Decorrelation of total mass via energy [PDF]
, 2014 The main result of this small note is a quantified version of the assertion that if u and v solve two nonlinear stochastic heat equations, and if the mutual energy between the initial states of the two stochastic PDEs is small, then the total masses of ...
Chen, Le +2 more
core
Weighted Stochastic Field Exponent Sobolev Spaces and Nonlinear Degenerated Elliptic Problem
, 2019 In this study, we consider weighted stochastic field exponent function spaces $L_{\vartheta }^{p(.,.)}\left( D\times \Omega \right) $ and $W_{\vartheta }^{k,p(.,.)}\left( D\times \Omega \right) $. Also, we investigate some basic properties and embeddings
Aydin, Ismail, Unal, Cihan
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A comparison theorem for backward SPDEs with jumps
, 2014 In this paper we obtain a comparison theorem for backward stochastic partial differential equation (SPDEs) with jumps. We apply it to introduce space-dependent convex risk measures as a model for risk in large systems of interacting ...
Sulem, Agnès +2 more
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Renormalizing the Kardar-Parisi-Zhang equation in $d\geq 3$ in weak disorder
, 2019 We study Kardar-Parisi-Zhang equation in spatial dimension 3 or larger driven by a Gaussian space-time white noise with a small convolution in space.
Comets, Francis +2 more
core +3 more sources
Fractional constant elasticity of variance model
, 2006 This paper develops a European option pricing formula for fractional market models. Although there exist option pricing results for a fractional Black-Scholes model, they are established without accounting for stochastic volatility.
Chan, Ngai Hang, Ng, Chi Tim
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Smooth stable and unstable manifolds for stochastic partial differential equations
, 2004 Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of stochastic ...
B. Schmalfuß +18 more
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Regularity of transition semigroups associated to a 3D stochastic Navier-Stokes equation
, 2006 A 3D stochastic Navier-Stokes equation with a suitable non degenerate additive noise is considered. The regularity in the initial conditions of every Markov transition kernel associated to the equation is studied by a simple direct approach. A by-product
Flandoli, F., Romito, M.
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Harnack inequality and applications for stochastic generalized porous media equations
, 2007 By using coupling and Girsanov transformations, the dimension-free Harnack inequality and the strong Feller property are proved for transition semigroups of solutions to a class of stochastic generalized porous media equations.
Wang, Feng-Yu
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Effects of aging and hydrothermal treatment on the crystallization of ZSM-5 zeolite synthesis from bentonite. [PDF]
RSC Adv, 2023 Nguyen DK +6 more
europepmc +1 more source
Stochastic differential equation modelling of cancer cell migration and tissue invasion. [PDF]
J Math Biol, 2023 Katsaounis D +2 more
europepmc +1 more source