For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot W$ where $\dot W$ is Gaussian noise colored in time and $\mathcal L$ is the infinitesimal generator of a Feller process $X$, we obtain Feynman-Kac type of representations for the Stratonovich and Skorohod solutions as well as for their moments. The regularity of the law and the H\"older continuity of the solutions are also studied
We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation w...
We consider the symmetric Markovian random evolution X(t) performed by a particle that moves with co...
We prove the existence and uniqueness of strong solutions for linear stochastic differential equatio...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
We consider the a.s. asymptotic behaviour of a solution of the stochastic differential equation (SD...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
AbstractFor stochastic differential equations with jumps, we prove that W1H transportation inequalit...
AbstractWe present new results regarding the existence of density of the real-valued solution to a 3...
In this paper we consider fractional higher-order stochastic differential equations of the form X(t...
Exponential decay of correlation for the Stochastic Process associated to the Entropy Penalized Meth...
We consider a well posed SPDE$\colon dZ=(AZ+b(Z)) dt+dW(t),\,Z_0=x, $ on a separable Hilbert spa...
AbstractOur setup is a classical stochastic averaging one studied by Has’minskiĭ, which is a two-dim...
summary:The Cauchy problem for a stochastic partial differential equation with a spatial correlated ...
AbstractLet σ>0,δ≥1,b≥0, 0<p<1. Let λ be a continuous and positive function in Hloc1,2(R+). Using th...
We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation w...
We consider the symmetric Markovian random evolution X(t) performed by a particle that moves with co...
We prove the existence and uniqueness of strong solutions for linear stochastic differential equatio...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
We consider the a.s. asymptotic behaviour of a solution of the stochastic differential equation (SD...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
AbstractFor stochastic differential equations with jumps, we prove that W1H transportation inequalit...
AbstractWe present new results regarding the existence of density of the real-valued solution to a 3...
In this paper we consider fractional higher-order stochastic differential equations of the form X(t...
Exponential decay of correlation for the Stochastic Process associated to the Entropy Penalized Meth...
We consider a well posed SPDE$\colon dZ=(AZ+b(Z)) dt+dW(t),\,Z_0=x, $ on a separable Hilbert spa...
AbstractOur setup is a classical stochastic averaging one studied by Has’minskiĭ, which is a two-dim...
summary:The Cauchy problem for a stochastic partial differential equation with a spatial correlated ...
AbstractLet σ>0,δ≥1,b≥0, 0<p<1. Let λ be a continuous and positive function in Hloc1,2(R+). Using th...
We establish the $L_p$-regularity theory for a semilinear stochastic partial differential equation w...
We consider the symmetric Markovian random evolution X(t) performed by a particle that moves with co...
We prove the existence and uniqueness of strong solutions for linear stochastic differential equatio...