Michael Kohlmann

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Multi-dimensional backward stochastic Riccati di erential equations (BSRDEs in short) are studied. A closed property for solutions of BSRDEs with respect to their coeÆcients is stated and is proved for general BSRDEs, which is used to obtain the existence of a global adapted solution to some BSRDEs. The global existence and uniqueness results are obtained(More)
In barley leaves 13-lipoxygenases (LOXs) are induced by salicylate and jasmonate. Here, we analyse by metabolic profiling the accumulation of oxylipins upon sorbitol treatment. Although 13-LOX-derived products are formed and specifically directed into the reductase branch of the LOX pathway, accumulation is much later than in the cases of salicylate and(More)
In barley leaves, the application of jasmonates leads to dramatic alterations of gene expression. Among the up-regulated gene products lipoxygenases occur abundantly. Here, at least four of them were identified as 13-lipoxygenases exhibiting acidic pH optima between pH 5.0 and 6.5. (13S,9Z,11E,15Z)-13-hydroxy-9,11,15-octadecatrienoic acid was found to be(More)
We obtain the global existence and uniqueness result for a one-dimensional backward stochastic Riccati equation, whose generator contains a quadratic term of L (the second unknown component). This solves the one-dimensional case of BismutPeng's problem which was initially proposed by Bismut (1978) in the Springer yellow book LNM 649. We use an approximation(More)
It is well known that backward stochastic di erential equations (BSDEs) stem from the study on the Pontryagin type maximum principle for optimal stochastic controls. A solution of a BSDE hits a given terminal value (which is a random variable) by virtue of an additional martingale term and an inde nite initial state. This paper attempts to view the relation(More)