuß, Björn
12
1996
\(Q\)-fractional Brownian motion in infinite dimensions with application to fractional Black-Scholes market. Zbl 1158.60364
Grecksch, W.; Roth, C.; Anh, V. V.
8
2009
A fractional stochastic evolution equation driven by fractional Brownian motion. Zbl 1049.60056
Anh, V. V.; Grecksch, W.
8
2003
A splitting method for a stochastic Goursat problem. Zbl 0931.60051
Anh, V. V.; Grecksch, W.; Wadewitz, A.
7
1999
A characterization of approximate solutions of multiobjective stochastic optimal control problems. Zbl 1049.93088
Grecksch, W.; Heyde, F.; Isac, G.; Tammer, Chr.
7
2003
Derivation and application of quantum Hamilton equations of motion. Zbl 1358.81020
Köppe, J.; Grecksch, W.; Paul, W.
6
2017
Approximation of stochastic nonlinear equations of Schrödinger type by the splitting method. Zbl 1271.60073
Grecksch, Wilfried; Lisei, Hannelore
5
2013
Stochastische Evolutionsgleichungen und deren Steuerung. (Stochastic evolution equations and their control). Zbl 0659.60087
Grecksch, Wilfried
4
1987
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
Approximation of stochastic differential equations with modified fractional Brownian motion. Zbl 0922.60052
Grecksch, W.; Anh, V. V.
3
1998
Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes. Zbl 1353.60060
Grecksch, Wilfried; Lisei, Hannelore
2
2016
\(\epsilon\)-optimal control of random parabolic differential equations by an elliptic approximation. Zbl 0735.93078
Grecksch, Wilfried
2
1991
A stochastic parabolic variational inequality. Zbl 0828.60045
Grecksch, W.
2
1995
Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems. Zbl 1391.81026
Köppe, J.; Patzold, M.; Grecksch, W.; Paul, W.
2
2018
\(\epsilon\)-optimale Steuerung einer linearen parabolischen Ito-Gleichung. (\(\epsilon\)-optimal control of a linear parabolic Ito equation). Zbl 0635.93078
Grecksch, Wilfried
2
1987
Inverse problem of estimating the stochastic flexural rigidity in fourth-order models. Zbl 1482.35274
Grecksch, Wilfried; Jadamba, Baasansuren; Khan, Akhtar A.; Sama, Miguel; Tammer, Christiane
2
2021
Stochastic Schrödinger equations. Zbl 1453.49009
Grecksch, Wilfried; Lisei, Hannelore
2
2020
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 for multidimensional systems. Zbl 1509.81051
Beyer, M.; Patzold, M.; Grecksch, W.; Paul, W.
1
2019
Stochastic Schrödinger equation driven by cylindrical Wiener process and fractional Brownian motion. Zbl 1265.60112
Grecksch, Wilfried; Lisei, Hannelore
1
2011
A quasilinear stochastic partial differential equation driven by fractional white noise. Zbl 1140.60035
Grecksch, Wilfried; Roth, Christian
1
2007
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
Stochastic control of individual’s health investments. Zbl 1332.93374
Glauben, Thomas; Grecksch, Wilfried; Burggraf, Christine
1
2015
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
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
An \(\varepsilon\)-optimal portfolio with stochastic volatility. Zbl 1133.91023
Gabih, Abdelali; Grecksch, Wilfried
1
2005
Inverse problem of estimating the stochastic flexural rigidity in fourth-order models. Zbl 1482.35274
Grecksch, Wilfried; Jadamba, Baasansuren; Khan, Akhtar A.; Sama, Miguel; Tammer, Christiane
2
2021
Stochastic Schrödinger equations. Zbl 1453.49009
Grecksch, Wilfried; Lisei, Hannelore
2
2020
Quantum Hamilton equations for multidimensional systems. Zbl 1509.81051
Beyer, M.; Patzold, M.; Grecksch, W.; Paul, W.
1
2019
Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems. Zbl 1391.81026
Köppe, J.; Patzold, M.; Grecksch, W.; Paul, W.
2
2018
Derivation and application of quantum Hamilton equations of motion. Zbl 1358.81020
Köppe, J.; Grecksch, W.; Paul, W.
6
2017
Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes. Zbl 1353.60060
Grecksch, Wilfried; Lisei, Hannelore
2
2016
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
5
2013
Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046
Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin
13
2011
Stochastic nonlinear equations of Schrödinger type. Zbl 1226.60092
Grecksch, Wilfried; Lisei, Hannelore
13
2011
Stochastic Schrödinger equation driven by cylindrical Wiener process and fractional Brownian motion. Zbl 1265.60112
Grecksch, Wilfried; Lisei, Hannelore
1
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.
8
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.
17
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.
7
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.
48
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.
52
1999
A splitting method for a stochastic Goursat problem. Zbl 0931.60051
Anh, V. V.; Grecksch, W.; Wadewitz, A.
7
1999
Approximation of stochastic differential equations with modified fractional Brownian motion. Zbl 0922.60052
Grecksch, W.; Anh, V. V.
3
1998
Time-discretised Galerkin approximations of parabolic stochastic PDEs. Zbl 0880.35143
Grecksch, W.; Kloeden, P. E.
51
1996
Approximation of the stochastic Navier-Stokes equation. Zbl 0876.60042
Grecksch, Wilfried; Schmalfuß, Björn
12
1996
Stochastic evolution equations. A Hilbert space approach. Zbl 0831.60069
Grecksch, Wilfried; Tudor, Constantin
72
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
4
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 447 Authors

20 Anh, Vo V.
19 Grecksch, Wilfried
10 Lisei, Hannelore
10 Ruiz-Medina, María Dolores
8 Redmann, Martin
7 Chen, Pengyu
7 Jentzen, Arnulf
7 Leonenko, Nikolai N.
7 Maslowski, Bohdan
7 Schurz, Henri
6 Angulo, José Miguel
6 Balasubramaniam, Pagavathigounder
6 McKibben, Mark Anthony
6 Yong, Jiongmin
6 Zhang, Xuping
5 Li, Yongxiang
5 Vallet, Guy
4 Bauzet, Caroline
4 Beghin, Luisa
4 Benner, Peter
4 Duncan, Tyrone E.
4 Garrido-Atienza, María José
4 Kloeden, Peter Eris
4 Lu, Kening
4 Ma, Dandan
4 Pasik-Duncan, Bozenna
4 Shu, Ji
4 Wang, Bixiang
4 Wang, Hanxiao
4 Webster, Micah D.
4 Wittbold, Petra
4 Wunderlich, Ralf
4 Yang, Xiaoyuan
3 Al-Hussein, Abdulrahman
3 Gabih, Abdelali
3 Issoglio, Elena
3 Keller, Diana
3 Kien, Bui Trong
3 Liaskos, Konstantinos B.
3 Majee, Ananta K.
3 Muthukumar, Palanisamy
3 Qin, Ling
3 Röckner, Michael
3 Roth, Christian J.
3 Schmalfuß, Björn
3 Wang, Guolian
3 Zhang, Yinghan
3 Zhao, Weidong
2 Ahmed, Hamdy M.
2 Bao, Feng
2 Becker, Sebastian
2 Benth, Fred Espen
2 Beyer, Michael
2 Bréhier, Charles-Edouard
2 Cao, Yanzhao
2 Caraballo Garrido, Tomás
2 Chen, Zhen-Qing
2 Debussche, Arnaud
2 Deugoue, Gabriel
2 Diop, Amadou
2 Diop, Mamadou Abdoul
2 Guo, Boling
2 Huang, Jianhua
2 Huang, Shu-Shiang
2 Huang, Yenkun
2 Janke, Oliver
2 Kelbert, Mark Ya.
2 Khan, Akhtar Ali
2 Kolokoltsov, Vassili N.
2 Larsson, Stig
2 Liu, Fawang
2 Liu, Junfeng
2 Márquez-Carreras, David
2 Michta, Mariusz
2 Nguyen Huy Tuan
2 Nualart, David
2 Pantelous, Athanasios A.
2 Park, Jong Yeoul
2 Patzold, Markus
2 Roberts, Anthony John
2 Sama, Miguel
2 Sango, Mamadou
2 Sass, Jörn
2 Sharma, Bharat Bhushan
2 Shen, Tianlong
2 Shi, KeHua
2 Shi, Yufeng
2 Shukla, Manoj Kumar
2 Stratis, Ioannis G.
2 Talafha, Abdallah M.
2 Tammer, Christiane
2 Thach, Tran Ngoc
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
...and 347 more Authors
all top 5

Cited in 140 Serials

25 Stochastic Analysis and Applications
11 Stochastics and Dynamics
10 Applied Mathematics and Computation
9 Discrete and Continuous Dynamical Systems. Series B
8 Journal of Mathematical Analysis and Applications
8 Journal of Computational and Applied Mathematics
8 Stochastic Processes and their Applications
7 Optimization
6 Journal of Differential Equations
6 Journal of Functional Analysis
6 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 Applied Mathematics and Optimization
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
5 Evolution Equations and Control Theory
4 Computers & Mathematics with Applications
4 Journal of Mathematical Physics
4 Statistics & Probability Letters
4 Potential Analysis
4 Stochastics
3 Advances in Applied Probability
3 Mathematics of Computation
3 Chaos, Solitons and Fractals
3 Zeitschrift für Analysis und ihre Anwendungen
3 Applied Numerical Mathematics
3 Abstract and Applied Analysis
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 Mathematics of Operations Research
2 SIAM Journal on Numerical Analysis
2 Systems & Control Letters
2 Numerical Methods for Partial Differential Equations
2 Journal of Theoretical Probability
2 Mathematical and Computer Modelling
2 Journal of Dynamics and Differential Equations
2 Computational and Applied Mathematics
2 NoDEA. Nonlinear Differential Equations and Applications
2 Monte Carlo Methods and Applications
2 Electronic Journal of Probability
2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 International Journal of Theoretical and Applied Finance
2 Communications in Nonlinear Science and Numerical Simulation
2 Stochastic Environmental Research and Risk Assessment
2 Methodology and Computing in Applied Probability
2 Communications on Pure and Applied Analysis
2 Journal of Applied Mathematics and Computing
2 Journal of Physics A: Mathematical and Theoretical
2 Annalen der Physik
2 Journal of Function Spaces
1 Applicable Analysis
1 Computer Methods in Applied Mechanics and Engineering
1 General Relativity and Gravitation
1 Journal of the Franklin Institute
1 Mathematical Methods in the Applied Sciences
1 Theoretical and Mathematical Physics
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Information Sciences
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Applied Probability
1 Journal of Mathematical Economics
1 Mathematics and Computers in Simulation
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 Physica D
1 Journal of Complexity
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 The Annals of Applied Probability
1 Applications of Mathematics
1 Journal of Global Optimization
1 Numerical Algorithms
1 International Journal of Computer Mathematics
1 Computational Statistics and Data Analysis
1 Journal of Nonlinear Science
1 SIAM Journal on Scientific Computing
1 Applied Mathematics. Series B (English Edition)
1 Theory of Probability and Mathematical Statistics
1 Random Operators and Stochastic Equations
1 Journal of Convex Analysis
1 Applied Mathematical Finance
1 Mathematical Problems in Engineering
1 Annales Academiae Scientiarum Fennicae. Mathematica
1 Finance and Stochastics
...and 40 more Serials
all top 5

Cited in 38 Fields

236 Probability theory and stochastic processes (60-XX)
111 Partial differential equations (35-XX)
67 Numerical analysis (65-XX)
57 Systems theory; control (93-XX)
32 Ordinary differential equations (34-XX)
27 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
23 Dynamical systems and ergodic theory (37-XX)
21 Calculus of variations and optimal control; optimization (49-XX)
20 Operator theory (47-XX)
18 Real functions (26-XX)
14 Quantum theory (81-XX)
12 Integral equations (45-XX)
9 Operations research, mathematical programming (90-XX)
8 Functional analysis (46-XX)
8 Statistics (62-XX)
5 Special functions (33-XX)
5 Mechanics of deformable solids (74-XX)
5 Statistical mechanics, structure of matter (82-XX)
4 Fluid mechanics (76-XX)
3 Difference and functional equations (39-XX)
3 Harmonic analysis on Euclidean spaces (42-XX)
3 Mechanics of particles and systems (70-XX)
3 Biology and other natural sciences (92-XX)
3 Information and communication theory, circuits (94-XX)
2 Measure and integration (28-XX)
2 Potential theory (31-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 Combinatorics (05-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Category theory; homological algebra (18-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Integral transforms, operational calculus (44-XX)
1 Differential geometry (53-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Computer science (68-XX)
1 Optics, electromagnetic theory (78-XX)
1 Relativity and gravitational theory (83-XX)
1 Geophysics (86-XX)

Citations by Year

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