AbstractWe study the existence and properties of the density for the law of the solution to a nonlinear hyperbolic stochastic partial differential equation, driven by a two-parameter white noise. We also analyze the asymptotic behavior of the density for the law of the solution to the equation obtained by perturbing the noise. Under unrestricted Hörmander's-type conditions on the coefficients, we establish Varadhan's estimates
AbstractIn this paper we establish lower and upper Gaussian bounds for the solutions to the heat and...
Title: Stochastic Differential Equations with Gaussian Noise Author: Josef Janák Department: Departm...
AbstractWe deal with the following general kind of stochastic partial differential equations:Lu(t,x)...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
AbstractConsider the following general type of perturbed stochastic partial differential equations: ...
In this article, we deal with the stochastic perturbation of degenerate parabolic partial differenti...
We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with dou...
We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with dou...
We consider a general class of parabolic spde's [formula] with (t, x) [member of] [0, T]×[0, 1] and ...
We consider a general class of parabolic spde's [formula] with (t, x) [member of] [0, T]×[0, 1] and ...
We consider a general class of parabolic spde's ∂uε t,x ∂t = ∂2uε t,x ∂x2 + ∂ ∂x g(uε t,x) + f(uε t,...
AbstractLet {u(t, x); t ≥ 0, 0 < x < 1} denote the solution of a white noise driven parabolic stocha...
UnrestrictedIn this work we discuss two problems related to stochastic partial differential equation...
Abstract. We study a minimum distance estimator in L2-norm for a class of nonlinear hyperbolic stoch...
Title: Stochastic Differential Equations with Gaussian Noise Author: Josef Janák Department: Departm...
AbstractIn this paper we establish lower and upper Gaussian bounds for the solutions to the heat and...
Title: Stochastic Differential Equations with Gaussian Noise Author: Josef Janák Department: Departm...
AbstractWe deal with the following general kind of stochastic partial differential equations:Lu(t,x)...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
AbstractConsider the following general type of perturbed stochastic partial differential equations: ...
In this article, we deal with the stochastic perturbation of degenerate parabolic partial differenti...
We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with dou...
We study the effect of Gaussian perturbations on a hyperbolic partial differential equation with dou...
We consider a general class of parabolic spde's [formula] with (t, x) [member of] [0, T]×[0, 1] and ...
We consider a general class of parabolic spde's [formula] with (t, x) [member of] [0, T]×[0, 1] and ...
We consider a general class of parabolic spde's ∂uε t,x ∂t = ∂2uε t,x ∂x2 + ∂ ∂x g(uε t,x) + f(uε t,...
AbstractLet {u(t, x); t ≥ 0, 0 < x < 1} denote the solution of a white noise driven parabolic stocha...
UnrestrictedIn this work we discuss two problems related to stochastic partial differential equation...
Abstract. We study a minimum distance estimator in L2-norm for a class of nonlinear hyperbolic stoch...
Title: Stochastic Differential Equations with Gaussian Noise Author: Josef Janák Department: Departm...
AbstractIn this paper we establish lower and upper Gaussian bounds for the solutions to the heat and...
Title: Stochastic Differential Equations with Gaussian Noise Author: Josef Janák Department: Departm...
AbstractWe deal with the following general kind of stochastic partial differential equations:Lu(t,x)...