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## Grecksch, Wilfried

Compute Distance To:
 Author ID: 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: 64 Publications since 1978, including 3 Books Reviewing Activity: 162 Reviews Biographic References: 1 Publication
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#### Co-Authors

 15 single-authored 11 Anh, Vo V. 8 Lisei, Hannelore 5 Tammer, Christiane 4 Heyde, Frank 4 Roth, Christian J. 4 Tudor, Constantin 3 Gabih, Abdelali 3 Köppe, Jeanette 2 Angulo, José Miguel 2 Becher, Hannes 2 Blaar, Holger 2 Patzold, Markus 2 Pohl, Thomas 2 Ruiz-Medina, María Dolores 2 Wunderlich, Ralf 1 Azimi, Mahdi 1 Beyer, Michael 1 Burggraf, Christine 1 Caraballo Garrido, Tomás 1 Garrido-Atienza, María José 1 Glauben, Thomas 1 Isac, George 1 Khan, Akhtar Ali 1 Kloeden, Peter Eris 1 Lueddeckens, Jens 1 Makower, Andre 1 Müller, Paul Heinz 1 Schild, Wilma 1 Schmalfuß, Björn 1 Yong, Jiongmin
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#### Serials

 8 Stochastic Analysis and Applications 6 Monte Carlo Methods and Applications 5 Zeitschrift für Analysis und ihre Anwendungen 4 Optimization 4 Wissenschaftliche Zeitschrift der Technischen Hochschule Carl Schorlemmer Leuna-Merseburg 3 Mathematische Nachrichten 3 Studia Universitatis Babeş-Bolyai. Mathematica 2 Zeitschrift für Angewandte Mathematik und Mechanik (ZAMM) 2 Random Operators and Stochastic Equations 2 Mathematical Methods of Operations Research 2 Discrete and Continuous Dynamical Systems. Series B 1 Advances in Applied Probability 1 Bulletin of the Australian Mathematical Society 1 Journal of Mathematical Physics 1 Journal of Optimization Theory and Applications 1 Mathematische Operationsforschung und Statistik. Series Statistics 1 Statistics & Probability Letters 1 Statistics 1 Computational and Applied Mathematics 1 Discrete and Continuous Dynamical Systems 1 Revista Investigación Operacional 1 ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik 1 The ANZIAM Journal 1 Stochastics and Dynamics 1 Annalen der Physik
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#### Fields

 48 Probability theory and stochastic processes (60-XX) 25 Systems theory; control (93-XX) 17 Calculus of variations and optimal control; optimization (49-XX) 16 Partial differential equations (35-XX) 8 Numerical analysis (65-XX) 5 Quantum theory (81-XX) 5 Operations research, mathematical programming (90-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 General and overarching topics; collections (00-XX) 3 Functional analysis (46-XX) 2 Operator theory (47-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Statistics (62-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Relativity and gravitational theory (83-XX) 1 Biology and other natural sciences (92-XX)

#### Citations contained in zbMATH Open

32 Publications have been cited 286 times in 258 Documents Cited by Year
Stochastic evolution equations. A Hilbert space approach. Zbl 0831.60069
Grecksch, Wilfried; Tudor, Constantin
1995
Time-discretised Galerkin approximations of parabolic stochastic PDEs. Zbl 0880.35143
Grecksch, W.; Kloeden, P. E.
1996
Fractional diffusion and fractional heat equation. Zbl 0986.60077
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W.
2000
A parabolic stochastic differential equation with fractional Brownian motion input. Zbl 0937.60064
Grecksch, W.; Anh, V. V.
1999
Dynamic portfolio optimization with bounded shortfall risks. Zbl 1121.91046
Gabih, A.; Grecksch, W.; Wunderlich, R.
2005
Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046
Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin
2011
Stochastic nonlinear equations of Schrödinger type. Zbl 1226.60092
Grecksch, Wilfried; Lisei, Hannelore
2011
A fractional stochastic evolution equation driven by fractional Brownian motion. Zbl 1049.60056
Anh, V. V.; Grecksch, W.
2003
Approximation of the stochastic Navier-Stokes equation. Zbl 0876.60042
Grecksch, Wilfried; Schmalfuß, Björn
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.
2009
A splitting method for a stochastic Goursat problem. Zbl 0931.60051
Anh, V. V.; Grecksch, W.; Wadewitz, A.
1999
A characterization of approximate solutions of multiobjective stochastic optimal control problems. Zbl 1049.93088
Grecksch, W.; Heyde, F.; Isac, G.; Tammer, Chr.
2003
Parabolic regularization of a first order stochastic partial differential equation. Zbl 0963.60054
Grecksch, W.; Tudor, C.
2000
Optimal portfolio strategies benchmarking the stock market. Zbl 1132.90008
Gabih, A.; Grecksch, W.; Richter, M.; Wunderlich, R.
2006
Approximation of stochastic nonlinear equations of Schrödinger type by the splitting method. Zbl 1271.60073
Grecksch, Wilfried; Lisei, Hannelore
2013
$$\epsilon$$-optimal control of random parabolic differential equations by an elliptic approximation. Zbl 0735.93078
Grecksch, Wilfried
1991
Approximation of stochastic differential equations with modified fractional Brownian motion. Zbl 0922.60052
Grecksch, W.; Anh, V. V.
1998
Stochastische Evolutionsgleichungen und deren Steuerung. (Stochastic evolution equations and their control). Zbl 0659.60087
Grecksch, Wilfried
1987
A stochastic parabolic variational inequality. Zbl 0828.60045
Grecksch, W.
1995
$$\epsilon$$-optimale Steuerung einer linearen parabolischen Ito-Gleichung. ($$\epsilon$$-optimal control of a linear parabolic Ito equation). Zbl 0635.93078
Grecksch, Wilfried
1987
Derivation and application of quantum Hamilton equations of motion. Zbl 1358.81020
Köppe, J.; Grecksch, W.; Paul, W.
2017
Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems. Zbl 1391.81026
Köppe, J.; Patzold, M.; Grecksch, W.; Paul, W.
2018
A quasilinear stochastic partial differential equation driven by fractional white noise. Zbl 1140.60035
Grecksch, Wilfried; Roth, Christian
2007
An $$\varepsilon$$-optimal portfolio with stochastic volatility. Zbl 1133.91023
Gabih, Abdelali; Grecksch, Wilfried
2005
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems. Zbl 1115.93096
Heyde, F.; Grecksch, W.; Tammer, Chr.
2001
Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators. Zbl 0955.60069
Grecksch, W.; Anh, V. V.
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.
2000
Steuerung zufälliger Felder auf der Grundlage eines Satzes vom Girsanov-Typ. Zbl 0481.93067
Grecksch, W.
1981
Eine Ito-Formel für Hilbertraum-wertige zufällige Felder. Zbl 0484.60048
Grecksch, W.
1981
Stochastic Schrödinger equation driven by cylindrical Wiener process and fractional Brownian motion. Zbl 1265.60112
Grecksch, Wilfried; Lisei, Hannelore
2011
Stochastic control of individual’s health investments. Zbl 1332.93374
Glauben, Thomas; Grecksch, Wilfried; Burggraf, Christine
2015
Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes. Zbl 1353.60060
Grecksch, Wilfried; Lisei, Hannelore
2016
Quantum Hamilton equations of motion for bound states of one-dimensional quantum systems. Zbl 1391.81026
Köppe, J.; Patzold, M.; Grecksch, W.; Paul, W.
2018
Derivation and application of quantum Hamilton equations of motion. Zbl 1358.81020
Köppe, J.; Grecksch, W.; Paul, W.
2017
Linear approximation of nonlinear Schrödinger equations driven by cylindrical Wiener processes. Zbl 1353.60060
Grecksch, Wilfried; Lisei, Hannelore
2016
Stochastic control of individual’s health investments. Zbl 1332.93374
Glauben, Thomas; Grecksch, Wilfried; Burggraf, Christine
2015
Approximation of stochastic nonlinear equations of Schrödinger type by the splitting method. Zbl 1271.60073
Grecksch, Wilfried; Lisei, Hannelore
2013
Regularity of backward stochastic Volterra integral equations in Hilbert spaces. Zbl 1223.60046
Anh, Vo V.; Grecksch, Wilfried; Yong, Jiongmin
2011
Stochastic nonlinear equations of Schrödinger type. Zbl 1226.60092
Grecksch, Wilfried; Lisei, Hannelore
2011
Stochastic Schrödinger equation driven by cylindrical Wiener process and fractional Brownian motion. Zbl 1265.60112
Grecksch, Wilfried; Lisei, Hannelore
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.
2009
A quasilinear stochastic partial differential equation driven by fractional white noise. Zbl 1140.60035
Grecksch, Wilfried; Roth, Christian
2007
Optimal portfolio strategies benchmarking the stock market. Zbl 1132.90008
Gabih, A.; Grecksch, W.; Richter, M.; Wunderlich, R.
2006
Dynamic portfolio optimization with bounded shortfall risks. Zbl 1121.91046
Gabih, A.; Grecksch, W.; Wunderlich, R.
2005
An $$\varepsilon$$-optimal portfolio with stochastic volatility. Zbl 1133.91023
Gabih, Abdelali; Grecksch, Wilfried
2005
A fractional stochastic evolution equation driven by fractional Brownian motion. Zbl 1049.60056
Anh, V. V.; Grecksch, W.
2003
A characterization of approximate solutions of multiobjective stochastic optimal control problems. Zbl 1049.93088
Grecksch, W.; Heyde, F.; Isac, G.; Tammer, Chr.
2003
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems. Zbl 1115.93096
Heyde, F.; Grecksch, W.; Tammer, Chr.
2001
Fractional diffusion and fractional heat equation. Zbl 0986.60077
Angulo, J. M.; Ruiz-Medina, M. D.; Anh, V. V.; Grecksch, W.
2000
Parabolic regularization of a first order stochastic partial differential equation. Zbl 0963.60054
Grecksch, W.; Tudor, C.
2000
Approximation of stochastic evolution equations and application to equations with fractional power of infinitesimal operators. Zbl 0955.60069
Grecksch, W.; Anh, V. V.
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.
2000
A parabolic stochastic differential equation with fractional Brownian motion input. Zbl 0937.60064
Grecksch, W.; Anh, V. V.
1999
A splitting method for a stochastic Goursat problem. Zbl 0931.60051
Anh, V. V.; Grecksch, W.; Wadewitz, A.
1999
Approximation of stochastic differential equations with modified fractional Brownian motion. Zbl 0922.60052
Grecksch, W.; Anh, V. V.
1998
Time-discretised Galerkin approximations of parabolic stochastic PDEs. Zbl 0880.35143
Grecksch, W.; Kloeden, P. E.
1996
Approximation of the stochastic Navier-Stokes equation. Zbl 0876.60042
Grecksch, Wilfried; Schmalfuß, Björn
1996
Stochastic evolution equations. A Hilbert space approach. Zbl 0831.60069
Grecksch, Wilfried; Tudor, Constantin
1995
A stochastic parabolic variational inequality. Zbl 0828.60045
Grecksch, W.
1995
$$\epsilon$$-optimal control of random parabolic differential equations by an elliptic approximation. Zbl 0735.93078
Grecksch, Wilfried
1991
Stochastische Evolutionsgleichungen und deren Steuerung. (Stochastic evolution equations and their control). Zbl 0659.60087
Grecksch, Wilfried
1987
$$\epsilon$$-optimale Steuerung einer linearen parabolischen Ito-Gleichung. ($$\epsilon$$-optimal control of a linear parabolic Ito equation). Zbl 0635.93078
Grecksch, Wilfried
1987
Steuerung zufälliger Felder auf der Grundlage eines Satzes vom Girsanov-Typ. Zbl 0481.93067
Grecksch, W.
1981
Eine Ito-Formel für Hilbertraum-wertige zufällige Felder. Zbl 0484.60048
Grecksch, W.
1981
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#### Cited by 345 Authors

 19 Anh, Vo V. 17 Grecksch, Wilfried 10 Ruiz-Medina, María Dolores 8 Lisei, Hannelore 8 Redmann, Martin 7 Chen, Pengyu 7 Jentzen, Arnulf 7 Leonenko, Nikolai N. 7 Maslowski, Bohdan 6 Angulo, José Miguel 6 Balasubramaniam, Pagavathigounder 6 McKibben, Mark Anthony 6 Zhang, Xuping 5 Li, Yongxiang 5 Yong, Jiongmin 4 Bauzet, Caroline 4 Beghin, Luisa 4 Benner, Peter 4 Duncan, Tyrone E. 4 Kloeden, Peter Eris 4 Lu, Kening 4 Pasik-Duncan, Bozenna 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 Schurz, Henri 3 Wang, Guolian 3 Wang, Hanxiao 3 Zhang, Yinghan 2 Ahmed, Hamdy M. 2 Bao, Feng 2 Becker, Sebastian 2 Cao, Yanzhao 2 Chen, Zhen-Qing 2 Debussche, Arnaud 2 Deugoue, Gabriel 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 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 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 Beck, Christian ...and 245 more Authors
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#### Cited in 113 Serials

 21 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 6 Discrete and Continuous Dynamical Systems. Series B 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 Applied Mathematics and Optimization 4 Statistics & Probability Letters 4 Potential Analysis 3 Advances in Applied Probability 3 Mathematics of Computation 3 Chaos, Solitons and Fractals 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 Mathematics of Operations Research 2 SIAM Journal on Numerical Analysis 2 Systems & Control Letters 2 Applied Numerical Mathematics 2 Computational and Applied Mathematics 2 NoDEA. Nonlinear Differential Equations and Applications 2 Monte Carlo Methods and Applications 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 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 2 Evolution Equations and Control Theory 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 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 Mathematical and Computer Modelling 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 SIAM Journal on Scientific Computing 1 Applied Mathematics. Series B (English Edition) 1 Random Operators and Stochastic Equations 1 Applied Mathematical Finance 1 Electronic Journal of Probability 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Mathematical Finance 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 Journal of Evolution Equations 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 ...and 13 more Serials
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#### Cited in 32 Fields

 194 Probability theory and stochastic processes (60-XX) 83 Partial differential equations (35-XX) 56 Numerical analysis (65-XX) 47 Systems theory; control (93-XX) 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Ordinary differential equations (34-XX) 18 Dynamical systems and ergodic theory (37-XX) 15 Real functions (26-XX) 14 Operator theory (47-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 10 Integral equations (45-XX) 7 Functional analysis (46-XX) 7 Statistics (62-XX) 7 Operations research, mathematical programming (90-XX) 6 Quantum theory (81-XX) 5 Fluid mechanics (76-XX) 4 Special functions (33-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Measure and integration (28-XX) 2 Potential theory (31-XX) 2 Mechanics of deformable solids (74-XX) 2 Information and communication theory, circuits (94-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 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX)

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