Results 11 to 20 of about 49 (49)
On large deviations regimes for random media models
, 2006 We investigate the behavior of probabilities of large deviations above the mean versus large deviations below the mean for random additive functionals in a variety of random media models.
Gauthier, Damien
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A note on intermittency for the fractional heat equation [PDF]
, 2013 The goal of the present note is to study intermittency properties for the solution to the fractional heat equation with initial condition bounded above and below, where β ∈ (0, 2] and the noise W behaves in time like a fractional Brownian motion of index
Raluca M Balan, Daniel Conus
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Intermittency for the wave equation with Lévy white noise
, 2020 In this article, we consider the stochastic wave equation on R + × R driven by the Lévy white noise introduced in MSC 2010: Primary 60H15; secondary 60G51 ...
† Cheikh, Raluca M Balan, B Ndongo
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Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness [PDF]
, 2014 In this paper linear stochastic transport and continuity equations with drift in critical Lp spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity equation, starting ...
Beck, Lisa +4 more
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Finite Width For A Random Stationary Interface [PDF]
, 1997 : We study the asymptotic shape of the solution u(t; x) 2 [0; 1] to a one-dimensional heat equation with a multiplicative white noise term. At time zero the solution is an interface, that is u(0; x) is 0 for all large positive x and u(0; x) is 1 for all
R. Tribe, C. Mueller
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Parameter estimation in diagonalizable bilinear stochastic parabolic equations
Regular models, Singular models, Multiplicative noise, SPDE, Primary 62F12, Secondary 60H15,
Igor Cialenco, Sergey Lototsky
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A branching particle approximation to a filtering micromovement model of asset price
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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, 2010 We prove an existence and uniqueness result for generalized backward doubly stochastic differential equations driven by Lévy processes with non-Lipschitz assumptions.2000 AMS Mathematics Subject Classification: Primary: 60F05, 60H15; Secondary ...
Aman, Auguste, Owo, Jean-Marc
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Measure Attractors For Stochastic Navier-Stokes Equations
, 1998 : We show existence of measure attractors for 2-D stochastic Navier-Stokes equations with general multiplicative noise. Keywords: Stochastic Navier--Stokes equations, measure attractors AMS subject classification: Primary: 35Q30, 60H15, 60G60; Secondary:
Marek Capinski, Nigel J. Cutland
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Approximate Solvability of Forward-Backward Stochastic Differential Equations
, 2007 . The solvability of forward-backward stochastic differential equations (FBSDE, for short) has been studied extensively in recent years. To guarantee the existence and uniqueness of adapted solutions, many different conditions, some are quite restrictive,
Jin Ma, Jiongmin Yong
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