Latest publications

• Jan Blechschmidt
  Numerical Methods for Stochastic Control Problems with Applications in Financial Mathematics
  2022
  
  bibtex

  @THESIS{Blechschmidt:2022:1,
    AUTHOR = {Blechschmidt, Jan},
    INSTITUTION = {Technische Universität Chemnitz},
    DATE = {2022},
    EPRINT = {urn:nbn:de:bsz:ch1-qucosa2-792270},
    EPRINTTYPE = {urn},
    TITLE = {Numerical Methods for Stochastic Control Problems with Applications in Financial Mathematics},
    TYPE = {phdthesis},
  }

• Jan Blechschmidt, Roland Herzog and Max Winkler
  Error estimation for second-order partial differential equations in nonvariational form
  Numerical Methods for Partial Differential Equations 37(3), p.2190-2221, 2020
  
  arXiv:1909.12676 doi:10.1002/num.22678
  bibtex

  @ARTICLE{BlechschmidtHerzogWinkler:2020:1,
    AUTHOR = {Blechschmidt, Jan and Herzog, Roland and Winkler, Max},
    PUBLISHER = {Wiley},
    DATE = {2020-12},
    DOI = {10.1002/num.22678},
    EPRINT = {1909.12676},
    EPRINTTYPE = {arXiv},
    JOURNALTITLE = {Numerical Methods for Partial Differential Equations},
    NUMBER = {3},
    PAGES = {2190--2221},
    TITLE = {Error estimation for second-order partial differential equations in nonvariational form},
    VOLUME = {37},
  }

• Jan Blechschmidt and Roland Herzog
  Improving policies for Hamilton-Jacobi-Bellman equations by postprocessing
  Hamilton-Jacobi-Bellman Equations, Radon Series on Computational and Applied Mathematics 21, p.25-42, 2018
  
  doi:10.1515/9783110543599-002
  bibtex

  @INCOLLECTION{BlechschmidtHerzog:2018:1,
    AUTHOR = {Blechschmidt, Jan and Herzog, Roland},
    PUBLISHER = {De Gruyter, Berlin},
    BOOKTITLE = {Hamilton-Jacobi-Bellman Equations},
    DATE = {2018},
    DOI = {10.1515/9783110543599-002},
    PAGES = {25--42},
    SERIES = {Radon Series on Computational and Applied Mathematics},
    TITLE = {Improving policies for Hamilton-Jacobi-Bellman equations by postprocessing},
    VOLUME = {21},
  }