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- Michael Kohlmann, Shanjian Tang
- SIAM J. Control and Optimization
- 2003

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)

- Heiko Weichert, Michael Kohlmann, Claus Wasternack, Ivo Feussner
- Biochemical Society transactions
- 2000

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)

- Michael Kohlmann, Astrid Bachmann, +4 authors Ivo Feussner
- European journal of biochemistry
- 1999

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)

- Michael Kohlmann, Xun Yu Zhou
- SIAM J. Control and Optimization
- 2000

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)

- Michael Kohlmann, Shanjian Tang
- SIAM J. Control and Optimization
- 2003

We prove an existence and uniqueness theorem for backward stochastic di erential equations driven by a Brownian motion, where the uniform Lipschitz continuity is replaced by a stochastic one.

The following backward stochastic Riccati di erential equation (BSRDE in short) 8>>>>><>>>>>>>>>>>: dK = [AK +KA+ d X i=1 C 0 iKCi +Q+ d X i=1 (C 0 iLi + LiCi)

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)

The existence of an adapted solution to a backward stochastic differential equation which is not adapted to the ltration of the underlying Brownian motion is proved. This result is applied to the pricing of contingent claims. It allows to compare the prices of agents who have di erent information about the evolution of the market. The problem is considered… (More)