Bergische
Universität Wuppertal
Fakultät für Mathematik und
Naturwissenschaften
Angewandte Mathematik - Stochastik
Publikationen
The Enskog Process
P. Jin, B.Rüdiger and C.Trabelsi, Exponential ergodicity of the jump-diffusion CIR process, Proceedings of the conference "Stochastics of Environmental and Financial Economics", Center of Advanced Studies, Oslo 2014, Springer Proceedings in Mathematics & Statistics 2016, Springer Verlag.
Fernando, B. , Rüdiger, B. , Sritharan, S. , Mild Solutions of Stochastic Navier-Stokes Equation with Jump Noise in L^p-spaces, Mathematische Nachrichten, vol.288, Issue 14-15, May (2015).
B. Hakwa, M. J�ger-Ambrozewicz, B. Rüdiger; Analysing Systemic Risk Contribution Using A Closed Formula For Conditional Value at Risk Through Copula, Comm. on Stoch.. An . vol. 9, no. 1 (March 2015).
V. Mandrekar, B. Rüdiger, Stochastic Integration in Banach spaces, Theory and Applications, Probability Theory and Stochastic Modelling, Springer Verlag, (2015).
P. Jin, V. Mandrekar, B.Rüdiger and C.Trabelsi, Positive Harris recurrence of the CIR process and its applications, Comm. on Stoch.. An . vol. 7, no. 3 (September 2013).
Rüdiger, B., Tappe S.; Isomorphisms for spaces of predictable processes and an extension of the Ito integral. Stoch. Anal. Appl. 30 (2012), no. 3, 529-537.
V. Mandrekar, B. Rüdiger S.Tappe; Ito's formula for Banach space valued jump processes driven by Poisson random measures; Seminar on Stochastic Analysis, Random Fields and Applications, Centro Stefano Franscini, Ascona (2011), Birkh�user, May 2013.
Mandrekar, V.; Rüdiger, B. Relation between stochastic integrals and the geometry of Banach spaces. Stoch. Anal. Appl. 27 (2009), no. 6, 1201--1211.
Albeverio, S.; Mandrekar, V.; Rüdiger, B. Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian L�vy noise. Stochastic Process. Appl. 119 (2009), no. 3, 835--863.
Mandrekar, V.; Rüdiger, B. Generalized Ornstein-Uhlenbeck processes on separable Banach spaces. Seminar on Stochastic Analysis, Random Fields and Applications V, 261--274, Progr. Probab., 59, Birkh�user, Basel, 2008.
Rüdiger, B.; Ziglio, G. It� formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces. Stochastics 78 (2006), no. 6, 377--410.
Mandrekar, V.; Rüdiger, B. Existence and uniqueness of path wise solutions for stochastic integral equations driven by Levy noise on separable Banach spaces. Stochastics 78 (2006), no. 4, 189--212.
Mandrekar, V.; Rüdiger, Barbara Levy noises and stochastic integrals on Banach spaces. Stochastic partial differential equations and applications---VII, 193--213, Lect. Notes Pure Appl. Math., 245, Chapman \& Hall/CRC, Boca Raton, FL, 2006.
Albeverio, Sergio; Rüdiger, Barbara Subordination of symmetric quasi-regular Dirichlet forms. Random Oper. Stochastic Equations 13 (2005), no. 1, 17--38.
Albeverio, S.; Rüdiger, B. Stochastic integrals and the Levy-Ito decomposition theorem on separable Banach spaces. Stoch. Anal. Appl. 23 (2005), no. 2, 217--253.
Rüdiger, Barbara Stochastic integration for compensated Poisson measures and the Levy-Ito formula. Proceedings of the International Conference on Stochastic Analysis and Applications, 145--167, Kluwer Acad. Publ., Dordrecht, 2004.
Rüdiger, B. Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces. Stoch. Stoch. Rep. 76 (2004), no. 3, 213--242.
Albeverio, S.; Rüdiger, B. Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms. J. Funct. Anal. 204 (2003), no. 1, 122--156.
Albeverio, Sergio; Rüdiger, Barbara; Wu, Jiang-Lun Analytic and probabilistic aspects of Levy processes and fields in quantum theory. Levy processes, 187--224, Birkh�user Boston, Boston, MA, 2001.
Rüdiger, Barbara; Wu, Jiang-Lun Construction by subordination of processes with jumps on infinite-dimensional state spaces and corresponding non local Dirichlet forms. Stochastic processes, physics and geometry: new interplays, II (Leipzig, 1999), 559--571, CMS Conf. Proc., 29, Amer. Math. Soc., Providence, RI, 2000.
Albeverio, Sergio; Rüdiger, Barbara; Wu, Jiang-Lun Invariant measures and symmetry property of Levy type operators. Potential Anal. 13 (2000), no. 2, 147--168.
Bertini, L.; Butt�, P.; Rüdiger, B. Interface dynamics and Stefan problem from a microscopic conservative model. Rend. Mat. Appl. (7) 19 (1999), no. 4, 547--581 (2000).
Bertini, Lorenzo; Butt�, Paolo; Rüdiger, Barbara A microscopic model of phase field type. Seminar on Stochastic Analysis, Random Fields and Applications (Ascona, 1996), 63--71, Progr. Probab., 45, Birkh�user, Basel, 1999.
Fritz, J.; Rüdiger, B. Approximation of a one-dimensional stochastic PDE by local mean field type lattice systems. Nonlinear stochastic PDEs (Minneapolis, MN, 1994), 111--125, IMA Vol. Math. Appl., 77, Springer, New York, 1996.
Rüdiger, Barbara Structural instability of some strongly degenerate parabolic equations. Boll. Un. Mat. Ital. B (7) 9 (1995), no. 4, 935--973.
Rüdiger B., Glauber evolution for Kac potentials, analysis of critical fluctuations: Convergence to a nonlinear stochastic PDE. Micro, Meso and Macro- approaches in Physics; Proceedings of a NATO Advanced Research Workshop, Leuven, Belgium, July 19-23, 1993, Editor M. Fannes et al.; Nato/Asi series volume, ser. B., Phys. 324,271-274, Plenum Press (1994).
Fritz, J.; Rüdiger, B. Time dependent critical fluctuations of a one-dimensional local mean field model. Probab. Theory Related Fields 103 (1995), no. 3, 381--407.
Bertini, L.; Presutti, E.; Rüdiger, B.; Saada, E. Dynamical fluctuations at the critical point: convergence to a nonlinear stochastic PDE. Teor. Veroyatnost. i Primenen. 38 (1993), no. 4, 689--741; translation in Theory Probab. Appl. 38 (1993), no. 4, 586--629
Rüdiger B., Flux limited Diffusion Equations; comparison of results" Compte -Rendus du Seminaire de Math�matiques de l'Universit� de Rouen 92/93 (Ed C. Dellacherie et al.).
Tesi di Laurea (Diplomarbeit/Master-Thesis)
Rüdiger B., Moto uni -dimensionale di una particella soggetta a collisioni elastiche, Dipartimento di Mathematica, Universit� di Roma "La Sapienza" (1989)