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Wilfried Grecksch

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affiliation: Institute of Mathematics, Martin-Luther-University Halle-Wittenberg, Halle (Saale), Germany

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2010 – 2019

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2015
[j9]
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  - journals/jota/GreckschKLT15
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Wilfried Grecksch, Akhtar A. Khan, Hannelore Lisei, Christiane Tammer:
SI "Deterministic and Stochastic Variational Principles and Applications". December 2015. J. Optim. Theory Appl. 167(3): 781-782 (2015)

2000 – 2009

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2008
[j8]
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Wilfried Grecksch, Christian Roth:
A quasilinear stochastic partial differential equation driven by fractional white noise. Monte Carlo Methods Appl. 13(5-6): 353-367 (2008)
2006
[j7]
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Abdelali Gabih, Wilfried Grecksch, Matthias Richter, Ralf Wunderlich:
Optimal portfolio strategies benchmarking the stock market. Math. Methods Oper. Res. 64(2): 211-225 (2006)
2005
[j6]
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Abdelali Gabih, Wilfried Grecksch:
An ε-Optimal Portfolio with Stochastic Volatility. Monte Carlo Methods Appl. 11(1): 1-14 (2005)
2003
[j5]
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Vo V. Anh, Wilfried Grecksch:
A fractional stochastic evolution equation driven by fractional Brownian motion. Monte Carlo Methods Appl. 9(3): 189-199 (2003)
2001
[j4]
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  - journals/mmor/HeydeGT01
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Frank Heyde, Wilfried Grecksch, Christiane Tammer:
Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems. Math. Methods Oper. Res. 54(3): 425-438 (2001)
2000
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Wilfried Grecksch, Frank Heyde, Christiane Tammer:
Proximal Point Algorithm for an Approximated Stochastic Optimal Control Problem. Monte Carlo Methods Appl. 6(3): 175-190 (2000)

1990 – 1999

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1999
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Wilfried Grecksch, Vo V. Anh:
Approximation of stochastic Hammerstein integral equation with fractional Brownian motion input. Monte Carlo Methods Appl. 5(4): 311-324 (1999)
1998
[j1]
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Thomas Pohl, Wilfried Grecksch, Holger Blaar:
A Parallel Modified Lagrangian Method for an Optimal Control Problem of a Linear Distributed Stochastic System. Monte Carlo Methods Appl. 4(4): 319-340 (1998)

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