Publications

Andrea Barth, und Franz G. Fuchs. UNCERTAINTY QUANTIFICATION FOR HYPERBOLIC CONSERVATION LAWS WITH FLUX COEFFICIENTS GIVEN BY SPATIOTEMPORAL RANDOM FIELDS. SIAM JOURNAL ON SCIENTIFIC COMPUTING, (38)4:A2209-A2231, SIAM PUBLICATIONS, 3600 UNIV CITY SCIENCE CENTER, PHILADELPHIA, PA 19104-2688 USA, 2016. [PUMA: Carlo Gaussian Monte Ornstein-Uhlenbeck differential equation; field; field} finite flux function; hyperbolic method; partial process; quantification; random spatiotemporal uncertainty volume {stochastic]

Andrea Barth, Santiago Moreno-Bromberg, und Oleg Reichmann. A Non-stationary Model of Dividend Distribution in a Stochastic Interest-Rate Setting. COMPUTATIONAL ECONOMICS, (47)3:447-472, SPRINGER, VAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS, März 2016. [PUMA: Finite Numerical Singular control; differential distribution; element equations; for methods method} partial stochastic {Dividend]