Zobrazeno 1 - 10
of 284
pro vyhledávání: '"Robert C. Dalang"'
Autor:
TOLLER, OWEN
Publikováno v:
The Mathematical Gazette, 2016 Nov 01. 100(549), 563-563.
Externí odkaz:
http://www.jstor.org/stable/44161689
Autor:
Owen Toller
Publikováno v:
The Mathematical Gazette. 100:563-563
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4e6ed5d1471ab3c6ba5f046039d1af9c
https://doi.org/10.1017/mag.2016.147
https://doi.org/10.1017/mag.2016.147
Autor:
Fei Pu, Robert C. Dalang
Publikováno v:
Stochastic Processes and their Applications. 131:359-393
We consider a system of $d$ non-linear stochastic fractional heat equations in spatial dimension $1$ driven by multiplicative $d$-dimensional space-time white noise. We establish a sharp Gaussian-type upper bound on the two-point probability density
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63ba4480b8a42ed05c1fbc85539bf895
https://doi.org/10.1016/j.spa.2020.07.015
https://doi.org/10.1016/j.spa.2020.07.015
We study vector-valued solutions u(t, x) is an element of R-d to systems of nonlinear stochastic heat equations with multiplicative noise
partial derivative/partial derivative t u(t, x) = partial derivative(2)/partial derivative x(2) u(t, x) + s
partial derivative/partial derivative t u(t, x) = partial derivative(2)/partial derivative x(2) u(t, x) + s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8829ea80cef98155f2e43c65dd7fc4e1
Autor:
Robert C. Dalang, Fei Pu
Publikováno v:
Electron. J. Probab.
We establish a sharp estimate on the negative moments of the smallest eigenvalue of the Malliavin matrix $\gamma _{Z}$ of $Z := (u(s, y), u(t, x) - u(s, y))$, where $u$ is the solution to a system of $d$ non-linear stochastic heat equations in spatia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a977bcfefaaa87fc639e7d2f365c3b46
https://doi.org/10.1214/20-ejp438
https://doi.org/10.1214/20-ejp438
Publikováno v:
Ann. Probab. 47, no. 1 (2019), 519-559
Let xi(t, x) denote space-time white noise and consider a reaction-diffusion equation of the form
(t, x) = 1/2u ''(t, x) + b(u(t, x)) + sigma(u(t,x))xi(t,x)
on R+ x [0, 1], with homogeneous Dirichlet boundary conditions and suitable initial
(t, x) = 1/2u ''(t, x) + b(u(t, x)) + sigma(u(t,x))xi(t,x)
on R+ x [0, 1], with homogeneous Dirichlet boundary conditions and suitable initial
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::746353ea45583f5ddb907f5ca38d3e3d
https://projecteuclid.org/euclid.aop/1544691627
https://projecteuclid.org/euclid.aop/1544691627
Autor:
Le Chen, Robert C. Dalang
Publikováno v:
Stochastic Partial Differential Equations: Analysis and Computations. 3:360-397
We study the nonlinear fractional stochastic heat equation in the spatial domain \({\mathbb {R}}\) driven by space-time white noise. The initial condition is taken to be a measure on \({\mathbb {R}}\), such as the Dirac delta function, but this measu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17ab7d6c5385c11dfc4ccd461b050f6f
https://doi.org/10.1007/s40072-015-0054-x
https://doi.org/10.1007/s40072-015-0054-x
Autor:
Le Chen, Robert C. Dalang
Publikováno v:
Stochastic Processes and their Applications. 125:1605-1628
We consider the stochastic wave equation on the real line driven by space time white noise and with irregular initial data. We give bounds on higher moments and, for the hyperbolic Anderson model, explicit formulas for second moments. These bounds im
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::caa64158f1d178cfe0a32784a15ac35d
https://doi.org/10.1016/j.spa.2014.11.009
https://doi.org/10.1016/j.spa.2014.11.009
Autor:
Robert C. Dalang
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783319749280
We consider a d-dimensional random field that solves a possibly non-linear system of stochastic partial differential equations, such as stochastic heat or wave equations. We present results, obtained in joint works with Davar Khoshnevisan and Eulalia
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a5e0aafdec36065a5bfb10a4c6db6c5e
https://doi.org/10.1007/978-3-319-74929-7_8
https://doi.org/10.1007/978-3-319-74929-7_8