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of 174
pro vyhledávání: '"Peralta, Liliana"'
In this paper, we study linear backward parabolic SPDEs and present new a priori estimates for their weak solutions. Inspired by the seminal work of Y. Hu, J. Ma and J. Yong from 2002 on strong solutions, we establish $L^p$-estimates requiring minima
Externí odkaz:
http://arxiv.org/abs/2406.18500
In this paper, we combine the techniques of enlargement of filtrations and stochastic control theory to establish an extension of the verification theorem, where the coefficients of the stochastic controlled equation are adapted to the underlying fil
Externí odkaz:
http://arxiv.org/abs/2308.04680
In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by the environment. We study statistical properties for two crucial paramet
Externí odkaz:
http://arxiv.org/abs/2301.08301
Autor:
Coutin, Laure, Peralta, Liliana
In this paper, we quantify the rate of convergence between the distribution of number of zeros of random trigonometric polynomials (RTP) with i.i.d. centered random coefficients and the number of zeros of a stationary centered Gaussian process G, who
Externí odkaz:
http://arxiv.org/abs/2101.12386
Autor:
Velázquez-Jurado, Héctor1, Pérez-Peralta, Liliana1 liliana.perezp@incmnsz.mx, Valle-Nava, Daniela1, Reynoso-Noverón, Nancy2, Hernández-Jiménez, Sergio1, Arcila-Martínez, Denise1, Arizmendi-Rodríguez, Rodrigo1, Garnica-Carrillo, Fernanda1
Publikováno v:
Revista Medica del IMSS. mar/abr2024, Vol. 62 Issue 2, p1-8. 8p.
In this paper, we prove the small-time global null-controllability of forward (resp. backward) semilinear stochastic parabolic equations with globally Lipschitz nonlinearities in the drift and diffusion terms (resp. in the drift term). In particular,
Externí odkaz:
http://arxiv.org/abs/2010.08854
In this paper, we consider forward stochastic nonlinear parabolic equations, with a control localized in the drift term. Under suitable assumptions, we prove the small-time global null-controllability, with a truncated nonlinearity. We also prove the
Externí odkaz:
http://arxiv.org/abs/2009.11914
In this paper, we study some controllability and observability problems for stochastic systems coupling fourth- and second-order parabolic equations. The main goal is to control both equations with only one controller localized on the drift of the fo
Externí odkaz:
http://arxiv.org/abs/2003.01334
Akademický článek
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Distribution function of the blow up time of the solution of an anticipating random fatigue equation
Autor:
Peralta, Liliana
In this paper, we study the distribution function of the time of explosion of a stochastic differential equation modeling the length of the dominant crack due to fatigue. The main novelty is that initial condition is regarded as an anticipating rando
Externí odkaz:
http://arxiv.org/abs/1909.09250