Results 91 to 100 of about 144 (141)
Discrete stochastic maximal
四川大学学报. 自然科学版Numerical analysis of stochastic partial differential equations （SPDEs） has been a continuously active research area over the past few decades， with its theoretical framework primarily developed and matured within the Hilbert space setting.In more ...
LI Binjie, XIE Xiaoping
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The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes
For a wide class of local martingales (M-t) there is a default function, which is not identically zero only when (M-t) is strictly local, i.e. not a true martingale. This 'default' in the martingale property allows us to characterize the integrability of
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Stochastic mortality models: an infinite-dimensional approach
Demographic projections of future mortality rates involve a high level of uncertainty and require stochastic mortality models. The current paper investigates forward mortality models driven by a (possibly infinite-dimensional) Wiener process and a ...
Stefan Tappe, Stefan Weber
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On Markov properties of Lévy waves in two dimensions
Markov properties of the solution to the wave equation in two spatial dimensions driven by a Lévy point process are considered. When the velocity of waves is 1, then for domains bounded by a plane, the sharp Markov property is shown to hold if and only ...
Hou, Qiang, Dalang, Robert C.
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Let M = {Mz, z [epsilon] R2+} be a two-parameter strong martingale, A be a two-parameter increasing process on R2+ = [0, + [infinity]) x [0, + [infinity]). Consider the following stochastic differential equations in the plane: for z [epsilon] R2+.
Liang, Zong-xia, Zheng, Ming-li
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An order approach to SPDEs with antimonotone terms. [PDF]
Stoch Partial Differ Equ, 2020 Scarpa L, Stefanelli U.
europepmc +1 more source
The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications. [PDF]
Stoch Partial Differ Equ, 2022 Balan RM +3 more
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Self-averaging from lateral diversity in the ItôSchrödinger equation
, 2006 . We consider the random Schrödinger equation as it arises in the paraxial regime for wave propagation in random media. In the white noise limit it becomes the Itô-Schrödinger stochastic partial differential equation (SPDE) which we analyze here in the ...
George Papanicolaou +2 more
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We consider a stochastic Cahn-Hilliard partial differential equation driven by a space-time white noise. In this paper, we prove a Central Limit Theorem (CLT) and a Moderate Deviation Principle (MDP) for a perturbed stochastic Cahn-Hilliard equation in ...
R. M., Ratsarasaina +1 more
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On The Unique Solvability Of Some Nonlinear Stochastic PDEs
, 1998 : The Cauchy problem for 1-dimensional nonlinear stochastic partial differential equations is studied. The uniqueness and existence of solutions in H 2 p (T )-space are proved. 1991 Mathematics Subject Classification. 60H15, 35R60.
Hyek Yoo
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