Wilfried Grecksch

According to our database, Wilfried Grecksch authored at least 9 papers between 1998 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2015

SI "Deterministic and Stochastic Variational Principles and Applications". December 2015.

Wilfried Grecksch, Akhtar A. Khan, Hannelore Lisei, Christiane Tammer

J. Optim. Theory Appl., 2015

2008

A quasilinear stochastic partial differential equation driven by fractional white noise.

Wilfried Grecksch, Christian Roth

Monte Carlo Methods Appl., 2008

2006

Optimal portfolio strategies benchmarking the stock market.

Abdelali Gabih, Wilfried Grecksch, Matthias Richter, Ralf Wunderlich

Math. Methods Oper. Res., 2006

2005

An ε-Optimal Portfolio with Stochastic Volatility.

Abdelali Gabih, Wilfried Grecksch

Monte Carlo Methods Appl., 2005

2003

A fractional stochastic evolution equation driven by fractional Brownian motion.

Vo V. Anh, Wilfried Grecksch

Monte Carlo Methods Appl., 2003

2001

Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems.

Frank Heyde, Wilfried Grecksch, Christiane Tammer

Math. Methods Oper. Res., 2001

2000

Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem.

Wilfried Grecksch, Frank Heyde, Christiane Tammer

Monte Carlo Methods Appl., 2000

1999

Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input.

Wilfried Grecksch, Vo V. Anh

Monte Carlo Methods Appl., 1999

1998

A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System.

Thomas Pohl, Wilfried Grecksch, Holger Blaar

Monte Carlo Methods Appl., 1998