Copertina

1D stochastic pressure equation with log-correlated Gaussian coefficients

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Avelin, Benny, Kuusi, Tuomo, Nummi, Patrik, Saksman, Eero, Tölle, Jonas M., Viitasaari, Lauri
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Probability 34F05, 35J57, 46F10, 60G15, 60G57, 60G60, 60H10, 60H40
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Renormalized stochastic pressure equation with log-correlated Gaussian coefficients
di: Avelin, Benny, et al.
Pubblicazione: (2024)

Well-posedness of a system of SDEs driven by jump random measures
di: Jiao, Ying, et al.
Pubblicazione: (2021)

Large Deviations for Stochastic Differential Equations Driven by Semimartingales
di: Huang, Qiao, et al.
Pubblicazione: (2019)

Stratonovich-type integral with respect to a general stochastic measure
di: Radchenko, Vadym
Pubblicazione: (2016)

Gaussian structure in coalescing stochastic flows
di: Dorogovtsev, A. A., et al.
Pubblicazione: (2021)

Averaging principle for equation driven by a stochastic measure
di: Radchenko, Vadym
Pubblicazione: (2018)

Mean convergence rates for Gaussian-smoothed Wasserstein distances and classical Wasserstein distances
di: Cosso, Andrea, et al.
Pubblicazione: (2025)

Necessary and Sufficient Conditions for the Lacunary/Hereditary Laws of Large Numbers
di: Berkes, Istvan, et al.
Pubblicazione: (2026)

Limit theorems for stochastic Volterra processes
di: Bianchi, Luigi Amedeo, et al.
Pubblicazione: (2025)

Mind the jumps: when 2BSDEs meet semi-martingales
di: Possamaï, Dylan, et al.
Pubblicazione: (2025)

Large deviation principle for slow-fast rough differential equations via controlled rough paths
di: Yang, Xiaoyu, et al.
Pubblicazione: (2024)

Onsager-Machlup Functional for SDE with Time-Varying Fractional Noise
di: Zhu, Yanbin, et al.
Pubblicazione: (2025)

Large and moderate deviation for rough slow-fast system with level 3 geometric rough path
di: Yang, Xiaoyu, et al.
Pubblicazione: (2025)

Large deviation principle for slow-fast system with mixed fractional Brownian motion
di: Inahama, Yuzuru, et al.
Pubblicazione: (2023)

Generalized Reflected BSDEs with RCLL Random Obstacles in a General Filtration
di: Elmansouri, Badr, et al.
Pubblicazione: (2025)

Limit theorems for stochastic exponentials of matrix-valued Lévy processes
di: Behme, Anita, et al.
Pubblicazione: (2024)

Superpositions of CARMA processes
di: Grahovac, Danijel, et al.
Pubblicazione: (2026)

Transport equation driven by a stochastic measure
di: Radchenko, Vadym
Pubblicazione: (2024)

Poisson imbedding meets the Clark-Ocone formula
di: Hillairet, Caroline, et al.
Pubblicazione: (2024)

Onsager--Machlup Functional for Fractional Stochastic Newton Dynamics with Time-Dependent Noise Intensities
di: Zhu, Yanbin, et al.
Pubblicazione: (2026)

Almost sure growth of integrated supOU processes
di: Grahovac, Danijel, et al.
Pubblicazione: (2024)

Orthogonal Dice
di: Bastian, Caleb Deen, et al.
Pubblicazione: (2020)

The Poisson Multiplication Formula
di: Cristofaro, Lorenzo, et al.
Pubblicazione: (2025)

A Central Limit Theorem for Modified Massive Arratia Flow
di: Dorogovtsev, Andrey, et al.
Pubblicazione: (2024)

Large deviation principle for slow-fast systems with infinite-dimensional mixed fractional Brownian motion
di: Xu, Wenting, et al.
Pubblicazione: (2024)

Convergence rates for the $p$-Wasserstein distance of the empirical measures of an ergodic Markov process
di: Schilling, René L., et al.
Pubblicazione: (2025)

Mean-Field Limits for Nearly Unstable Hawkes Processes
di: Szymanski, Grégoire, et al.
Pubblicazione: (2025)

Moderate deviations for two-time scale systems with mixed fractional Brownian motion
di: Yang, Xiaoyu, et al.
Pubblicazione: (2023)

Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
di: Pavlyukevich, Ilya, et al.
Pubblicazione: (2023)

Large deviation principle for stochastic differential equations driven by stochastic integrals
di: Takano, Ryoji
Pubblicazione: (2024)

Emergence of regularity for limit points of McKean-Vlasov particle systems
di: Crowell, Robert Alexander
Pubblicazione: (2024)

Smoothness of martingale observables and generalized Feynman-Kac formulas
di: Karrila, Alex, et al.
Pubblicazione: (2026)

The Fourier coefficients of the critical holomorphic multiplicative chaos
di: Atherfold, Christopher, et al.
Pubblicazione: (2025)

Stationary random measures : Covariance asymptotics, variance bounds and central limit theorems
di: Krishnapur, Manjunath, et al.
Pubblicazione: (2024)

Nonparametric estimation of trawl processes: Theory and applications
di: Sauri, Orimar, et al.
Pubblicazione: (2022)

Yamada-Watanabe uniqueness results for SPDEs driven by Wiener and pure jump processes
di: Fahim, Kistosil, et al.
Pubblicazione: (2025)

Itô's Formula for the Rearranged Stochastic Heat Equation
di: Delarue, François, et al.
Pubblicazione: (2024)

Doubly Reflected BSDEs with default time under stochastic Lipschitz coefficients and Applications
di: Elmansouri, Badr, et al.
Pubblicazione: (2025)

Generators of measure-valued jump diffusions and convergence rate of diffusive mean-field models
di: Erny, Xavier
Pubblicazione: (2024)

Fractional Diffusion Bridges
di: Inahama, Yuzuru
Pubblicazione: (2025)