Add to ORKGWe consider a system of d linear stochastic heat equations driven by an additive infinite-dimensional fractional Brownian noise on the unit circle S1. We obtain sharp results on the Hölder continuity in time of the paths of the solution . We then establish upper and lower bounds on hitting probabilities of u, in terms of the Hausdorff measure and Newtonian capacity respectively.Hitting probabilities Stochastic heat equation Fractional Brownian motion Path regularity
We deal with complex spatial diffusion equations with time-fractional derivative and study their sto...
We study the existence and regularity of the density for the solution u(t,x) (with fixed t > 0 an...
We study the existence and regularity of the density for the solution u(t,x) (with fixed t > 0 an...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
Let u = {u(t, x), t ∈ [0, T ], x ∈ R d } be the solution to the linear stochastic heat equation driv...
We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
We give a new representation of fractional Brownian motion with Hurst parameter H ≤ 1 2 using stocha...
In this article we present a quantitative central limit theorem for the stochastic fractional heat e...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x)){\rm d}t+ \sum_{k=1}^...
In this paper we develop sensitivity analyses w.r.t. the long-range/memory noise parameter for solut...
We deal with complex spatial diffusion equations with time-fractional derivative and study their sto...
We study the existence and regularity of the density for the solution u(t,x) (with fixed t > 0 an...
We study the existence and regularity of the density for the solution u(t,x) (with fixed t > 0 an...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
AbstractWe consider a system of d linear stochastic heat equations driven by an additive infinite-di...
Two applications of the fractional Brownian motion will be presented. First, we study the time-regul...
Let u = {u(t, x), t ∈ [0, T ], x ∈ R d } be the solution to the linear stochastic heat equation driv...
We consider sample path properties of the solution to the stochastic heat equation, in Rd or bounded...
In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractiona...
We give a new representation of fractional Brownian motion with Hurst parameter H ≤ 1 2 using stocha...
In this article we present a quantitative central limit theorem for the stochastic fractional heat e...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
We establish a version of the Feynman–Kac formula for the multidi-mensional stochastic heat equation...
In this article, we consider the stochastic heat equation $du=(\Delta u+f(t,x)){\rm d}t+ \sum_{k=1}^...
In this paper we develop sensitivity analyses w.r.t. the long-range/memory noise parameter for solut...
We deal with complex spatial diffusion equations with time-fractional derivative and study their sto...
We study the existence and regularity of the density for the solution u(t,x) (with fixed t > 0 an...
We study the existence and regularity of the density for the solution u(t,x) (with fixed t > 0 an...