AbstractThe parabolic type Monge-Ampere equation we are dealing with, is of the form (∂u∂t) det[Diju] = ƒ on D × (0, T) where Diju are the spatial derivatives of the convex function u(·, t). A generalized concept of the solution is introduced and existence theorems are formulated and proved under enough general conditions, by purely probabilistic methods
AbstractWe study a parabolic SPDE driven by a white noise and a compensated Poisson measure. We firs...
We study a (stochastic) parabolic Cauchy problem. We first prove that we have a non-tangential contr...
This paper deals with several qualitative properties of solutions of some stationary equations assoc...
AbstractThe parabolic type Monge-Ampere equation we are dealing with, is of the form (∂u∂t) det[Diju...
Abstract. A classical result of Aleksandrov allows one to estimate the size of a convex function u a...
AbstractLet L be a second order elliptic differential operator and let D be an arbitrary open subset...
This paper establishes boundary estimates for solutions to the parabolic Monge-Ampere equation ut (d...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
We study a forward-backward system of stochastic differential equations in an infinite-dimensional f...
This paper deals with several qualitative properties of solutions of some stationary and parabolic e...
A probabilistic representation of the solution (in the viscosity sense) of a quasi-linear parabolic ...
open2noThis was supported by the Gruppo Nazionale per l'Analisi Matematica, la Probabilita e le loro...
Cette thèse est consacrée à l’étude des équations aux dérivées partielles stochastiques de type para...
Stochastic differential inclusions can be considered as a generalisation of stochastic differential ...
In this paper, by a probabilistic approach we prove that there exists a unique viscosity solution to...
AbstractWe study a parabolic SPDE driven by a white noise and a compensated Poisson measure. We firs...
We study a (stochastic) parabolic Cauchy problem. We first prove that we have a non-tangential contr...
This paper deals with several qualitative properties of solutions of some stationary equations assoc...
AbstractThe parabolic type Monge-Ampere equation we are dealing with, is of the form (∂u∂t) det[Diju...
Abstract. A classical result of Aleksandrov allows one to estimate the size of a convex function u a...
AbstractLet L be a second order elliptic differential operator and let D be an arbitrary open subset...
This paper establishes boundary estimates for solutions to the parabolic Monge-Ampere equation ut (d...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
We study a forward-backward system of stochastic differential equations in an infinite-dimensional f...
This paper deals with several qualitative properties of solutions of some stationary and parabolic e...
A probabilistic representation of the solution (in the viscosity sense) of a quasi-linear parabolic ...
open2noThis was supported by the Gruppo Nazionale per l'Analisi Matematica, la Probabilita e le loro...
Cette thèse est consacrée à l’étude des équations aux dérivées partielles stochastiques de type para...
Stochastic differential inclusions can be considered as a generalisation of stochastic differential ...
In this paper, by a probabilistic approach we prove that there exists a unique viscosity solution to...
AbstractWe study a parabolic SPDE driven by a white noise and a compensated Poisson measure. We firs...
We study a (stochastic) parabolic Cauchy problem. We first prove that we have a non-tangential contr...
This paper deals with several qualitative properties of solutions of some stationary equations assoc...
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