We study the existence and regularity of densities for the solution of a nonlinear heat diffusion with stochastic perturbation of Brownian and fractional Brownian motion type: we use the Malliavin calculus in order to prove that, if the nonlinear term is suitably regular, then the law of the solution has a smooth density with respect to the Lebesgue measure
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild ...
AbstractWe study the existence and smoothness of densities of laws of solutions of a canonical stoch...
We study the existence and regularity of densities for the solution of a nonlinear heat diffusion wi...
We study the existence and regularity of the density for the solution u(t,x) (with fixed t > 0 an...
In recent decades, as a result of mathematicians' endeavor to come up with more realistic models for...
AbstractI considered if solutions of stochastic differential equations have their density or not whe...
International audienceIn this paper we study a class of stochastic partial differential equations in...
We study the regularity of the probability density function of the supremum of the solution to the l...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
The fractional Brownian motions are a family of stochastic processes which resemble Brownian motion ...
We prove the Malliavin regularity of the solution of a stochastic differential equation driven by a ...
Abstract. We consider a Lévy process Xt and the solution Yt of a stochastic differential equation d...
We consider stochastic differential equations of the form dYt=V(Yt)dXt+V0(Yt)dt driven by a multi-di...
AbstractWe prove the Malliavin regularity of the solution of a stochastic differential equation driv...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild ...
AbstractWe study the existence and smoothness of densities of laws of solutions of a canonical stoch...
We study the existence and regularity of densities for the solution of a nonlinear heat diffusion wi...
We study the existence and regularity of the density for the solution u(t,x) (with fixed t > 0 an...
In recent decades, as a result of mathematicians' endeavor to come up with more realistic models for...
AbstractI considered if solutions of stochastic differential equations have their density or not whe...
International audienceIn this paper we study a class of stochastic partial differential equations in...
We study the regularity of the probability density function of the supremum of the solution to the l...
We study the existence and properties of the density for the law of the solution to a nonlinear hype...
The fractional Brownian motions are a family of stochastic processes which resemble Brownian motion ...
We prove the Malliavin regularity of the solution of a stochastic differential equation driven by a ...
Abstract. We consider a Lévy process Xt and the solution Yt of a stochastic differential equation d...
We consider stochastic differential equations of the form dYt=V(Yt)dXt+V0(Yt)dt driven by a multi-di...
AbstractWe prove the Malliavin regularity of the solution of a stochastic differential equation driv...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild ...
AbstractWe study the existence and smoothness of densities of laws of solutions of a canonical stoch...