Fachbereich Mathematik

Prof. Dr. Heinrich von Weizsäcker

Kontakt

E-Mail: hvw (at) rptu.de

Forschungsgebiete

Forschungsschwerpunkte der Arbeitsgruppe Stochastik und reelle Analysis von Prof. Dr. von Weizsäcker sind 

  • Stochastische Analysis, insbesondere Differenzierbare Maße, Diffusionen und Randwertprobleme  
  • Trennung von Wahrscheinlichkeitsmaßen mit Methoden aus der Informationstheorie und großen Abweichungen

gewesen.

Ausgewählte Veröffentlichungen

  • Hofmann, Bernd; Mathé, Peter; von Weizsäcker, Heinrich: Regularization in Hilbert space under unbounded operators and general source conditions. Inverse Problems 25 (2009), no. 11, 115013, 15 pp.
  • Smolyanov, Oleg G.; Weizsäcker, Heinrich v.; Wittich, Olaf: Chernoff's theorem and discrete time approximations of Brownian motion on manifolds. Potential Anal. 26 (2007), no. 1, 1–29.
  • Sidorova, Nadezda A.; Smolyanov, Oleg G.; v. Weizsäcker, Heinrich; Wittich, Olaf: The surface limit of Brownian motion in tubular neighborhoods of an embedded Riemannian manifold. J. Funct. Anal. 206 (2004), no. 2, 391–413.
  • Smolyanov, O. G.; v. Weizsäcker, H.; Wittich, O.: Chernoff's theorem and the construction of semigroups. Evolution equations: applications to physics, industry, life sciences and economics (Levico Terme, 2000), 349–358, Progr. Nonlinear Differential Equations Appl., 55, Birkhäuser, Basel, 2003.
  • Weizsäcker, Heinrich v.; Smolyanov, O. G.; Wittich, O.: Diffusion on a compact Riemannian manifold, and surface measures. (Russian) Dokl. Akad. Nauk 371 (2000), no. 4, 442–447.
  • Smolyanov, O. G.; v. Weizsäcker, H.; Wittich, O.: Brownian motion on a manifold as limit of stepwise conditioned standard Brownian motions. Stochastic processes, physics and geometry: new interplays, II (Leipzig, 1999), 589–602, CMS Conf. Proc., 29, Amer. Math. Soc., Providence, RI, 2000.
  • Smolyanov, O. G.; v. Weizsäcker, H.: Smooth probability measures and associated differential operators. Infin. Dimens. Anal. Quantum Probab. Relat. Top. 2 (1999), no. 1, 51–78.
  • von Weizsäcker, Heinrich: Sudakov's typical marginals, random linear functionals and a conditional central limit theorem. Probab. Theory Related Fields 107 (1997), no. 3, 313–324.
  • Mauldin, R. Daniel; Monticino, Michael; von Weizsäcker, Heinrich: Directionally reinforced random walks. Adv. Math. 117 (1996), no. 2, 239–252.
  • Smolyanov, O. G.; von Weizsäcker, H.: Differentiable families of measures. J. Funct. Anal. 118 (1993), no. 2, 454–476.
  • von Weizsäcker, Heinrich; Winkler, Gerhard: Stochastic integrals. An introduction. Advanced Lectures in Mathematics. Friedr. Vieweg & Sohn, Braunschweig, 1990.
  • Mauldin, R. Daniel; Preiss, David; von Weizsäcker, Heinrich: Orthogonal transition kernels. Ann. Probab. 11 (1983), no. 4, 970–988.
  • von Weizsäcker, Heinrich: Exchanging the order of taking suprema and countable intersections of σ-algebras. Ann. Inst. H. Poincaré Sect. B (N.S.) 19 (1983), no. 1, 91–100.
  • von Weizsäcker, Heinrich; Winkler, Gerhard: Integral representation in the set of solutions of a generalized moment problem. Math. Ann. 246 (1979/80), no. 1, 23–32.
  • Graf, Siegfried; von Weizsäcker, Heinrich: On the existence of lower densities in noncomplete measure spaces. Measure theory (Proc. Conf., Oberwolfach, 1975), pp. 155–158. Lecture Notes in Math., Vol. 541, Springer, Berlin, 1976.
  • von Weizsäcker, Heinrich: A note on infinite dimensional convex sets. Math. Scand. 38 (1976), no. 2, 321–324.

Lebenslauf

1947 geboren in Zürich
1970 Diplom an Universität München
1973 Promotion an Universität München
1977 Habilitation an Universität München
1978 Professor an Universität Kaiserslautern
2012 Eintritt in Ruhestand

Promotionen

  1. Wilhelm Krüger (1983), Thema: "Approximation von Integraldarstellungen und verwandte Fragen"
  2. Michael Scheutzow (1983), Thema: "Qualitatives Verhalten der Lösungen von eindimensionalen nichtlinearen stochastischen Differentialgleichungen mit Gedächtnis"
  3. Dieter Zimmermann (1990), Thema: "Über die Integraldarstellung stochastischer Felder - Unter Verwendung von Methoden der Nonstandard-Analysis"
  4. Jürgen Krob (1992), Thema: "Kapazität statistischer Experimente (Ein informationstheoretischer Ansatz zur Untersuchung der Orthogonalität von Wahrscheinlichkeitsmaßen)"
  5. Werner Doster (1995), Thema: "Zur Berechnung des Hausdorffmaßes von Familien von Wahrscheinlichkeitsmaßen"
  6. Peter Mörters (1995 - Co-Betreuer), Thema: "Tangent Measure Distributions and the Geometry of Measures
  7. Peter Scheffel (1997), Thema: "Exponential Risk Rates in Discrete Markov Models"
  8. Holger Scholl (1998), Thema: "Optimal Prior Distributions for Statistical Experiments"
  9. Andreas Martin (2001 - Co-Betreuer), Thema: "Hyperbolic Stochastic Partial Differential Equations: Small Balls and Simulation; Propagation of Singularities"
  10. Jochen Blath (2002), Thema: "Refined Multifractal Analysis of Super-Brownian Motion: The Dimension Spectrum of Thick Points"
  11. Nadezda Sidorova (2003), Thema: "Surface Measures of Paths in an Embedded Riemannian Manifold"
  12. Mei Fang Ong (2004), Thema: "Die Feynman-Kac-Formel für unbeschränkte Potentiale und allgemeine Anfangsbedingungen"
  13. Jochen Voß (2004), Thema: "Some Large Deviation Results for Diffusion Processes"
  14. Richard Kiefer (2009), Thema: "Multiple Points on the Brownian Frontier"
  15. Martin Kolb (2009), Thema: "On the Large Time Behavior of Diffusions - Results Between Analysis and Probability"
  16. Yang Zou (2010), Thema: "Transformations of Chaos Decomposition under Change of Measure"
  17. Benedikt Heinrich (2013), Thema: "Curve interaction in R²: An analytical and stochastical approach"
  18. Martin Anders (2016), Thema: "Linear diffusions conditioned on long-term survival"