Peter Grandits

Peter Grandits


FAM TU Wien

Publications (PDF)

Talks (Word)

CV (PDF)

Teaching winter term 2024/25

Stochastische Kontrolltheorie WS 2024/25

Handouts

Teaching summer term 2025

Sachvmuebungen (PDF)

Beispiele für 10.3.2025: 1-8


Daten (PDF)

Some recent articles in connection with the FWF project P30864-N35

Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift

An Alexandrov-Bakelman-Pucci estimate for an anisotropic Laplacian with positive drift in unbounded domains

A singularly perturbed ruin problem for a two dimensional Brownian motion in the positive quadrant

Some global topological properties of a free boundary problem appearing in a two dimensional controlled ruin problem