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
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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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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Large deviations for quasilinear parabolic stochastic partial differential equations
, 2019 In this paper, we establish the Freidlin-Wentzell's large deviations for quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone.
Dong, Zhao +2 more
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Nonlinear stochastic wave equations: Blow-up of second moments in $L^2$-norm
, 2009 The paper is concerned with the problem of explosive solutions for a class of nonlinear stochastic wave equations in a domain $\mathcal{D}\subset\mathbb{R}^d$ for $d\leq3$.
Chow, Pao-Liu
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Strong disorder implies strong localization for directed polymers in a random environment [PDF]
, 2006 In this note we show that in any dimension $d$, the strong disorder property implies the strong localization property. This is established for a continuous time model of directed polymers in a random environment : the parabolic Anderson Model.Comment ...
Carmona, Philippe, Hu, Yueyun
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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
Dynamics of the Thermohaline Circulation under Wind forcing
, 2001 The ocean thermohaline circulation, also called meridional overturning circulation, is caused by water density contrasts. This circulation has large capacity of carrying heat around the globe and it thus affects the energy budget and further affects the ...
Duan, Jinqiao, Gao, Hongjun
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