Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Author "Reiß, Markus"

Now showing items 1-6 of 6

2005-10-20Buch

A Note on Optimal Stopping in Models with Delay

Gapeev, Pavel V.; Reiß, Markus

We consider an optimal stopping problem in a certain model described by a stochastic delay differential equation. We reduce the initial problem to a free-boundary problem of parabolic type and prove the corresponding ...
2005-10-13Buch

Adaptive estimation for affine stochastic delay differential equations

Reiß, Markus
2002-05-14Buch

Adaptive wavelet Galerkin methods for linear inverse problems

Cohen, Albert; Hoffmann, Marc; Reiß, Markus
2000-09-07Buch

Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations

Reiß, Markus
2002-06-25Buch

Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed

Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
2003-04-08Buch

Transitional Dynamics in the Uzawa-Lucas Model of Endogenous Growth

Bethmann, Dirk; Reiß, Markus

We introduce an easy way of analyzing the transitional dynamics of the Uzawa-Lucas endogenous growth model. We use the value function approach to solve both the social planner’s optimization problem and the representative ...