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Fei Pu

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Related publications (5)

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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

Fei Pu

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Hitting with Probability One for Stochastic Heat Equations with Additive Noise

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

Hitting with Probability One for Stochastic Heat Equations with Additive Noise

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