We study a class of linear hyperbolic stochastic partial differential equations in bounded domains, which includes the wave equation and the telegraph equation, driven by Gaussian noise that is white in time but not in space. We give necessary and sufficient conditions on the spatial correlation of the noise for the existence (and uniqueness) of square-integrable solutions. In the particular case where the domain is a ball and the noise is concentrated on a sphere, we characterize the isotropic Gaussian noises with this property. We also give explicit necessary and sufficient conditions when the domain is a hypercube and the Gaussian noise is concentrated on a hyperplane
Abstract. It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic...
In this thesis, we develop a stochastic calculus for the space-time Lévy white noise introduced in [...
International audienceIn this paper we investigate a nonlinear stochastic partial differential equat...
We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with dou...
We study strictly parabolic stochastic partial differential equations on R^d, d>=1, driven by a Gaus...
AbstractWe study the existence and properties of the density for the law of the solution to a nonlin...
AbstractWe deal with the following general kind of stochastic partial differential equations:Lu(t,x)...
Title: Stochastic Differential Equations with Gaussian Noise Author: Josef Janák Department: Departm...
In this paper we show that the Cahn-Hilliard stochastic SPDE has a function valued solution in dimen...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
AbstractThe present paper is the second and main part of a study of partial differential equations u...
UnrestrictedIn this work we discuss two problems related to stochastic partial differential equation...
AbstractIn this paper we establish lower and upper Gaussian bounds for the solutions to the heat and...
In this article, we deal with the stochastic perturbation of degenerate parabolic partial differenti...
Existence and uniqueness theorems for parabolic stochastic partial differential equations with space...
Abstract. It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic...
In this thesis, we develop a stochastic calculus for the space-time Lévy white noise introduced in [...
International audienceIn this paper we investigate a nonlinear stochastic partial differential equat...
We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with dou...
We study strictly parabolic stochastic partial differential equations on R^d, d>=1, driven by a Gaus...
AbstractWe study the existence and properties of the density for the law of the solution to a nonlin...
AbstractWe deal with the following general kind of stochastic partial differential equations:Lu(t,x)...
Title: Stochastic Differential Equations with Gaussian Noise Author: Josef Janák Department: Departm...
In this paper we show that the Cahn-Hilliard stochastic SPDE has a function valued solution in dimen...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
AbstractThe present paper is the second and main part of a study of partial differential equations u...
UnrestrictedIn this work we discuss two problems related to stochastic partial differential equation...
AbstractIn this paper we establish lower and upper Gaussian bounds for the solutions to the heat and...
In this article, we deal with the stochastic perturbation of degenerate parabolic partial differenti...
Existence and uniqueness theorems for parabolic stochastic partial differential equations with space...
Abstract. It is frequently the case that a white-noise-driven parabolic and/or hyperbolic stochastic...
In this thesis, we develop a stochastic calculus for the space-time Lévy white noise introduced in [...
International audienceIn this paper we investigate a nonlinear stochastic partial differential equat...