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Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
(2015)SAM Research ReportStrong convergence rates for time-discrete numerical approximations of semilinear stochastic evolution equations (SEEs) with smooth and regular nonlinearities are well understood in the literature. Weak convergence rates for time-discrete numerical approximations of such SEEs have been investigated since about 12 years and are far away from being well understood: roughly speaking, no essentially sharp weak convergence rates are known for ...Report -
Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise
(2015)SAM Research ReportStochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be solved explicitly, but the literature contains a number of results which show that numerical approximation processes converge with suitable rates of convergence to solutions of such equations. In the ...Report -
Dynamics of Sectoral Business Cycle Comovement
(2015)KOF Working PapersIn this paper a multivariate dynamic conditional correlation (DCC) general autoregressive conditional heteroskedasticity (GARCH) framework is employed to study dynamics of sectoral comovement across manufacturing sectors both in Germany and in the United States. Asymmetric effects both in conditional volatilities as well as in conditional correlations are being assessed, which have hardly been considered in intersectoral comovement studies ...Working Paper -
Existence, uniqueness, and regularity for stochastic evolution equations with irregular initial values
(2015)Research ReportIn this article we develop a framework for studying parabolic semilinear stochastic evolution equations (SEEs) with singularities in the initial condition and singularities at the initial time of the time-dependent coefficients of the considered SEE. We use this framework to establish existence, uniqueness, and regularity results for mild solutions of parabolic semilinear SEEs with singularities at the initial time. We also provide several ...Report -
Fractional space-time variational formulations of (Navier-) Stokes equations
(2015)Research ReportWell-posed space-time variational formulations in fractional order Bochner-Sobolev spaces are proposed for parabolic partial differential equations, and in particular for the instationary Stokes andNavier-Stokes equations on bounded Lipschitz domains. The latter formulations include the pressure variable as a primal unknown, and so account for the incompressibility constraint via a Lagrange multiplier. The proposed new variational ...Report -
Intra-Firm Diffusion of Green Energy Technologies and the Choice of Policy Instruments
(2015)KOF Working PapersEnvironmental benefits only unfold if green (environmentally friendly) technologies are widely diffused and intensively deployed within a firm. We investigate how different types of policies - directly and in combination - affect the number of different green energy technologies adopted by a single firm (intra-firm diffusion). Using data from a dedicated survey on the diffusion of green energy technologies of 1200 Swiss firms and applying ...Working Paper -
Knowledge diffusion, endogenous growth, and the costs of global climate policy
(2015)Economics Working Paper SeriesWorking Paper -
The Effect of CO2 Emissions Standards for New Passenger Cars: Evidence from Switzerland
(2015)Centre for Energy Policy and Economics: Thema Klima ~ Economic Analysis of Policy Measures to Reduce CO2 Emissions of Passenger Cars in Switzerland: Descriptive StatisticsReport -
Economic Analysis of Policy Measures to Reduce CO2 Emissions of Passenger Cars in Switzerland: Descriptive Statistics
(2015)Centre for Energy Policy and Economics: Thema KlimaReport -