Peter Grandits

Peter Grandits

Publications (PDF)

Teaching winter term 2025/26

Stochastic control theory

Teaching summer term 2026

non-life insurance:lecture slides-part1

Sachvmuebungen (PDF)

Beispiele für 8.6.2026: 81-88

Some recent articles
On the behaviour of the free boundary in a two dimensional controlled ruin problem
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