Concept

Laplace's method

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The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

Fei Pu

In this thesis, we study systems of linear and/or non-linear stochastic heat equations and fractional heat equations in spatial dimension

1

driven by space-time white noise. The main topic is the study of hitting probabilities for the solutions to these ...

EPFL2018

Laplace's method

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Unraveling looping efficiency of stochastic Cosserat polymers

Optimal denoising of rotationally invariant rectangular matrices

Support and approximation properties of Hermite splines

On the density of the supremum of the solution to the linear stochastic heat equation

The n-term Approximation of Periodic Generalized Levy Processes

Precision theoretical methods for large-scale structure of the Universe

The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

The Stationary Behaviour of Fluid Limits of Reversible Processes is Concentrated on Stationary Points

Gaussian upper density estimates for spatially homogeneous SPDEs

The Stationary Behaviour of Fluid Limits of Reversible Processes is Concentrated on Stationary Points

Optimal denoising of rotationally invariant rectangular matrices

On the density of the supremum of the solution to the linear stochastic heat equation

The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

Precision theoretical methods for large-scale structure of the Universe

Unraveling looping efficiency of stochastic Cosserat polymers

The n-term Approximation of Periodic Generalized Levy Processes

Support and approximation properties of Hermite splines

Gaussian upper density estimates for spatially homogeneous SPDEs

The Stationary Behaviour of Fluid Limits of Reversible Processes is Concentrated on Stationary Points

The Stationary Behaviour of Fluid Limits of Reversible Processes is Concentrated on Stationary Points