Add to ORKGIn this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the covariance of the solutions of the parabolic stochastic partial differential equations is derived. Well-posedness of a space-time weak variational formulation of this tensorized equation is established
Abstract. The main two aims of these lecture notes are: a definition of the space-time white noise a...
We establish a stochastic representation formula for solutions to fully nonlinear second-order parti...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
In this paper parabolic random partial differential equations and parabolic stochastic partial diffe...
Abstract. In this paper parabolic random partial differential equations and parabolic sto-chastic pa...
The characterization of the covariance function of the solution process to a stochastic partial diff...
The characterization of the covariance function of the solution process to a stochastic partial diff...
Numerical methods for stochastic differential equations typically estimate moments of the solution f...
Abstract. We consider parabolic stochastic partial differential equations dri-ven by multiplicative ...
2013-04-26This thesis aims to study the well-posedness of second order in time stochastic evolution ...
We study strictly parabolic stochastic partial differential equations on R^d, d>=1, driven by a Gaus...
In this thesis, we address several problems arising in the study of nondegenerate and degenerate par...
International audienceWe study the Cauchy problem for a quasilinear degenerate parabolic stochastic ...
AbstractA semilinear parabolic equation on Rd with a non-additive random perturbation is studied. Th...
This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilli...
Abstract. The main two aims of these lecture notes are: a definition of the space-time white noise a...
We establish a stochastic representation formula for solutions to fully nonlinear second-order parti...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...
In this paper parabolic random partial differential equations and parabolic stochastic partial diffe...
Abstract. In this paper parabolic random partial differential equations and parabolic sto-chastic pa...
The characterization of the covariance function of the solution process to a stochastic partial diff...
The characterization of the covariance function of the solution process to a stochastic partial diff...
Numerical methods for stochastic differential equations typically estimate moments of the solution f...
Abstract. We consider parabolic stochastic partial differential equations dri-ven by multiplicative ...
2013-04-26This thesis aims to study the well-posedness of second order in time stochastic evolution ...
We study strictly parabolic stochastic partial differential equations on R^d, d>=1, driven by a Gaus...
In this thesis, we address several problems arising in the study of nondegenerate and degenerate par...
International audienceWe study the Cauchy problem for a quasilinear degenerate parabolic stochastic ...
AbstractA semilinear parabolic equation on Rd with a non-additive random perturbation is studied. Th...
This volume presents the lecture notes from two courses given by Davar Khoshnevisan and René Schilli...
Abstract. The main two aims of these lecture notes are: a definition of the space-time white noise a...
We establish a stochastic representation formula for solutions to fully nonlinear second-order parti...
AbstractExistence and uniqueness theorems for stochastic evolution equations are developed in a Hilb...