37 pages, 3 figuresInternational audienceIn this paper, we develop a Young integration theory in dimension 2 which will allow us to solve a non-linear one dimensional wave equation driven by an arbitrary signal whose rectangular increments satisfy some Hölder regularity conditions, for some Hölder exponent greater than 1/2. This result will be applied to the infinite dimensional fractional Brownian motion
We consider two related linear PDE’s perturbed by a fractional Brownian motion. We allow the drift t...
AbstractIn this paper we study nonlinear stochastic evolution equations in a Hilbert space driven by...
International audienceIn this paper, we study a class of stochastic partial differential equations (...
In this paper, we develop a Young integration theory in dimension 2 which will allow us to solve a n...
AbstractWe consider the linear stochastic wave equation with spatially homogeneous Gaussian noise, w...
Dedicated to David Nualart on occasion of his 60th birthdayInternational audienceIn this article, we...
46 pagesIn this paper we consider a n-dimensional stochastic differential equation driven by a fract...
In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by...
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driv...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
AbstractIn this paper, by using a Taylor type development, we show how it is possible to associate d...
We consider the time discretization of fractional stochastic wave equation with Gaussian noise, whic...
In this paper, we will focus - in dimension one - on the SDEs of the type dX_t=s(X_t)dB_t+b(X_t)dt w...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
We introduce the stochastic integration with respect to the infinite-dimensional fractional Brownian...
We consider two related linear PDE’s perturbed by a fractional Brownian motion. We allow the drift t...
AbstractIn this paper we study nonlinear stochastic evolution equations in a Hilbert space driven by...
International audienceIn this paper, we study a class of stochastic partial differential equations (...
In this paper, we develop a Young integration theory in dimension 2 which will allow us to solve a n...
AbstractWe consider the linear stochastic wave equation with spatially homogeneous Gaussian noise, w...
Dedicated to David Nualart on occasion of his 60th birthdayInternational audienceIn this article, we...
46 pagesIn this paper we consider a n-dimensional stochastic differential equation driven by a fract...
In this article, we study the stochastic wave equation on the entire space $\mathbb{R}^d$, driven by...
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driv...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
AbstractIn this paper, by using a Taylor type development, we show how it is possible to associate d...
We consider the time discretization of fractional stochastic wave equation with Gaussian noise, whic...
In this paper, we will focus - in dimension one - on the SDEs of the type dX_t=s(X_t)dB_t+b(X_t)dt w...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
We introduce the stochastic integration with respect to the infinite-dimensional fractional Brownian...
We consider two related linear PDE’s perturbed by a fractional Brownian motion. We allow the drift t...
AbstractIn this paper we study nonlinear stochastic evolution equations in a Hilbert space driven by...
International audienceIn this paper, we study a class of stochastic partial differential equations (...