Catégorie

Processus stochastique

Publications associées (147)

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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

Processus stochastique

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Filtration Shrinkage, Strict Local Martingales And The Follmer Measure

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part I: Continuous-Domain Theory

Discrete stochastic heat equation driven by fractional noise

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

STOCHASTIC PROCESSES AND CONSTRUCTION OF BROWNIAN MOTION

MMSE Estimation of Sparse Levy Processes

On the rate of convergence in the martingale central limit theorem

Exploiting the color of Brownian motion for high-frequency microrheology of Newtonian fluids

Hydrodynamic and subdiffusive motion of tracers in a viscoelastic medium

On Stochastic Processes Driven by Ballistic Noise Sources

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part I: Continuous-Domain Theory

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

Filtration Shrinkage, Strict Local Martingales And The Follmer Measure

Discrete stochastic heat equation driven by fractional noise

MMSE Estimation of Sparse Levy Processes

STOCHASTIC PROCESSES AND CONSTRUCTION OF BROWNIAN MOTION

Exploiting the color of Brownian motion for high-frequency microrheology of Newtonian fluids

On the rate of convergence in the martingale central limit theorem

On Stochastic Processes Driven by Ballistic Noise Sources

Hydrodynamic and subdiffusive motion of tracers in a viscoelastic medium