Cover Image

Concentration estimates for SPDEs driven by fractional Brownian motion

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Berglund, Nils, Blessing, Alexandra
Format:	Preprint
Published:	2024
Subjects:	Probability 60G15, 60G17, 60H15
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Concentration estimates for slowly time-dependent singular SPDEs on the two-dimensional torus
by: Berglund, Nils, et al.
Published: (2022)

Lower classes and Chung's LILs of the fractional integrated generalized fractional Brownian motion
by: Lyu, Mengjie, et al.
Published: (2024)

Strassen's local law of the iterated logarithm for the generalized fractional Brownian motion
by: Wang, Ran, et al.
Published: (2024)

Zeros of the Brownian Sheet
by: Chen, Keming, et al.
Published: (2024)

Growth rates for the Hölder coefficients of the linear stochastic fractional heat equation with rough dependence in space
by: Liu, Chang, et al.
Published: (2025)

Local linearization for estimating the diffusion parameter of nonlinear stochastic wave equations with spatially correlated noise
by: Liu, Guoping, et al.
Published: (2025)

Survival of a long random string among hard Poisson traps
by: Athreya, Siva, et al.
Published: (2026)

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

Sample path properties of parabolic SPDEs with non constant coefficients
by: Dalang, Robert C., et al.
Published: (2024)

The compact support property for solutions to stochastic heat equations with stable noise
by: Hughes, Thomas
Published: (2022)

Local linearization for the nonlinear damped stochastic Klein-Gordon equation
by: Rang, Guanglin, et al.
Published: (2026)

Temporal regularity for the stochastic heat equation with rough dependence in space
by: Qian, Bin, et al.
Published: (2025)

Isomorphisms for spaces of predictable processes and an extension of the Itô integral
by: Rüdiger, Barbara, et al.
Published: (2019)

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

Blow-up estimates for a system of semilinear SPDEs driven by mixed fractional Brownian motions
by: Sankar, S., et al.
Published: (2022)

SPDEs driven by standard symmetric $α$-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
by: Bodó, Gergely, et al.
Published: (2024)

Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
by: López-Mimbela, José Alfredo, et al.
Published: (2023)

Hölder regularity for a class of nonlinear stochastic heat equations
by: Surendranath, Sudheesh
Published: (2025)

Existence of weak solutions to stochastic heat equations driven by truncated $α$-stable white noises with non-Lipschitz coefficients
by: Wang, Yongjin, et al.
Published: (2022)

Sample path properties and small ball probabilities for stochastic fractional diffusion equations
by: Guo, Yuhui, et al.
Published: (2024)

Stochastic fractional heat equation with general rough noise
by: Qian, Bin, et al.
Published: (2026)

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

Global well-posedness for hyperbolic SPDEs with non-Lipschitz coefficients driven by space-time Lévy white noise
by: Balan, Raluca M., et al.
Published: (2025)

Isotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation
by: Lang, Annika, et al.
Published: (2024)

On the minimal integral energy of majorants of the Wiener process
by: Nikitin, S. E.
Published: (2025)

Singularity of solutions to singular SPDEs
by: Hairer, Martin, et al.
Published: (2024)

Some remarks on the Gram-Schmidt walk algorithm and consequences for Komlos conjecture
by: Bednorz, Witold, et al.
Published: (2024)

Small cover approach to the suprema of positive canonical processes
by: Bednorz, Witold, et al.
Published: (2024)

Stochastic resonance in stochastic PDEs
by: Berglund, Nils, et al.
Published: (2021)

Strong local nondeterminism for stochastic time-fractional slow and fast diffusion equations
by: Chen, Le, et al.
Published: (2026)

Invariance of closed convex cones for stochastic partial differential equations
by: Tappe, Stefan
Published: (2019)

Wong-Zakai approximations with convergence rate for stochastic partial differential equations
by: Nakayama, Toshiyuki, et al.
Published: (2019)

Foundations of the theory of semilinear stochastic partial differential equations
by: Tappe, Stefan
Published: (2019)

Propagation of Singularities for the Damped Stochastic Klein-Gordon Equation
by: Chen, Hongyi, et al.
Published: (2025)

Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
by: Tappe, Stefan
Published: (2019)

Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
by: Friesen, Martin, et al.
Published: (2024)

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

A remark on elephant random walks via the classical law of the iterated logarithm for self-similar Gaussian processes
by: Shibata, Shuhei, et al.
Published: (2025)

On asymptotic behavior of solutions to random fractional Riesz-Bessel equations with cyclic long memory initial conditions
by: Alghamdi, Maha Mosaad A., et al.
Published: (2025)

On the geometric Brownian motion with state-dependent variable exponent diffusion term
by: Avci, Mustafa
Published: (2025)