Peter Grandits

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 16.6.2025: 89-94

Daten (PDF)

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