Let u = {u(t, x), t ∈ [0, T ], x ∈ R d } be the solution to the linear stochastic heat equation driven by a fractional noise in time with correlated spatial structure. We study various path properties of the process u with respect to the time and space variable, respectively. In particular, we derive their exact uniform and local moduli of continuity and Chung-type laws of the iterated logarithm
We analyze the effect of additive fractional noise with Hurst parameter H>1/2 on fast-slow systems. ...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
We consider a system of d linear stochastic heat equations driven by an additive infinite-dimensiona...
We deal with complex spatial diffusion equations with time-fractional derivative and study their sto...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
We study the probability distribution of the solution to the linear stochastic heat equation with fr...
In this article we present a quantitative central limit theorem for the stochastic fractional heat e...
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...
We consider a class of stochastic fractional equations driven by fractional noise on t,x∈0,T×0,1 ∂u...
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are n...
Consider stochastic heat equations with fractional Laplacian on R-d. The driving noise is generalize...
We analyze the effect of additive fractional noise with Hurst parameter H>1/2 on fast-slow systems. ...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
We consider a system of d linear stochastic heat equations driven by an additive infinite-dimensiona...
We deal with complex spatial diffusion equations with time-fractional derivative and study their sto...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
We study the probability distribution of the solution to the linear stochastic heat equation with fr...
In this article we present a quantitative central limit theorem for the stochastic fractional heat e...
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...
We consider a class of stochastic fractional equations driven by fractional noise on t,x∈0,T×0,1 ∂u...
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are n...
Consider stochastic heat equations with fractional Laplacian on R-d. The driving noise is generalize...
We analyze the effect of additive fractional noise with Hurst parameter H>1/2 on fast-slow systems. ...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...