Markus Reiß , Markus Riedle , Onno van Gaans
Delay differential equations driven by Levy processes: stationarity and Feller properties

Holger Heitsch , Werner Römisch , Cyrille Strugarek
Stability of multistage stochastic programs

Joachim Naumann
Transformation of Lebesgue Measure and Integral by Lipschitz Mappings

Galina A. Kurina , Roswitha März
Feedback solutions of optimal control problems with DAE constraints

Evelyn Buckwar , Renate Winkler
Improved linear multi-step methods for stochastic ordinary differential equations

Carsten Carstensen , Jun Hu , Antonio Orlando
FrameworkFor The A Posteriori Error Analysis Of Nonconforming Finite Elements

Carsten Carstensen , Antonio Orlando , Jan Valdman
A Convergent Adaptive Finite Element Method For The Primal Problem Of Elastoplasticity

Carsten Carstensen , Ronald H.W. Hoppe
Error Reduction And Convergence For An Adaptive Mixed Finite Element Method

Maria Petkova
Reduktions- und Additionsverfahren für die Jacobische Varietät von Kurvenfamilien mit kryptischen Anwendungen

Uwe Küchler , Vjatscheslav A. Vasil’iev
On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations

Nikolai N. Nefedov , Oleh E. Omel'chenko , Lutz Recke
Internal Layer Solutions in Quasilinear Integro-Differential Equation

Michael Herrmann , Margarita Naldzhieva, Barbara Niethammer
On a thermodynamically consistent modification of the Becker-Doering equations

Markus Riedle , Jan M. A. M. vanNeerven
Solutions of stochastic delay equations in spaces of continuous functions

Holger Heitsch , Werner Römisch
Scenario tree modelling for multistage stochastic programs

Thorsten Sickenberger
Mean-square convergence of stochastic multi-step methods with variable step-size