F. Ouabo Kamkumo, I. Mbouandi Njiasse, R. Wunderlich
Stochastic Epidemic Models with Partial Information. arXiv:2503.07251 [q-bio.PE] 2025
I. Mbouandi Njiasse, F. Ouabo Kamkumo, R. Wunderlich
Stochastic Optimal Control of an Epidemic Under Partial Information. arXiv:2503.06804 [math.OC] 2025
P.H. Takam, R. Wunderlich
Cost-optimal Management of a Residential Heating System With a Geothermal Energy Storage Under Uncertainty. arXiv:2502.19619 [math.OC] 2025
E. Pilling, M. Bähr, R. Wunderlich
Stochastic Optimal Control of an Industrial Power-to-Heat System with High-Temperature Heat Pump and Thermal Energy Storage. arXiv:2411.02211 [math.OC] 2024
K. Lamert, B.R. Auer, R. Wunderlich
Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. arXiv:2311.15635 [q-fin.PM] 2023
A. Gabih, R. Wunderlich
Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results. arXiv: 2308.02049 [q-fin.PM] 2023
A. Gabih, H. Kondakji, R. Wunderlich
Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift. arXiv: 2301.06847 [q-fin.PM] 2023
Paul Honore Takam, Ralf Wunderlich
On the Input-Output Behavior of a Geothermal Energy Storage: Approximations by Model Order Reduction. arXiv: 2209.14761 [math.NA] 2022
A. Gabih, H. Kondakji, R. Wunderlich
Well Posedness of Utility Maximization Problems Under Partial Information in a Market with Gaussian Drift. arXiv: 2205.08614 [q-fin.PM] 2022
P. H. Takam, R. Wunderlich, O. Menoukeu Pamen
Short-Term Behavior of a Geothermal Energy Storage: Modeling and Theoretical Results. arXiv: 2104.05005 [math.NA] 2021
P. H. Takam, R. Wunderlich, O. Menoukeu Pamen
Short-Term Behavior of a Geothermal Energy Storage: Numerical Applications. arXiv:2104.05116 [math.NA] 2021
I. Redeker, R. Wunderlich
Credit risk with asymmetric information and a switching default threshold. arXiv: 1910.14413 [q-fin.PR] 2019
A. Gabih, H. Kondakji, R. Wunderlich
Asymptotic Filter Behavior for High-Frequency Expert Opinions in a Market with Gaussian Drift. arXiv: 1812.03453 [q-fin.MF] 2019
J. Sass, D. Westphal, R. Wunderlich
Diffusion Approximations for Expert Opinions in a Financial Market with Gaussian Drift. arXiv: 1807.00568 [q-fin.PM] 2019
I. Redeker, R. Wunderlich
Portfolio optimization under dynamic risk constraints: continuous vs. discrete time trading. arXiv: 1602.00570 [q-fin.PM] 2017
J. Sass, D. Westphal, R. Wunderlich
Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift . arXiv: 1601.08155v2 [q-fin.PM] 2016
A. Mugler, H.-J. Starkloff
On the convergence of the stochastic Galerkin method for random elliptic partial differential equations. Preprint 123 DFG SPP 1324, 2012
J. Sass, R. Wunderlich
Optimal Portfolio Policies Under Bounded Expected Loss and Partial Information. RICAM-Report No. 2008-1, Johann Radon Institute for Computational and Applied Mathematics (RICAM), Linz, 2008
A. Gabih, R. Wunderlich
Optimal portfolios with bounded expected loss. Reports of the Institute of Optimization and Stochastics, Martin-Luther-Universität Halle-Wittenberg, No. 19, pp. 1-9, 2004
B. Hofmann, M. Richter, F. Thießen, R. Wunderlich
''Der Cost Average Effekt in der Anlageberatung - Einsatzmöglichkeiten und Grenzen sowie deren mathematische Hintergründe WWDP 65/2004, TU Chemnitz, Faculty of Economics and Business Administration, 2004 [PDF (380 KB)]
B. Hofmann, F. Thießen, V. Weber, R. Wunderlich
''Aktien schlagen Renten 100-prozentig'' - Asset Allocation in der Altersvorsorge: Wie fundiert sind langfristige Allokationsregeln ? WWDP 47/2002, TU Chemnitz, Faculty of Economics and Business Administration, 2002 [Postscript (250 KB)]
T. Kremer, M. Richter, H.-J. Starkloff, R. Wunderlich
Stochastic price processes with epsilon-correlated returns. Preprint 2001-17, TU Chemnitz, Faculty of Mathematics, 2001 [Postscript (230 KB)]
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich
[Postscript (3.75 MB)]| [Postscript gzipped (700 KB)] Transverse vibrations of a beam with random epsilon-correlated excitaion and model reduction. Preprint 2001-3, TU Chemnitz, Faculty of Mathematics, 2001
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich
Low-dimensional approximations and error estimates for systems of linear random ODEs. Preprint 2000-15, TU Chemnitz, Faculty of Mathematics, 2000 [Postscript (110 KB)]
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich
Integral functionals of epsilon-correlated random fields. Preprint 99-4, TU Chemnitz, Faculty of Mathematics, 1999 [Postscript (230 KB)]
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich
Asymptotic expansions of integral functionals of vector valued epsilon-correlated processes. Preprint 99-3, TU Chemnitz, Faculty of Mathematics, 1999 [Postscript (180 KB)]
B. Fellenberg, H.-J. Starkloff, R. Wunderlich
Approximation of stationary random functions with fractional rational spectral density. Preprint 99-1, TU Chemnitz, Faculty of Mathematics. [Postscript (290 KB)]
J. vom Scheidt, H.-J. Starklof, R. Wunderlich
Results of statistical data analysis of random road profiles. Preprint 98-32, TU Chemnitz, Faculty of Mathematics, 1998 [Postscript gzipped (875 KB)]
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich
Optimal low-dimensional approximations of random vector functions. Preprint 98-31, TU Chemnitz, Faculty of Mathematics, 1998 [Postscript (260 KB)]
J. Gruner, J. vom Scheid, R. Wunderlich
On the analytic representation of the correlation function of linear random vibration systems. Preprint 97-18, TU Chemnitz, Faculty of Mathematics, 1997 [Postscript (160 KB)]
J. vom Scheidt, H.-J. Starkloff, R. Wunderlich
Asymptotic expansions for second-order moments of integral functionals of weakly correlated random functions. Preprint 97-17, TU Chemnitz, Faculty of Mathematics, 1997 [Postscript (140 KB)]
K.-H. Eger, R. Wunderlich
Tests für gruppierte Beobachtungen. Preprint 135, TU Karl-Marx-Stadt, Sektion Mathematik, 1990. with K.-H. Eger Likelihood-ratio-tests for grouped observations. Wiss. Schriftenreihe d. TU Karl-Marx-Stadt, (10):22-62, 1989
D. Feiler, M. Nagel, R. Wunderlich
Sequentielle Tests bei klassifizierten Beobachtungen. Wiss. Zeitschrift d. TU Karl-Marx-Stadt, (1):65-68, 1988. with K.-H. Eger Computer-Assisted-Cartography - Die kartografische Ausgabe statistischer Daten. Schriftenreihe Gesundheit und Umwelt 2 4, 48-70, Forschungsinstitut für Hygiene und Mikrobiologie Bad Elster, 1986