Springer Science and Business Media LLC
SCOPUS (2013-2023)SCIE-ISI
2194-0401
2194-041X
Cơ quản chủ quản: SPRINGER , Springer New York
Lĩnh vực:
Modeling and SimulationStatistics and ProbabilityApplied Mathematics
Các bài báo tiêu biểu
A relatively short proof of Itô’s formula for SPDEs and its applications
Tập 1 Số 1 - Trang 152-174 - 2013
Regularisation by regular noise
Tập 11 - Trang 714-729 - 2022
We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness—even if the perturbation is (potentially much) more regular than the drift component of the solution. The noise considered is of fractional Brownian type, and the familiar regularity condition
$$\al...... hiện toàn bộ
Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
Tập 6 - Trang 618-689 - 2018
We develop a novel theory of weak and strong stochastic integration for cylindrical martingale-valued measures taking values in the dual of a nuclear space. This is applied to develop a theory of SPDEs with rather general coefficients. In particular, we can then study SPDEs driven by general Lévy processes in this context.
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension $$k \ge 1$$
Tập 1 Số 1 - Trang 94-151 - 2013