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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

Équation différentielle linéaire

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Solving the infinite-horizon constrained LQR problem using splitting techniques

Solving the infinite-horizon constrained LQR problem using splitting techniques

Revisiting Iterated Attacks in the Context of Decorrelation Theory

Spike-timing prediction in cortical neurons with active dendrites

Finite elements in space and time for the analysis of generalised visco-elastic materials

Simultaneous estimation of phase and phase derivative using a difference equation representation of the interference field

Discrete stochastic heat equation driven by fractional noise

Incremental Model Identification of Gas-Liquid Reaction Systems with Unsteady-State Diffusion

Incremental Model Identification of Gas-Liquid Reaction Systems with Unsteady-State Diffusion

PIROCK: a swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise

Revisiting Iterated Attacks in the Context of Decorrelation Theory

Discrete stochastic heat equation driven by fractional noise

Incremental Model Identification of Gas-Liquid Reaction Systems with Unsteady-State Diffusion

Solving the infinite-horizon constrained LQR problem using splitting techniques

PIROCK: a swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise

Incremental Model Identification of Gas-Liquid Reaction Systems with Unsteady-State Diffusion

Spike-timing prediction in cortical neurons with active dendrites

Finite elements in space and time for the analysis of generalised visco-elastic materials

Simultaneous estimation of phase and phase derivative using a difference equation representation of the interference field

Solving the infinite-horizon constrained LQR problem using splitting techniques