International audienceWe consider the stochastic heat equation with multiplicative noise $u_t=\frac{1}{2}\Delta u+ u \diamond \dot{W}$ in $\bR_{+} \times \bR^d$, where $\diamond$ denotes the Wick product, and the solution is interpreted in the mild sense. The noise $\dot W$ is fractional in time (with Hurst index $H \geq 1/2$), and colored in space (with spatial covariance kernel $f$). We prove that if $f$ is the Riesz kernel of order $\alpha$, or the Bessel kernel of order $\alpha1/2$), respectively $d<2+\alpha$ (if $H=1/2$), whereas if $f$ is the heat kernel or the Poisson kernel, then the equation has a solution for any $d$. We give a representation of the $k$-th order moment of the solution, in terms of an exponential moment of the ``co...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
Consider the following stochastic partial differential equation,∂tut(x) = Lut(x) + ξσ(ut(x)) ˙F (t, ...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
International audienceWe consider the stochastic heat equation with multiplicative noise $u_t=\frac{...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W i...
We study the propagation of high peaks (intermittency fronts) of the solution to a stochastic heat e...
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian nois...
This dissertation studies some problems for stochastic partial differential equations, in particular...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x)){\rm d}t+ \sum_{k=1}^...
The subject of this thesis is the study of some nonlinear partial differential equations driven by a...
AbstractWe consider the linear stochastic wave equation with spatially homogeneous Gaussian noise, w...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
Consider the following stochastic partial differential equation,∂tut(x) = Lut(x) + ξσ(ut(x)) ˙F (t, ...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
International audienceWe consider the stochastic heat equation with multiplicative noise $u_t=\frac{...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W i...
We study the propagation of high peaks (intermittency fronts) of the solution to a stochastic heat e...
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian nois...
This dissertation studies some problems for stochastic partial differential equations, in particular...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x)){\rm d}t+ \sum_{k=1}^...
The subject of this thesis is the study of some nonlinear partial differential equations driven by a...
AbstractWe consider the linear stochastic wave equation with spatially homogeneous Gaussian noise, w...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
Consider the following stochastic partial differential equation,∂tut(x) = Lut(x) + ξσ(ut(x)) ˙F (t, ...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...