On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations.
On a class of forward-backward stochastic differential systems in infinite dimensions.
On a class of Markov type semigroups in spaces of uniformly continuous and bounded functions
We study a new class of Markov type semigroups (not strongly continuous in general) in the space of all real, uniformly continuous and bounded functions on a separable metric space E. Our results allow us to characterize the generators of Markov transition semigroups in infinite dimensions such as the heat and the Ornstein-Uhlenbeck semigroups.
On a class of measure-dependent stochastic evolution equations driven by fbm.
On a Class of Nonlinear Stochastic Evolution Equations.
On a class of stochastic functional integral equations
On a Class of Unilateral Evolution Problems.
On a Generalization of the Cauchy Equation.
On a multivariate version of Bernstein's inequality.
On a non symmetric operation for two-parameter martingales
On a pair of random generalized non-linear contractions.
On a probabilistic interpretation of shape derivatives of Dirichlet groundstates with application to Fermion nodes
This paper considers Schrödinger operators, and presents a probabilistic interpretation of the variation (or shape derivative) of the Dirichlet groundstate energy when the associated domain is perturbed. This interpretation relies on the distribution on the boundary of a stopped random process with Feynman-Kac weights. Practical computations require in addition the explicit approximation of the normal derivative of the groundstate on the boundary. We then propose to use this formulation in the...
On a SDE driven by a fractional Brownian motion and with monotone drift.
On a simulation of the oscillation excited by a random force
On a stochastic Burgers equation with Dirichlet boundary conditions.
On a stochastic Korteweg-de Vries equation with homogeneous noise
On a stochastic parabolic PDE arising in climatology.
Estudiamos la existencia y unicidad de soluciones de una ecuación estocástica en derivadas parciales de tipo parabólico propuesta por R. North y R. F. Cahalan en 1982 para la modelización de variabilidad no determinista (como es el caso, por ejemplo, de la acción de volcanes) en el marco de los modelos de balance de energía. El punto más delicado se refiere a la unicidad de soluciones debido a la presencia de un grafo multívoco β en el término de la derecha de la ecuación. En contraste con el caso...
On a stochastic SIR model
We consider a stochastic SIR system and we prove the existence, uniqueness and positivity of solution. Moreover the existence of an invariant measure under a suitable condition on the coefficients is studied.
On a triplet of exponential brownian functionals
On a variant of random homogenization theory: convergence of the residual process and approximation of the homogenized coefficients
We consider the variant of stochastic homogenization theory introduced in [X. Blanc, C. Le Bris and P.-L. Lions, C. R. Acad. Sci. Série I 343 (2006) 717–724.; X. Blanc, C. Le Bris and P.-L. Lions, J. Math. Pures Appl. 88 (2007) 34–63.]. The equation under consideration is a standard linear elliptic equation in divergence form, where the highly oscillatory coefficient is the composition of a periodic matrix with a stochastic diffeomorphism. The homogenized limit of this problem has been identified...