Publications (47)
On a transformation between distributions obeying the principle of a single big jump
Hui Xu, Michael Scheutzow, Yuebao Wang
Evolution systems of measures for stochastic flows
Xiaopeng Chen, Jinqiao Duan, Michael Scheutzow
Connectedness of random set attractors
Michael Scheutzow, Isabell Vorkastner
Positive speed of propagation in a semilinear parabolic interface model with unbounded random coefficients
Patrick W Dondl, Michael Scheutzow
Asymptotics for Lipschitz percolation above tilted planes
Alexander Drewitz, Michael Scheutzow, Maite Wilke-Berenguer
Lack of strong completeness for stochastic flows
Xue-Mei Li, Michael Scheutzow
Pinning of interfaces in a random elastic medium and logarithmic lattice embeddings in percolation
Patrick W. Dondl, Michael Scheutzow, Sebastian Throm
Multicast Capacity of Optical WDM Packet Ring for Hotspot Traffic
Matthias an der Heiden, Michel Sortais, Michael Scheutzow +2
Invariant measures for stochastic functional differential equations with superlinear drift term
Abdelhadi Es--Sarhir, Onno van Gaans, Michael Scheutzow
A prey-predator model with three interacting species
Uygun Jamilov, Michael Scheutzow, Isabell Vorkastner
Criteria for strong and weak random attractors
Hans Crauel, Georgi Dimitroff, Michael Scheutzow
Random Delta-Hausdorff-attractors
Michael Scheutzow, Maite Wilke-Berenguer
Capacity and Delay Analysis of Next-Generation Passive Optical Networks (NG-PONs) - Extended Version
Frank Aurzada, Michael Scheutzow, Martin Reisslein +2
Moments of recurrence times for Markov chains
Frank Aurzada, Hanna Doering, Marcel Ortgiese +1
Asymptotic coupling and a weak form of Harris' theorem with applications to stochastic delay equations
Martin Hairer, Jonathan C. Mattingly, Michael Scheutzow
High-resolution quantization and entropy coding for fractional Brownian motion
Steffen Dereich, Michael Scheutzow
Forward Brownian Motion
Krzysztof Burdzy, Michael Scheutzow
Exponential growth rate for a singular linear stochastic delay differential equation
Michael Scheutzow
Constructive quantization: approximation by empirical measures
Steffen Dereich, Michael Scheutzow, Reik Schottstedt
Weak synchronization for isotropic flows
Michael Cranston, Benjamin Gess, Michael Scheutzow
Random dynamical systems, rough paths and rough flows
Ismael Bailleul, Sebastian Riedel, Michael Scheutzow
Strong completeness and semi-flows for stochastic differential equations with monotone drift
Michael Scheutzow, Susanne Schulze
High resolution quantization and entropy coding of jump processes
Frank Aurzada, Steffen Dereich, Michael Scheutzow +1
Rough differential equations with unbounded drift term
Sebastian Riedel, Michael Scheutzow
Minimal forward random point attractors need not exist
Michael Scheutzow
Minimal Random Attractors
Hans Crauel, Michael Scheutzow
A Stochastic Gronwall Lemma
Michael Scheutzow
Existence and uniqueness of solutions of stochastic functional differential equations
Max-K. von Renesse, Michael Scheutzow
Generalized couplings and ergodic rates for SPDEs and other Markov models
Oleg Butkovsky, Alexei Kulik, Michael Scheutzow
Well-Posedness, Stability, and Sensitivities for Stochastic Delay Equations: A Generalized Coupling Approach
Alexei Kulik, Michael Scheutzow
A coupling approach to Doob's theorem
Alexei Kulik, Michael Scheutzow
Dispersion of volume under the action of isotropic Brownian flows
Georgi Dimitroff, Michael Scheutzow
Ballistic and sub-ballistic motion of interfaces in a field of random obstacles
Patrick W. Dondl, Michael Scheutzow
Exponential growth rate for derivatives of stochastic flows
Holger van Bargen, Michael Scheutzow, Simon Wasserroth
Generalized couplings and convergence of transition probabilities
Alexei Kulik, Michael Scheutzow
Synchronization, Lyapunov exponents and stable manifolds for random dynamical systems
Michael Scheutzow, Isabell Vorkastner
Wait-and-see strategies in polling models
Frank Aurzada, Sergej Beck, Michael Scheutzow
Synchronization by noise
Franco Flandoli, Benjamin Gess, Michael Scheutzow
Invariant measures for stochastic functional differential equations
Oleg Butkovsky, Michael Scheutzow
Invariance and Monotonicity for Stochastic Delay Differential Equations
Igor Chueshov, Michael Scheutzow
Blow-up of a stable stochastic differential equation
Matti Leimbach, Michael Scheutzow
Pinning of interfaces in random media
Nicolas Dirr, Patrick W. Dondl, Michael Scheutzow
A new class of large claim size distributions: Definition, properties, and ruin theory
Sergej Beck, Jochen Blath, Michael Scheutzow
Attractors and Expansion for Brownian Flows
Georgi Dimitroff, Michael Scheutzow
Chaining Techniques and their Application to Stochastic Flows
Michael Scheutzow
Synchronization by noise for order-preserving random dynamical systems
Franco Flandoli, Benjamin Gess, Michael Scheutzow
On the structure of a class of distributions obeying the principle of a single big jump
Hui Xu, Michael Scheutzow, Yuebao Wang +1