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scientific article; zbMATH DE number 7799700

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7799700

Statements

scholarly article

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Antoine-Marie Bogso

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Olivier Menoukeu Pamen

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publication date

5 February 2024

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full work available at URL

https://arxiv.org/abs/2210.04694

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https://alea.impa.br/articles/v20/20-58.pdf

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zbMATH Keywords

Brownian sheet

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SDEs on the plane

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path by path uniqueness

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Malliavin derivative

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MaRDI profile type

MaRDI publication profile

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Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths

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Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times

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Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness

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Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients

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Regularization by noise and flows of solutions for a stochastic heat equation

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L\({}^ p\) estimates on iterated stochastic integrals

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Random nonlinear wave equations: Smoothness of the solutions

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Averaging along irregular curves and regularisation of ODEs

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Multiple points of the Brownian sheet in critical dimensions

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Time-reversal in hyperbolic s. p. d. e. 's

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Uniqueness of Solutions of Stochastic Differential Equations

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Individual Path Uniqueness of Solutions of Stochastic Differential Equations

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A Carathéodory theory for systems of integral equations

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Hitchhiker's guide to the fractional Sobolev spaces

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Nonlinear stochastic integral equations in the plane

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Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010

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Noiseless regularisation by noise

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On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients

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C∞− regularization of ODEs perturbed by noise

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Perturbation theory for linear operators.

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Multiparameter Processes

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Multidimensional SDE with distributional drift and Lévy noise

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Singular Elliptic Operators of Second Order with Purely Discrete Spectra

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A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs

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Strong Solutions of Some One-dimensional SDEs with Random and Unbounded Drifts

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Construction of strong solutions of SDE's via Malliavin calculus

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The Malliavin Calculus and Related Topics

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Markov field properties of solutions of white noise driven quasi-linear parabolic pdes

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Malliavin calculus for two-parameter Wiener functionals

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Stochastic differential equations on the plane: Smoothness of the solution

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Quasilinear stochastic hyperbolic differential equations with nondecreasing coefficient

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Existence and uniqueness of a strong solution to stochastic differential equations in the plane with stochastic boundary process

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Local and global minimizers for a variational energy involving a fractional norm

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Stochastic differential equations—some new ideas

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Integral and Discrete Inequalities and Their Applications

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The 1-d stochastic wave equation driven by a fractional Brownian sheet

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Cameron-Martin Translation Theorems in the Wiener Space of Functions of Two Variables

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Uniqueness of strong solutions to stochastic differential equations in the plane with deterministic boundary process

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Identifiers

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:6146363

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