Dedicated to David Nualart on occasion of his 60th birthdayInternational audienceIn this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent tools of Young integration for convolutional integrals combined with stochastic analysis methods for the study of laws of random variables defined on a Wiener space
This is the published version, also available here: http://dx.doi.org/10.1214/11-AOP649.In this pape...
Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
International audienceWe prove the Malliavin regularity of the solution of a stochastic differential...
International audienceWe prove the Malliavin regularity of the solution of a stochastic differential...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
AbstractWe prove the Malliavin regularity of the solution of a stochastic differential equation driv...
International audienceIn this paper we study the existence of a unique solution to a general class o...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
This is the published version, also available here: http://dx.doi.org/10.1214/11-AOP649.In this pape...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
This is the published version, also available here: http://dx.doi.org/10.1214/11-AOP649.In this pape...
Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
International audienceWe prove the Malliavin regularity of the solution of a stochastic differential...
International audienceWe prove the Malliavin regularity of the solution of a stochastic differential...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
AbstractWe prove the Malliavin regularity of the solution of a stochastic differential equation driv...
International audienceIn this paper we study the existence of a unique solution to a general class o...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
This is the published version, also available here: http://dx.doi.org/10.1214/11-AOP649.In this pape...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
This is the published version, also available here: http://dx.doi.org/10.1214/11-AOP649.In this pape...
Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...