We study the probability distribution of the solution to the linear stochastic heat equation with fractional Laplacian and white noise in time and white or correlated noise in space. As an application, we deduce the behavior of the q-variations of the solution in time and in space
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
We consider the stochastic heat equation of the form ∂u/∂t=(Δ+Δα)u+(∂f/∂x)(t,x,u)+σ(t,x,u)L˙+W˙H, wh...
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
In this article we present a quantitative central limit theorem for the stochastic fractional heat e...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
Let u = {u(t, x), t ∈ [0, T ], x ∈ R d } be the solution to the linear stochastic heat equation driv...
This note deals with the asymptotic behavior of a weak solution of the multidimensional stochastic h...
In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate...
We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded...
We consider a system of d linear stochastic heat equations driven by an additive infinite-dimensiona...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
In this article we calculate the exact quadratic variation in space and quartic variation in time fo...
In this paper, we obtain upper and lower bounds for the moments of the solution to a class of fracti...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
We consider the stochastic heat equation of the form ∂u/∂t=(Δ+Δα)u+(∂f/∂x)(t,x,u)+σ(t,x,u)L˙+W˙H, wh...
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...
Abstract In this paper, we consider the stochastic heat equation of the form ∂ u ∂ t = Δ α u + ∂ 2 B...
In this article we present a quantitative central limit theorem for the stochastic fractional heat e...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
Let u = {u(t, x), t ∈ [0, T ], x ∈ R d } be the solution to the linear stochastic heat equation driv...
This note deals with the asymptotic behavior of a weak solution of the multidimensional stochastic h...
In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate...
We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded...
We consider a system of d linear stochastic heat equations driven by an additive infinite-dimensiona...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
In this article we calculate the exact quadratic variation in space and quartic variation in time fo...
In this paper, we obtain upper and lower bounds for the moments of the solution to a class of fracti...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
We consider the stochastic heat equation of the form ∂u/∂t=(Δ+Δα)u+(∂f/∂x)(t,x,u)+σ(t,x,u)L˙+W˙H, wh...
Impact of correlated noises on dynamical systems is investigated by considering Fokker-Planck type e...