In this article, we consider the quasi-linear stochastic wave and heat equations on the real line and with an additive Gaussian noise which is white in time and behaves in space like a fractional Brownian motion with Hurst index H ∈ (0, 1). The drift term is assumed to be globally Lipschitz. We prove that the solution of each of the above equations is continuous in terms of the index H, with respect to the convergence in law in the space of continuous functions
In this paper we study the long time behavior of the solution to a certain class of space-time fract...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
In this article, we consider the one-dimensional stochastic wave and heat equations driven by a line...
AbstractWe consider the linear stochastic wave equation with spatially homogeneous Gaussian noise, w...
International audienceIn this paper we study a class of stochastic partial differential equations in...
We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded...
We study the existence and regularity of the density for the solution u(t,x) (with fixed t > 0 an...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
Sensitivity analysis w.r.t. the long-range/memory noise parameter for probability distributions of f...
We approximate the solution of a quasilinear stochastic partial differential equa-tion driven by fra...
We consider a class of stochastic fractional equations driven by fractional noise on t,x∈0,T×0,1 ∂u...
In this article we present a quantitative central limit theorem for the stochastic fractional heat e...
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional ord...
This study is concerned with the stochastic fractional diffusion and diffusion-wave equations driven...
In this paper we study the long time behavior of the solution to a certain class of space-time fract...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
In this article, we consider the one-dimensional stochastic wave and heat equations driven by a line...
AbstractWe consider the linear stochastic wave equation with spatially homogeneous Gaussian noise, w...
International audienceIn this paper we study a class of stochastic partial differential equations in...
We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded...
We study the existence and regularity of the density for the solution u(t,x) (with fixed t > 0 an...
AbstractIn this paper, some explicit solutions are given for stochastic differential equations in a ...
Sensitivity analysis w.r.t. the long-range/memory noise parameter for probability distributions of f...
We approximate the solution of a quasilinear stochastic partial differential equa-tion driven by fra...
We consider a class of stochastic fractional equations driven by fractional noise on t,x∈0,T×0,1 ∂u...
In this article we present a quantitative central limit theorem for the stochastic fractional heat e...
We study the fractional diffusion in a Gaussian noisy environment as described by the fractional ord...
This study is concerned with the stochastic fractional diffusion and diffusion-wave equations driven...
In this paper we study the long time behavior of the solution to a certain class of space-time fract...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...