Publication
Chung-type law of the iterated logarithm and exact moduli of continuity for a class of anisotropic Gaussian random fields
Related publications (15)
Propagation of singularities for the stochastic wave equation
We study the existence and propagation of singularities of the solution to a one-dimensional linear stochastic wave equation driven by an additive Gaussian noise that is white in time and colored in space. Our approach is based on a simultaneous law of the ...
ELSEVIER2022On the probability distribution of the local times of diagonally operator-self-similar Gaussian fields with stationary increments
Thomas Mountford, Kamran Kalbasi
In this paper, we study the local times of vector-valued Gaussian fields that are 'diagonally operator-selfsimilar' and whose increments are stationary. Denoting the local time of such a Gaussian field around the spatial origin and over the temporal unit h ...
INT STATISTICAL INST2020Normal approximation of the solution to the stochastic heat equation with Levy noise
Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...
SPRINGER2020The Almost-Sure Asymptotic Behavior Of The Solution To The Stochastic Heat Equation With Levy Noise
We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a Levy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high peaks over short tim ...
INST MATHEMATICAL STATISTICS2020Dating Death: An Empirical Comparison of Medical Underwriters in the U.S. Life Settlements Market
The value of a life settlement investment, manifested through a traded life insurance policy, is highly dependent on the insured's life expectancy (LE). LE estimation in life settlements relies heavily on medical underwriting. Employing different evaluatio ...
2020On the Size of K-Cross-Free Families
János Pach, Andrei Kupavskii, Istvan Tomon
Two subsets A,B of an n-element ground set X are said to be crossing, if none of the four sets AB, A\B, B\A and X(AB) are empty. It was conjectured by Karzanov and Lomonosov forty years ago that if a family F of subsets of X does not contain k pairwise cr ...
SPRINGER HEIDELBERG2019Global Solutions To Stochastic Reaction-Diffusion Equations With Super-Linear Drift And Multiplicative Noise
Robert Dalang, Davar Khoshnevisan
Let xi(t, x) denote space-time white noise and consider a reaction-diffusion equation of the form (t, x) = 1/2u ''(t, x) + b(u(t, x)) + sigma(u(t,x))xi(t,x) on R+ x [0, 1], with homogeneous Dirichlet boundary conditions and suitable initial d ...
INST MATHEMATICAL STATISTICS2019Stochastic partial differential equations driven by Lévy white noises
Thomas Marie Jean-Baptiste Humeau
We study various aspects of stochastic partial differential equations driven by Lévy white noise. This driving noise, which is a generalization of Gaussian white noise, can be viewed either as a generalized random process or as an independently scattered r ...
EPFL2017Feynman-Kac representation for the parabolic Anderson model driven by fractional noise
We consider the parabolic Anderson model driven by fractional noise: partial derivative/partial derivative t u(t,x) = k Delta u(t,x) + u(t,x)partial derivative/partial derivative t W(t,x) x is an element of Z(d), t >= 0, where k > 0 is a diffusion constant ...
Academic Press Inc Elsevier Science2015Moments And Growth Indices For The Nonlinear Stochastic Heat Equation With Rough Initial Conditions
We study the nonlinear stochastic heat equation in the spatial domain R, driven by space-time white noise. A central special case is the parabolic Anderson model. The initial condition is taken to be a measure on R, such as the Dirac delta function, but th ...
Inst Mathematical Statistics2015