Prof.  Dr.  Barbara  Rüdiger – Mastandrea 

• Refereed Articles

1)  Bertini, L.; Presutti, E.; Rüdiger, B.; Saada, E. Dynamical fluctuations at the critical point: convergence to a nonlinear stochastic PDE. Teor. Veroyatnost. i Primenen. 38 (1993), no. 4, 689--741; translation in Theory Probab. Appl., no. 4, 586—629, 38  (1993).

2) Rüdiger, B. Glauber evolution for Kac potentials, analysis of critical fluctuations: Convergence to a nonlinear stochastic PDE.  Micro, Meso and Macro -approaches in Physics; Proceedings of a NATO Advanced Research Workshop, Leuven, Belgium, July 19 –23, 1993 editor M. Fannes et al.; Nato/Asi series volume, ser. B., Phys. 324, 271 –274, Plenum Press.  (1994).

3) Rüdiger, Barbara Structural instability of some strongly degenerate parabolic equations. Boll. Un. Mat.
Ital. B (7)  9 , no. 4, 935—973,  (1995) .

4) Fritz, J.; Rüdiger, B. Time dependent critical fluctuations of a one-dimensional local mean field model. Probab. Theory Related Fields 103, no. 3, 381—407, (1995). 

5) Fritz, J.; Rüdiger, B. Approximation of a one-dimensional stochastic PDE by local mean field type lattice systems. Nonlinear stochastic PDEs (Minneapolis, MN, 1994), 111--125, IMA Vol. Math. Appl., 77, Springer, New York  (1996).

6) Bertini, Lorenzo; Buttà, Paolo; Rüdiger, Barbara A microscopic model of phase field type. Seminar on Stochastic Analysis, Random Fields and Applications (Ascona, 1996), 63--71, Progr. Probab., 45, Birkhäuser, Basel  (1999).

7) Bertini, L.; Buttà, P.; Rüdiger, B. Interface dynamics and Stefan problem from a microscopic conservative model. Rend. Mat. Appl. (7) 19 (1999), no. 4, 547--581  (2000)

8) Albeverio, Sergio; Rüdiger, Barbara; Wu, Jiang-Lun Invariant measures and symmetry property of Lévy type operators. Potential Anal. 13,  no. 2, 147—168 (2000).

9) Rüdiger, Barbara; Wu, Jiang-Lun Construction by subordination of processes with jumps on infinite-dimensional state spaces and corresponding non local Dirichlet forms. Stochastic processes, physics and geometry: new interplays, II (Leipzig, 1999), 559--571, CMS Conf. Proc., 29, Amer. Math. Soc., Providence, R , (2000).

10) Albeverio, Sergio; Rüdiger, Barbara; Wu, Jiang-Lun Analytic and probabilistic aspects of Lévy processes and fields in quantum theory. Lévy processes-Theory and Applications, pag. 187--224, Eds. E. Barndorff –Nielsen, T. Mikosch, S. Resnick,  Birkhäuser Boston, Boston, MA, (2001).  

11)  Albeverio, Sergio; Rüdiger, Barbara  Infinite dimensional stochastic differential equations obtained by subordination and related Dirichlet forms, J. Funct. Anal.  204 , no. 1, 122—156,  (2003).

12) B. Rüdiger, Stochastic integration w.r.t. compensated Poisson random measures on separable Banach spaces, Stoch. Stoch. Reports, . Vol. 76 No. 3 (June 2004) 

13) Albeverio, Sergio; Rüdiger, Barbara,  Stochastic integration with respect to compensated Poisson random measures and the Lévy –Ito decomposition theorem on separable Banach spaces,  Stoch. An. and Appl. ,Vol. 23, Nr. 2 (2005).  

14) B. Rüdiger,  Stochastic integration of deterministic and random Banach valued functions  with respect to compensated Poisson random measures and the Lévy -Ito formula. (Review)  “International conference on Stochastic Analysis and Applications", October 22 -27, 2001, Hammamet, Tunisia  , Kluwer Publisher, Dortrecht, to appear (2005).

15) Albeverio, Sergio; Rüdiger, Barbara , Subordination of quasi –regular Dirichlet forms,

 Random  Operators and Stochastic Equations, Volume 13, Nr. 1 (2005)

16) A. Mandrekar, B. Rüdiger, Lévy noises and stochastic integrals on Banach spaces  (preprint SFB 611 april 2005),  to appear on “Stochastic Partial Differential Equations and Applications – VII”, Lecture  Notes in Pure and Applied Mathematics,  CRC Press (2005).

• Proceedings

17) Rüdiger, B.  Flux limited Diffusion Equations; comparison of results”  Compte -Rendus du Seminaire de Mathématiques de l’Université de Ruoen 92/93  (Ed C.  Dellacherie et al.). 

18) Albeverio, Sergio; Rüdiger, Barbara; Stochastic integrals  and Lévy –Ito decomposition on separable Banach spaces. Proceedings of the 2^nd MaPhySto Lévy Conference, Aarhus, January 2002 (Ed. O. Barndorff –Nielsen)

• Submitted for Publication in International Journals

19) A. Mandrekar, B. Rüdiger, Existence and uniqueness of path wise solutions for stochastic integral equations driven by non Gaussian noise on separable Banach spaces, preprint SFB 611 February 2003, extended version preprint SFB 611 December 2004.           

20) B. Rüdiger,  G. Ziglio    The  Ito formula for Banach valued stochastic integrals obtained by integration with respect to compensated Poisson random measures, preprint SFB 611 December 2004

• In Preparation

22) S. Albeverio, V. Mandrekar, B. Rüdiger, Existence of weak solutions for SDEs and semilinear equations with non Gaussian noise

23) B.Rüdiger, S.S. Sritharan, Stochastic differential equations with Levy noise applied to fluid mechanics

• Master Thesis - Tesi di Laurea

24) Rüdiger, B.,  Moto uni -dimensionale di una particella soggetta a collisioni elastiche, Dipartimento di Matematica, Università di Roma “La Sapienza”, 1989

• Ph.D. Thesis

25)   Rüdiger, B., Derivazione microscopica di equazioni stocastiche non lineari. Fluttuazioni critiche per modelli di spin di tipo campo medio. Università di Roma “Tor Vergata” 1996

• Master Students 

Spring 2003: Giacomo Ziglio, Math Department of the University in Trento, Italy  (field: probability)

Effective advisor: JProf. Dr. Barbara Rüdiger

Formal advisor: Prof. Dr. L. Tubaro

Giacomo Ziglio got the best possible grade: „110/110 cum laude“

• Advisor of Master Theses for Teachers (“Examensarbeit”): 

1)    Spring 2005: Mrs. S. Klein (field: financial mathematics)

Title of the theses: “Problems in financial mathematics related to Investments for Insurance Companies/Solvency II)

A master theses in collaboration with the insurance company DeBeKa

2)    Fall 2005: Mrs. S. Jüngerich   (field: mathematical –physics)

      Title of the theses: “L. Boltzmann and the Boltzmann equation”

Back to Barbara Rudiger
Back to Math Home Page