In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x)){\rm d}t+ \sum_{k=1}^{\infty} g^{k}(t,x) \delta \beta_t^k, t \in [0,T]$, with random coefficients f and gk, driven by a sequence (βk)k of i.i.d. fractional Brownian motions of index H>1/2. Using the Malliavin calculus techniques and a p-th moment maximal inequality for the infinite sum of Skorohod integrals with respect to (βk)k, we prove that the equation has a unique solution (in a Banach space of summability exponent p ≥ 2), and this solution is Hölder continuous in both time and space
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W i...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
International audienceWe consider the stochastic heat equation with multiplicative noise $u_t=\frac{...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
We consider a system of d linear stochastic heat equations driven by an additive infinite-dimensiona...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
In this article we present a quantitative central limit theorem for the stochastic fractional heat e...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
This note deals with the asymptotic behavior of a weak solution of the multidimensional stochastic h...
We consider the stochastic heat equation of the form ∂u/∂t=(Δ+Δα)u+(∂f/∂x)(t,x,u)+σ(t,x,u)L˙+W˙H, wh...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W i...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
International audienceWe consider the stochastic heat equation with multiplicative noise $u_t=\frac{...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
We consider a system of d linear stochastic heat equations driven by an additive infinite-dimensiona...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
In this article we present a quantitative central limit theorem for the stochastic fractional heat e...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
This note deals with the asymptotic behavior of a weak solution of the multidimensional stochastic h...
We consider the stochastic heat equation of the form ∂u/∂t=(Δ+Δα)u+(∂f/∂x)(t,x,u)+σ(t,x,u)L˙+W˙H, wh...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W i...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...