Add to ORKGWhen the initial condition u0 to a parabolic Burgers ’ SPDE (containing a quadratic term) belongs to Lq[0, 1], 2 ≤ q ≤ ∞ , the trajectories of the solution u(t, x) a.s. belong to the space C([0, T], Lq[0, 1]). We characterize the support of the law of u in this space; the proof is based on an approximation of u by a sequence of stochastic processes obtained by replacing the Brownian sheet by linear adapted interpolations
69 pagesWe consider the weakly asymmetric simple exclusion process on the discrete space $\{1,...,n-...
We consider stochastic semilinear partial differential equations with burgers-type nonlinear terms. ...
Abstract We prove existence and uniqueness for two classes of mar tingale problems involving a nonl...
In this paper, we show that the stationary solution u(t, omega) of the differentiable random dynamic...
Given a stochastic differential equation with path-dependent coefficients driven by a multidimension...
Using Girsanov transformation, we derive a new link from stochastic differential equations of Markov...
In this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial ...
Abstract In this paper we consider a stochastic partial differential equation defined on a Lattice L...
Abstract. A support theorem is proven for the mild solution of the stochastic differential equation ...
In this paper we show that solutions of stochastic partial differ- ential equations driven by Browni...
This Ph.D. thesis is concerned with studying solutions u of a generalised Burgers equation on the ci...
International audienceWe consider the Burgers equation on $H=L^2(0,1)$ perturbed by white noise and ...
Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means ...
Burgers ’ Equation ut + cuux = νuxx is a nonlinear partial differential equation which arises in mod...
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space...
69 pagesWe consider the weakly asymmetric simple exclusion process on the discrete space $\{1,...,n-...
We consider stochastic semilinear partial differential equations with burgers-type nonlinear terms. ...
Abstract We prove existence and uniqueness for two classes of mar tingale problems involving a nonl...
In this paper, we show that the stationary solution u(t, omega) of the differentiable random dynamic...
Given a stochastic differential equation with path-dependent coefficients driven by a multidimension...
Using Girsanov transformation, we derive a new link from stochastic differential equations of Markov...
In this paper, we discuss a link of Itˆo’s stochastic differential equa- tions to nonlinear partial ...
Abstract In this paper we consider a stochastic partial differential equation defined on a Lattice L...
Abstract. A support theorem is proven for the mild solution of the stochastic differential equation ...
In this paper we show that solutions of stochastic partial differ- ential equations driven by Browni...
This Ph.D. thesis is concerned with studying solutions u of a generalised Burgers equation on the ci...
International audienceWe consider the Burgers equation on $H=L^2(0,1)$ perturbed by white noise and ...
Existence and uniqueness for semilinear stochastic evolution equations with additive noise by means ...
Burgers ’ Equation ut + cuux = νuxx is a nonlinear partial differential equation which arises in mod...
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space...
69 pagesWe consider the weakly asymmetric simple exclusion process on the discrete space $\{1,...,n-...
We consider stochastic semilinear partial differential equations with burgers-type nonlinear terms. ...
Abstract We prove existence and uniqueness for two classes of mar tingale problems involving a nonl...