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Fractional Brownian motion

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Discrete stochastic heat equation driven by fractional noise

Kamran Kalbasi

We consider the parabolic Anderson model on

\mathbb{Z}^d

driven by fractional noise. We prove that it has a mild solution given by Feynman-Kac representation which coincides with the partition function of a directed polymer in a fractional Brownian envir ...

EPFL2014

Fractional Brownian motion

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The sources of sovereign risk: a calibration based on Levy stochastic processes

Optimal solution and asymptotic properties of a stochastic control problem arising in sailboat trajectory optimization

Functional Central Limit Theorem for the Interface of the Symmetric Multitype Contact Process

Bayesian Uncertainty Management in Temporal Dependence of Extremes

Bayesian uncertainty management in temporal dependence of extremes

Feynman-Kac representation for the parabolic Anderson model driven by fractional noise

Study of constrained Brownian motion of nanoparticles near an interface using optical tweezers

Numerical approximation of the fractional Laplacian via hp-finite elements, with an application to image denoising

Discrete stochastic heat equation driven by fractional noise

Accounting for inertia effects to access the high-frequency microrheology of viscoelastic fluids

Optimal solution and asymptotic properties of a stochastic control problem arising in sailboat trajectory optimization

Bayesian uncertainty management in temporal dependence of extremes

Bayesian Uncertainty Management in Temporal Dependence of Extremes

Feynman-Kac representation for the parabolic Anderson model driven by fractional noise

Study of constrained Brownian motion of nanoparticles near an interface using optical tweezers

Discrete stochastic heat equation driven by fractional noise

Accounting for inertia effects to access the high-frequency microrheology of viscoelastic fluids

The sources of sovereign risk: a calibration based on Levy stochastic processes

Functional Central Limit Theorem for the Interface of the Symmetric Multitype Contact Process

Numerical approximation of the fractional Laplacian via hp-finite elements, with an application to image denoising