Add to ORKGWe show that a wide class of stochastic processes on Rd define currents for which we study the Sobolev regularity. This problem is associated to the pathwise definition of stochastic integrals
In stochastic partial differential equations it is important to have pathwise regularity properties ...
2015-07-09In this dissertation, problems from stochastic analysis on path space are investigated. Th...
Linear stochastic transport and continuity equations with drift in critical Lp spaces are considere...
We show that a wide class of stochastic processes on Rd define currents for which we study the Sobo...
AbstractWe show that a wide class of stochastic processes on Rd define currents for which we study t...
We study the pathwise regularity of the map $$ \phi \mapsto I(\phi) = \int_0^T $$ where $\phi$ is a ...
We study the regularity of stochastic current defined as Skorohod integral with respect to bifractio...
By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener\u2...
By using Malliavin calculus and multiple Wiener–Itô integrals, we study the existence and the regula...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
We consider regularity properties of stochastic kinetic equations with multiplicative noise and drif...
International audienceWe consider regularity properties of stochastic kinetic equations with multipl...
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms R d ∋ x 7−...
This thesis focuses on some particular stochastic analysis aspects of non-Markovian irregular phenom...
Two problems are addressed for the path of certain stochastic processes: a) do they define currents?...
In stochastic partial differential equations it is important to have pathwise regularity properties ...
2015-07-09In this dissertation, problems from stochastic analysis on path space are investigated. Th...
Linear stochastic transport and continuity equations with drift in critical Lp spaces are considere...
We show that a wide class of stochastic processes on Rd define currents for which we study the Sobo...
AbstractWe show that a wide class of stochastic processes on Rd define currents for which we study t...
We study the pathwise regularity of the map $$ \phi \mapsto I(\phi) = \int_0^T $$ where $\phi$ is a ...
We study the regularity of stochastic current defined as Skorohod integral with respect to bifractio...
By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener\u2...
By using Malliavin calculus and multiple Wiener–Itô integrals, we study the existence and the regula...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
We consider regularity properties of stochastic kinetic equations with multiplicative noise and drif...
International audienceWe consider regularity properties of stochastic kinetic equations with multipl...
In this paper, we establish the existence of a stochastic flow of Sobolev diffeomorphisms R d ∋ x 7−...
This thesis focuses on some particular stochastic analysis aspects of non-Markovian irregular phenom...
Two problems are addressed for the path of certain stochastic processes: a) do they define currents?...
In stochastic partial differential equations it is important to have pathwise regularity properties ...
2015-07-09In this dissertation, problems from stochastic analysis on path space are investigated. Th...
Linear stochastic transport and continuity equations with drift in critical Lp spaces are considere...