Results 31 to 40 of about 135 (134)
The obstacle problem for semilinear parabolic partial integro-differential equations [PDF]
, 2015 International audienceWe give a probabilistic interpretation for the weak Sobolev solution of obstacle problem for semilinear parabolic partial integro-differential equations (PIDE).
Matoussi, Anis +2 more
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PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES
Forum of Mathematics, Pi, 2015 We introduce an approach to study certain singular partial differential equations (PDEs) which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths.
MASSIMILIANO GUBINELLI +2 more
doaj +1 more source
On the stability of stationary solutions of a linear integro‐differential equation
International Journal of Stochastic Analysis, Volume 14, Issue 2, Page 139-150, 2001., 2001 In this paper the following two connected problems are discussed. The problem of the existence of a stationary solution for the abstract equation εx"(t)+x′(t)=Ax(t)+∫−∞tE(t−s)x(s)ds+ξ(t),t∈R containing a small parameter ε in Banach space B is considered. Here A ∈ ℒ(B) is a fixed operator, E ∈ C([0, +∞), ℒ(B)) and ξ is a stationary process.
A. Ya. Dorogovtsev, O. Yu. Trofimchuk
wiley +1 more source
Parameter estimation in diagonalizable bilinear stochastic parabolic equations [PDF]
Regular models, Singular models, Multiplicative noise, SPDE, Primary 62F12, Secondary 60H15,
Igor Cialenco, Sergey Lototsky
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Galerkin approximation and the strong solution of the Navier‐Stokes equation
International Journal of Stochastic Analysis, Volume 13, Issue 3, Page 239-259, 2000., 2000 We consider a stochastic equation of Navier‐Stokes type containing a noise part given by a stochastic integral with respect to a Wiener process. The purpose of this paper is to approximate the solution of this nonlinear equation by the Galerkin method. We prove the convergence in mean square.
Hannelore Breckner
wiley +1 more source
On a semilinear mixed fractional heat equation driven by fractional Brownian sheet [PDF]
, 2017 In this paper, we consider the stochastic heat equation of the form \u2202 u
Xia, Dengfeng +3 more
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Periodic in distribution solution for a telegraph equation
International Journal of Stochastic Analysis, Volume 12, Issue 2, Page 121-131, 1999., 1998 In this paper we study an abstract stochastic equation of second order and stochastic boundary problem for the telegraph equation in a strip. We prove the existence of solutions, which are d‐periodic (periodic in distribution) random processes.
A. Ya. Dorogovtsev
wiley +1 more source
A CLASS OF GROWTH MODELS RESCALING TO KPZ
Forum of Mathematics, Pi, 2018 We consider a large class of $1+1$-dimensional continuous interface growth models and we show that, in both the weakly asymmetric and the intermediate disorder regimes, these models converge to Hopf–Cole solutions to the KPZ equation.
MARTIN HAIRER, JEREMY QUASTEL
doaj +1 more source
A non‐nonstandard proof of Reimers′ existence result for heat SPDEs
International Journal of Stochastic Analysis, Volume 11, Issue 1, Page 29-41, 1998., 1997 In 1989, Reimers gave a nonstandard proof of the existence of a solution to heat SPDEs, driven by space‐time white noise, when the diffusion coefficient is continuous and satisfies a linear growth condition. Using the martingale problem approach, we give a non‐nonstandard proof of this fact, and with the aid of Girsanov′s theorem for continuous ...
Hassan Allouba
wiley +1 more source
A branching particle approximation to a filtering micromovement model of asset price [PDF]
Particle filters, Monte Carlo approximation, Filtering, Counting process, Stochastic partial differential equation, Ultra-high frequency data, Primary: 60H15, Secondary: 60K35, 35R60, 93E11, 60F05, 91B28,
Jie Xiong, Yong Zeng
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