Add to ORKGAbstract. We prove the existence and uniqueness theorem for stochastic differential equation8 with bounded coefficients driven by the renormalized square of white noise. These equations are inter-preted as sesquitinear forms on the linear span of the exponential vectors (of the first order white noise) and the existence theorem is established on the space of these forms
In this thesis, we develop a stochastic calculus for the space-time Lévy white noise introduced in [...
Stochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson white n...
Abstract. We study stochastic partial differential equations (SPDEs) driven by space-time white nois...
AbstractWe prove existence, uniqueness and comparison theorems for a class of semilinear stochastic ...
AbstractGlobal existence and uniqueness is proved for a stochastic reaction-diffusion equation with ...
We investigate the properties of the Wick square of Gaussian white noises through a new method to pe...
We consider a conservative system of stochastic PDE's, namely a one dimensional phase field model pe...
Barbu V, Röckner M. An operatorial approach to stochastic partial differential equations driven by l...
AbstractWhen the right-hand side of an ordinary differential equation (ODE in short) is not Lipschit...
We establish a duality relation for the moments of bounded solutions to a class of one-dimensional p...
International audienceWe consider stochastic partial differential equations on $\mathbb{R}^{d}, d\ge...
Existence and uniqueness theorems for parabolic stochastic partial differential equations with space...
summary:We study the regularizing effect of the noise on differential equations with irregular coeff...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
International audienceIn this paper, we prove existence, uniqueness and regularity for a class of st...
In this thesis, we develop a stochastic calculus for the space-time Lévy white noise introduced in [...
Stochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson white n...
Abstract. We study stochastic partial differential equations (SPDEs) driven by space-time white nois...
AbstractWe prove existence, uniqueness and comparison theorems for a class of semilinear stochastic ...
AbstractGlobal existence and uniqueness is proved for a stochastic reaction-diffusion equation with ...
We investigate the properties of the Wick square of Gaussian white noises through a new method to pe...
We consider a conservative system of stochastic PDE's, namely a one dimensional phase field model pe...
Barbu V, Röckner M. An operatorial approach to stochastic partial differential equations driven by l...
AbstractWhen the right-hand side of an ordinary differential equation (ODE in short) is not Lipschit...
We establish a duality relation for the moments of bounded solutions to a class of one-dimensional p...
International audienceWe consider stochastic partial differential equations on $\mathbb{R}^{d}, d\ge...
Existence and uniqueness theorems for parabolic stochastic partial differential equations with space...
summary:We study the regularizing effect of the noise on differential equations with irregular coeff...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
International audienceIn this paper, we prove existence, uniqueness and regularity for a class of st...
In this thesis, we develop a stochastic calculus for the space-time Lévy white noise introduced in [...
Stochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson white n...
Abstract. We study stochastic partial differential equations (SPDEs) driven by space-time white nois...