Peter Grandits

Peter Grandits


FAM TU Wien

Publications (PDF)

Talks (Word)

CV (PDF)

Teaching winter term 2022/23

Stochastische Kontrolltheorie WS 2022/23

Vorlesungsfolien Teil 1 (PDF)

Teaching summer term 2022

Sachvmuebungen (PDF)

Beispiele für 20.6.2022: 89-94


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