In this paper, we study the parabolic Anderson model of Skorohod type driven by a fractional Gaussian noise in time with Hurst parameter H ∈ (0, 1/2). By using the Feynman-Kac representation for the L^p (Ω) moments of the solution, we find the upper and lower bounds for the moments
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
International audienceThe parabolic Anderson model is defined as the partial differential equation ∂...
AbstractWe derive an upper bound on the large-time exponential behavior of the solution to a stochas...
In this paper, we study the parabolic Anderson model of Skorohod type driven by a fractional Gaussia...
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W i...
Considering the stochastic fractional heat equation driven by Gaussian noise with the covariance fu...
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...
We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven b...
We study the propagation of high peaks (intermittency fronts) of the solution to a stochastic heat e...
In this article, we study the hyperbolic Anderson model in dimension 1, driven by a time-independen...
We study a regularization by noise phenomenon for the continuous parabolic Anderson model with a pot...
In this article, we study the hyperbolic Anderson model driven by a space-time colored Gaussian homo...
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian nois...
We study the nonlinear stochastic heat equation in the spatial domain R, driven by space-time white ...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
International audienceThe parabolic Anderson model is defined as the partial differential equation ∂...
AbstractWe derive an upper bound on the large-time exponential behavior of the solution to a stochas...
In this paper, we study the parabolic Anderson model of Skorohod type driven by a fractional Gaussia...
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W i...
Considering the stochastic fractional heat equation driven by Gaussian noise with the covariance fu...
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...
We study the stochastic heat equation (SHE) $\partial_t u = \frac12 \Delta u + \beta u \xi$ driven b...
We study the propagation of high peaks (intermittency fronts) of the solution to a stochastic heat e...
In this article, we study the hyperbolic Anderson model in dimension 1, driven by a time-independen...
We study a regularization by noise phenomenon for the continuous parabolic Anderson model with a pot...
In this article, we study the hyperbolic Anderson model driven by a space-time colored Gaussian homo...
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian nois...
We study the nonlinear stochastic heat equation in the spatial domain R, driven by space-time white ...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
International audienceThe parabolic Anderson model is defined as the partial differential equation ∂...
AbstractWe derive an upper bound on the large-time exponential behavior of the solution to a stochas...