Peter Grandits

Peter Grandits

FAM TU Wien

Publications (PDF)

Talks (Word)

CV (PDF)

Teaching winter term 2020/21

Stochastische Kontrolltheorie WS 2020/21

Teaching summer term 2020

Sachvmuebungen (PDF)

Daten (PDF)

Beispiele für 22.6.2020: 89-94


Themen für das Projektpraktikum mit Bachelor-Arbeit WS 2020/21 (LVA 105.113)

Themen Grandits(pgrand@fam.tuwien.ac.at)

Themen Gueluem(Ismail.Cetin.Gueluem@gmx.net)

Themen Weber(Christian.Weber@msg-life.com)

Themen Warnung (richard.f.warnung@gmail.com)

Some recent articles

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