AbstractAn infinite system of stochastic differential equations for the locations and weights of a collection of particles is considered. The particles interact through their weighted empirical measure, V, and V is shown to be the unique solution of a nonlinear stochastic partial differential equation (SPDE). Conditions are given under which the weighted empirical measure has an L2-density with respect to Lebesgue measure
AbstractWe consider a system of stochastic partial differential equations modeling heat conduction i...
This paper is concerned with numerical approximations for a class of nonlinear stochastic partial di...
Stochastic differential equations (SDEs) have been subject of extensive research ever since the fou...
In this article, we study weighted particle representations for a class of stochastic partial differ...
In an earlier paper, we studied the approximation of solutions $V(t)$ to a class of SPDEs by the emp...
An infinite system of stochastic differential equations for the locations and weights of a collectio...
AbstractTaking an odd, non-decreasing function β, we consider the (nonlinear) stochastic differentia...
This paper is concerned with the study of the rate of convergence of the distribution of the maximum...
In this thesis, we study several stochastic partial differential equations (SPDE’s) in the spatial d...
"Stochastic Analysis on Large Scale Interacting Systems". October 26～29, 2015. edited by Ryoki Fukus...
Knoche C. Mild solutions of SPDE's driven by Poisson noise in infinite dimensions and their dependen...
AbstractIn the first part of this paper, we prove the uniqueness of the solutions of SPDEs with refl...
AbstractUsing the Malliavin Calculus, this paper proves the existence of a weak function-solution of...
AbstractThis paper studies the approximation of the density Pt,x(y) of the solution of the nonlinear...
The purpose of this thesis is to develop techniques for analysing interacting particle systems on th...
AbstractWe consider a system of stochastic partial differential equations modeling heat conduction i...
This paper is concerned with numerical approximations for a class of nonlinear stochastic partial di...
Stochastic differential equations (SDEs) have been subject of extensive research ever since the fou...
In this article, we study weighted particle representations for a class of stochastic partial differ...
In an earlier paper, we studied the approximation of solutions $V(t)$ to a class of SPDEs by the emp...
An infinite system of stochastic differential equations for the locations and weights of a collectio...
AbstractTaking an odd, non-decreasing function β, we consider the (nonlinear) stochastic differentia...
This paper is concerned with the study of the rate of convergence of the distribution of the maximum...
In this thesis, we study several stochastic partial differential equations (SPDE’s) in the spatial d...
"Stochastic Analysis on Large Scale Interacting Systems". October 26～29, 2015. edited by Ryoki Fukus...
Knoche C. Mild solutions of SPDE's driven by Poisson noise in infinite dimensions and their dependen...
AbstractIn the first part of this paper, we prove the uniqueness of the solutions of SPDEs with refl...
AbstractUsing the Malliavin Calculus, this paper proves the existence of a weak function-solution of...
AbstractThis paper studies the approximation of the density Pt,x(y) of the solution of the nonlinear...
The purpose of this thesis is to develop techniques for analysing interacting particle systems on th...
AbstractWe consider a system of stochastic partial differential equations modeling heat conduction i...
This paper is concerned with numerical approximations for a class of nonlinear stochastic partial di...
Stochastic differential equations (SDEs) have been subject of extensive research ever since the fou...
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