PDE-CDT 16.01 - Ergodic Backward Stochastic Difference Equations- Andrew L Allan and Samuel N Cohen

PDE-CDT 17.01 - Stochastic evolution equations for large portfolios of stochastic volatility models - Ben Hambly and Nikolaos Kolliopoulos

PDE-CDT 17.02 - On critical Lp- differentiability of BD-maps - Franz Gmeineder and Bogdan Raita

PDE-CDT 18.01 - L1-ESTIMATES AND A-WEAKLY DIFFERENTIABLE FUNCTIONS  - Bogdan Raita

PDE-CDT 18.02 - VANISHING VISCOSITY APPROACH TO THE COMPRESSIBLE EULER EQUATIONS FOR TRANSONIC NOZZLE AND SPHERICALLY SYMMETRIC FLOWS - Gui-Qiang G Chen and Matthew Schrecker

PDE-CDT 18.03 - STABILITY OF STEADY MULTI-WAVE CONFIGURATIONS FOR THE FULL EULER EQUATIONS OF COMPRESSIBLE FLUID FLOW - Gui-Qiang G Chen and Matthew Rigby

PDE-CDT 18.04 - Fast mean-reversion asymptotics for large portfolios of stochastic volatility models - Nikolaos Kolliopoulos

PDE-CDT 18.05 - EXTREMAL RANK-ONE CONVEX INTEGRANDS AND A CONJECTURE OF ŠVERÁK - André Guerra