Considering the stochastic fractional heat equation driven by Gaussian noise with the covariance function defined by the heat kernel, we establish Feynman-Kac formulae for both Stratonovich and Skorohod solutions, along with their respective moments. One motivation lies in the occurrence of this equation in the study of a random walk in random environment which is generated by a field of independent random walks starting from a Poisson field
Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x)){\rm d}t+ \sum_{k=1}^...
This study is concerned with the space-time fractional stochastic heat-type equations driven by mult...
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W i...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
This is the published version, also available here: http://dx.doi.org/10.1214/11-AOP649.In this pape...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
International audienceWe consider the stochastic heat equation with multiplicative noise $u_t=\frac{...
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian nois...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
In this paper, we study the parabolic Anderson model of Skorohod type driven by a fractional Gaussia...
This dissertation studies some problems for stochastic partial differential equations, in particular...
We consider nonlinear parabolic stochastic equations of the form ∂tu=Lu+λσ(u)ξ˙∂tu=Lu+λσ(u)ξ˙ on the...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x)){\rm d}t+ \sum_{k=1}^...
This study is concerned with the space-time fractional stochastic heat-type equations driven by mult...
This paper studies the stochastic heat equation with multiplicative noises of the form uW, where W i...
This is the published version, also available here: http://dx.doi.org/10.1214/10-AOP547.We establish...
This is the published version, also available here: http://dx.doi.org/10.1214/11-AOP649.In this pape...
In this dissertation, we investigate some problems in fractional Brownian motion and stochastic part...
International audienceWe consider the stochastic heat equation with multiplicative noise $u_t=\frac{...
This paper studies the nonlinear one-dimensional stochastic heat equation driven by a Gaussian nois...
Accessible en ligne : http://alea.impa.br/english/index_v7.htmInternational audienceIn this article ...
In this paper, we study the parabolic Anderson model of Skorohod type driven by a fractional Gaussia...
This dissertation studies some problems for stochastic partial differential equations, in particular...
We consider nonlinear parabolic stochastic equations of the form ∂tu=Lu+λσ(u)ξ˙∂tu=Lu+λσ(u)ξ˙ on the...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
We study the law of the solution to the stochastic heat equation with additive Gaussian noise which ...
Cette thèse est consacrée à l'étude de certaines classes d'équations aux dérivées partielles stocha...
In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x)){\rm d}t+ \sum_{k=1}^...
This study is concerned with the space-time fractional stochastic heat-type equations driven by mult...