Moments of stochastic processes governed by Poisson random measures
Bruno Bassan, Elisabetta Bona (1990)
Commentationes Mathematicae Universitatis Carolinae
Similarity:
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
The search session has expired. Please query the service again.
Displaying similar documents to “Intermittency properties in a hyperbolic Anderson problem”
Moments of stochastic processes governed by Poisson random measures
Asymptotics of Bernoulli random walks, bridges, excursions and meanders with a given number of peaks.
Labarbe, Jean-Maxime, Marckert, Jean-Francois (2007)
Electronic Journal of Probability [electronic only]
Similarity:
Stochastic flows with interaction and measure-valued processes.
Dorogovtsev, Andrey A. (2003)
International Journal of Mathematics and Mathematical Sciences
Similarity:
Soliton dynamics for the Korteweg-de Vries equation with multiplicative homogeneous noise.
De Bouard, Anne, Debussche, Arnaud (2009)
Electronic Journal of Probability [electronic only]
Similarity:
On a stochastic Burgers equation with Dirichlet boundary conditions.
Kolkovska, Ekaterina T. (2003)
International Journal of Mathematics and Mathematical Sciences
Similarity:
A note on a Feynman-Kac-type formula.
Balan, Raluca M. (2009)
Electronic Communications in Probability [electronic only]
Similarity:
An approach to the stochastic calculus in the non-Gaussian case.
Dorogovtsev, Andrej A. (1995)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Regularity of solutions to stochastic Volterra equations
Anna Karczewska, Jerzy Zabczyk (2000)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
Similarity:
We study regularity of stochastic convolutions solving Volterra equations on driven by a spatially homogeneous Wiener process. General results are applied to stochastic parabolic equations with fractional powers of Laplacian.