International audienceWe study the first exit times form a reduced domain of attraction of a stable fixed of the Chafee-Infante equation when perturbed by a heavy tailed Lévy noise with small intensity
50 pages. The definition of the parameter space has changed and some proofs have been expanded and c...
AbstractConstrained diffusions, with diffusion matrix scaled by small ϵ>0, in a convex polyhedral co...
Constrained diffusions, with diffusion matrix scaled by small ϵ>0, in a convex polyhedral cone G⊂Rk,...
AbstractWe study the exit problem of solutions of the stochastic differential equation dXtε=−U′(Xtε)...
International audienceWe consider weakly damped nonlinear Schrödinger equations perturbed by a noise...
We consider a dynamical system described by the differential equation Ẏt = −U ′(Yt) with a unique s...
We investigate the effect of perturbing the Chafee-Infante scalar reaction diffusion equation, ut - ...
AbstractWe consider a process uε(x,t), for x in a bounded interval, t ⩾ 0 and ε a small parameter, g...
AbstractA dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is ...
International audienceWe consider the one-sided exit problem for stable LÈvy process in random scene...
Article accepté à ESAIM PS en 2007International audienceWe study the asymptotic behavior of the hitt...
International audienceLet (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion w...
Let p t (x), f t (x) and q * t (x) be the densities at time t of a real Lévy process, its running su...
We describe the large-time moment asymptotics for the parabolic Anderson model where the speed of th...
International audienceWe consider two exit problems for the Korteweg-de Vries equation perturbed by ...
50 pages. The definition of the parameter space has changed and some proofs have been expanded and c...
AbstractConstrained diffusions, with diffusion matrix scaled by small ϵ>0, in a convex polyhedral co...
Constrained diffusions, with diffusion matrix scaled by small ϵ>0, in a convex polyhedral cone G⊂Rk,...
AbstractWe study the exit problem of solutions of the stochastic differential equation dXtε=−U′(Xtε)...
International audienceWe consider weakly damped nonlinear Schrödinger equations perturbed by a noise...
We consider a dynamical system described by the differential equation Ẏt = −U ′(Yt) with a unique s...
We investigate the effect of perturbing the Chafee-Infante scalar reaction diffusion equation, ut - ...
AbstractWe consider a process uε(x,t), for x in a bounded interval, t ⩾ 0 and ε a small parameter, g...
AbstractA dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is ...
International audienceWe consider the one-sided exit problem for stable LÈvy process in random scene...
Article accepté à ESAIM PS en 2007International audienceWe study the asymptotic behavior of the hitt...
International audienceLet (Xt, t >= 0) be a diffusion process with jumps, sum of a Brownian motion w...
Let p t (x), f t (x) and q * t (x) be the densities at time t of a real Lévy process, its running su...
We describe the large-time moment asymptotics for the parabolic Anderson model where the speed of th...
International audienceWe consider two exit problems for the Korteweg-de Vries equation perturbed by ...
50 pages. The definition of the parameter space has changed and some proofs have been expanded and c...
AbstractConstrained diffusions, with diffusion matrix scaled by small ϵ>0, in a convex polyhedral co...
Constrained diffusions, with diffusion matrix scaled by small ϵ>0, in a convex polyhedral cone G⊂Rk,...
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