587 citations
- Institute for High Energy PhysicsES68 papers
- Institució Catalana de Recerca i Estudis AvançatsES35 papers
- University of PaduaIT29 papers
- University of California, DavisUS28 papers
- University of PisaIT27 papers
- University of SienaIT27 papers
- Istituto Nazionale di Fisica Nucleare, Sezione di PadovaIT26 papers
- University of TriesteIT26 papers
- University of GenevaCH22 papers
- Fermi National Accelerator LaboratoryUS21 papers
- Universitat de BarcelonaES21 papers
- Centre National de la Recherche ScientifiqueFR20 papers
11 papers · 1 filter
Weak convergence for the stochastic heat equation driven by Gaussian white noise
Xavier Bardina, Maria Jolis, Lluis Quer-Sardanyons
In this paper, we consider a quasi-linear stochastic heat equation on , with Dirichlet boundary conditions and controlled by the space-time white noise. We formally replace…
Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations
David Nualart, Lluis Quer-Sardanyons
In this paper we establish lower and upper Gaussian bounds for the solutions to the heat and wave equations driven by an additive Gaussian noise, using the techniques of Malliavin…
Stein's method and normal approximation of Poisson functionals
Giovanni Peccati, Josep Lluís Solé, Murad S. Taqqu +1
We combine Stein's method with a version of Malliavin calculus on the Poisson space. As a result, we obtain explicit Berry-Esséen bounds in Central Limit Theorems (CLTs) involving…
On the orthogonal polynomials associated with a Lévy process
Josep Lluís Solé, Frederic Utzet
Let be a càdlàg Lévy process, centered, with moments of all orders. There are two families of orthogonal polynomials associated with . On one hand, the Kailat…
Integration with respect to local time and Ito's formula for smooth nondegenerate martingales
Xavier Bardina, Carles Rovira
We show an It\^ o's formula for nondegenerate Brownian martingales and functions with locally integrable derivatives in and . We prove that…
Time--space harmonic polynomials relative to a Lévy process
Josep Lluís Solé, Frederic Utzet
In this work, we give a closed form and a recurrence relation for a family of time--space harmonic polynomials relative to a Lévy process. We also state the relationship with the K…