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)

Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input. - Wilfried Grecksch; Vo V. Anh (Monte Carlo Methods Appl., 1999)

Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem. - Wilfried Grecksch; Frank Heyde; Christiane Tammer (Monte Carlo Methods Appl., 2000)

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)

A fractional stochastic evolution equation driven by fractional Brownian motion. - Vo V. Anh; Wilfried Grecksch (Monte Carlo Methods Appl., 2003)

An ε-Optimal Portfolio with Stochastic Volatility. - Abdelali Gabih; Wilfried Grecksch (Monte Carlo Methods Appl., 2005)

Optimal portfolio strategies benchmarking the stock market. - Abdelali Gabih; Wilfried Grecksch; Matthias Richter; Ralf Wunderlich (Math. Methods Oper. Res., 2006)

A quasilinear stochastic partial differential equation driven by fractional white noise. - Wilfried Grecksch; Christian Roth (Monte Carlo Methods Appl., 2008)

SI "Deterministic and Stochastic Variational Principles and Applications". December 2015. - Wilfried Grecksch; Akhtar A. Khan; Hannelore Lisei; Christiane Tammer (J. Optim. Theory Appl., 2015)